I have two arrays of the same size x (1900) and y (1900), both are daily data starting from August to Oct for every year. I want to calculate the cross-correlation between these 2 arrays for each year separately and store it in a separate array.
Method 1:
# cross correlation using xcorr()
# function
ax1.xcorr(x, y, usevlines=True,
maxlags=50, normed=True,
lw=2)
Method 2:
correlation = signal.correlate(x, y, mode="full")
lags = signal.correlation_lags(x.size, y.size, mode="full")
lag = lags[np.argmax(correlation)]
Both options consider x and y as continuous arrays. Whereas, I want to calculate based on time, for each year separately.