交叉和自动关联演示
使用互相关(xcorr)和自相关(acorr)图的示例。
import matplotlib.pyplot as plt
import numpy as np
# Fixing random state for reproducibility
np.random.seed(19680801)
x, y = np.random.randn(2, 100)
fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
ax1.grid(True)
ax1.axhline(0, color='black', lw=2)
ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.grid(True)
ax2.axhline(0, color='black', lw=2)
plt.show()