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
_________________________________________________________________
Celeb spotting – Play CelebMashup and win cool prizes

	[[alternative HTML version deleted]]

