About
Correlative Coherence Analysis is a procedure
designed to tease out stochastic noise from a chaotic signal. It is
based on a Shannon-Weaver information measure and ranges from 0 for
uncorrelated systems to 1 for perfectly correlated or anti-correlated
systems. Applications for CCA include analysing population ecology,
assessing to what degree a sector of the stock market is driven by
particular economic indices, determining whether a set of neurons
responds to selected sensory stimuli, and much, much more.
CCA was developed by Wayne Getz at UC Berkeley.
A journal article discussing its details and uses can be read here.