Computing cross-correlation of two time-series, stores as TGraphs

I have a set of TGraphs, which represent time-series. I want to iterate over these TGraphs, and compute for each TGraph the cross-correlation of that graph with all remaining graphs in the set (by cross-correlation, I mean something like this… a measure of how “similar” two time-series are).

The graphs in question are all similar in shape-- mostly noise, with a “peak” at some point. The goal is to pair up graphs such that the “peaks” align well. Before attempting to write some complex algorithm of my own, I’m wondering if there exists some “nice” way to do this in ROOT. Unfortunately, the data are already stored as TGraphs, which likely makes this more difficult than if I were working “directly” with the data.

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Hi @KAM,

I will invite @moneta to this thread; I am sure he can help with this.



Unfortunately we do not have such functionality in ROOT. It could be a nice addition in case you would like to implement and contribute it as a pull request.

Best regards


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