Hanson Jeffery A, Yang Haw
Department of Chemistry, Physical Biosciences Division, University of Calfornia at Berkeley, Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA.
J Phys Chem B. 2008 Nov 6;112(44):13962-70. doi: 10.1021/jp804440y. Epub 2008 Oct 11.
The statistical properties of the cross correlation between two time series has been studied. An analytical expression for the cross correlation function's variance has been derived. On the basis of these results, a statistically robust method has been proposed to detect the existence and determine the direction of cross correlation between two time series. The proposed method has been characterized by computer simulations. Applications to single-molecule fluorescence spectroscopy are discussed. The results may also find immediate applications in fluorescence correlation spectroscopy (FCS) and its variants.
研究了两个时间序列之间互相关的统计特性。推导了互相关函数方差的解析表达式。基于这些结果,提出了一种统计稳健的方法来检测两个时间序列之间互相关的存在并确定其方向。所提出的方法通过计算机模拟进行了表征。讨论了其在单分子荧光光谱中的应用。这些结果也可能在荧光相关光谱(FCS)及其变体中立即得到应用。