Abstract: The invention relates to a method of comparing two or more series of signal analysis data samples, to produce a measure of their similarity. Corresponding data samples of each series are compared, and measures of the magnitude of the signal and the variation between corresponding data samples are calculated. The magnitude measure may simply be the average power of corresponding data samples. The produced measure of the similarity of the series is a test statistic having Snedecor's F distribution. When compared to typical cross correlation methods, a test statistic of the present invention provides a greater distinction between series displaying a high degree of similarity and series with a low degree of similarity. Accordingly, the present invention has applicability to the detection, classification and angular localisation of signals from acoustic or electromagnetic sources.