FEATURE: Cross-correlation process
Summary
Cross-correlation process (autocorrelation being cross-correlation of an array with itself).
Current behaviour/setbacks
There isn't one.
Desired behaviour/advantages
Process that takes one or two dataframes and computes cross-correlation, along with interquartile ranges. If one dataframe, perform autocorrelation.
Implementation sketch
See files written by Peter attached, particularly autocrosscorr() in time_series_analysis.py. I only just need to slightly change the I/O to fit other post-processes in core.multisignal, where this cross-correlation process should live.
Edited by Arin Wongprommoon