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eno

Japan
34 Posts

Posted - 04/14/2005 :  12:37:01 AM  Show Profile  Edit Topic  Reply with Quote  View user's IP address  Delete Topic
Origin Version : 7.5SR5
Operating System: Win2000SV

I have two time seriese data, B(t) and C(t).
Can Origin calculate coherence of these data
as follows?

coherence = Wbc^2 / (Wbb * Wcc)

where Wbc is cross power spectrum of B(t) and
C(t), Wbb is power spectrum of B(t), and Wcc
is power spectrum of C(t).

eno

Leo_Li

China
Posts

Posted - 04/18/2005 :  04:00:48 AM  Show Profile  Edit Reply  Reply with Quote  View user's IP address  Delete Reply
Hello eno,

If my understanding is correct, you can simply:
1. FFT your B(t) and C(t) columns
2. Put all data produced by FFT in one worksheet. (Assume Real, Imaginary, Power data of B(t) are BR(f), BI(f), BP(f), and Real, Imaginary, Power data of C(t) are CR(f), CI(f), CP(f)),
3. Add a new column in the worksheet, then
4. Select "Set Column Values" in the context menu of the new column.
5. In the Edit field of the dialogbox, enter:

( ( BR(f)*CR(f) + BI(f)*CI(f) )^2 + (BI(f)*CR(f) - BR(f)*CI(f))^2 ) / (BP(f) * CP(f))

6. Click OK, the coherence column is created.

Pls let us know your further question.

Leo
OrignLab
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