Posts tagged correlation

Coherence correlation

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A big question that I’ve always wrestled with is the difference between correlation and coherence. Intuitively, I think of these two things as very similar to one another. Correlation is a way to determine the extent to which two variables covary (normalized to be between -1 and 1). Coherence is similar, but instead assesses “similarity” by looking at the similarity for two variables in frequency space, rather than time space.

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