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Cosine cross-similarity

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Cosine cross-similarity

by Agne Burauskaite-Harju

 

19 Apr 2011

Time series cosine cross-similarity, dominant lag ans maximum value

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Description

Function calculates cosine cross-similarity between time series of threshold crossings with time lags. It also calculates dominant lag and maximum value.

More details
http://www.ida.liu.se/~agbur/Software.htm
MATLAB release MATLAB 7.7 (R2008b)
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