Wolfram Computation Meets Knowledge

Correlogram

Contributed by: Jon McLoone

Visualize the autocorrelation of data

ResourceFunction["Correlogram"][data]

plots the autocorrelation of data.

Examples

Basic Examples

Noisy data with an underlying sin wave does not appear to have any structure:

In[1]:=
data = Table[Sin[2 \[Pi] x/100] + 10 Random[], {x, 0, 600}];
ListPlot[data]
Out[2]=

The Correlogram reveals the hidden periodic signal:

In[3]:=
ResourceFunction["Correlogram"][data]
Out[3]=

Options

Correlogram supports the same options as ListLinePlot:

In[4]:=
ResourceFunction["Correlogram"][data, Axes -> False]
Out[4]=

Resource History

Source Metadata