Key words:

"> A grey correlational analysis method based on cross-correlation time-delay is proposed to address the impact of time-delay on multivariate time series analysis. The process time-delay is obtained by a cross-correlation algorithm and integrated into the grey correlation model as a parameter to determine the degrees of grey incidence between variables. Later, the strongly correlated variables are determined by the feature extraction criterion. Finally, the proposed method is applied to the practical cases affected by the time-delay factors, and the simulation results show the rationality and accuracy of the proposed method.