Cross Correlation Inputs

Ideally, all inputs are uncorrelated. This can be checked with a cross-correlation analysis (via Data > Cross Correlation Inputs).

Note
The cross-correlation analysis is only available if the Advanced Settings are enabled.

The desired behavior is shown below using the diesel engine example. The plots CCF(xi,xi) show the cross-correlation of each input with itself, which is actually the auto-correlation of the signal, depending on the respective time lag.

In an ideal case, one would get an exponentially decreasing function with a (full) correlation of 1.0 at time lag 0. The slower the CCF/ACF decreases, the smaller the signal changes are over time.

The more interesting plots are the CCFs among the inputs, which are displayed off-diagonal. The desired case is no correlation, as in the diesel engine example. Any peaks within the cross correlation point to correlated input channels – a cross correlation of 1.0 would indicate redundant signals.