Hi,
I am trying to calculate the autocorrelation matrix for an input matrix with the
size n*m where n=7 (the dimensionality of my input feature vectors) and m being
the time. Thus one could think of the input data as a 7-dimensional time-series.
Does anyone know of any way to calculate the autocorrelation matrix for such an
input? I tried various functions, but none give me a matrix that returns this
information.
Thank you very much in advance,
Jan
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