koherenssifunktio
A koherenssifunktio, in Finnish, translates to coherence function in English. It is a measure used in signal processing and statistics to quantify the relationship between two time series or stochastic processes. Specifically, it assesses how well the fluctuations or variations in one signal can be explained by the fluctuations in another signal at different frequencies.
The coherence function is typically a complex-valued function of frequency. Its magnitude, often referred to as
In practice, the coherence function is estimated from observed data. It is widely used in various fields,