Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function...
39 KB (5,807 words) - 01:47, 17 September 2024
In optics, various autocorrelation functions can be experimentally realized. The field autocorrelation may be used to calculate the spectrum of a source...
10 KB (1,151 words) - 09:04, 19 February 2024
In time series analysis, the partial autocorrelation function (PACF) gives the partial correlation of a stationary time series with its own lagged values...
9 KB (1,129 words) - 10:23, 1 August 2024
Correlogram (redirect from Autocorrelation plot)
statistics. For example, in time series analysis, a plot of the sample autocorrelations r h {\displaystyle r_{h}\,} versus h {\displaystyle h\,} (the time...
10 KB (1,389 words) - 14:59, 31 March 2023
differencing it if necessary), and using plots of the autocorrelation (ACF) and partial autocorrelation (PACF) functions of the dependent time series to decide...
12 KB (1,543 words) - 16:17, 18 September 2024
Phylogenetic autocorrelation also known as Galton's problem, after Sir Francis Galton who described it, is the problem of drawing inferences from cross-cultural...
18 KB (2,271 words) - 04:00, 26 June 2024
Moran's I is a measure of spatial autocorrelation developed by Patrick Alfred Pierce Moran. Spatial autocorrelation is characterized by a correlation...
11 KB (1,510 words) - 23:16, 24 August 2024
The autocorrelation technique is a method for estimating the dominating frequency in a complex signal, as well as its variance. Specifically, it calculates...
3 KB (412 words) - 17:11, 4 September 2024
In combinatorics, a branch of mathematics, the autocorrelation of a word is the set of periods of this word. More precisely, it is a sequence of values...
7 KB (1,228 words) - 22:13, 18 August 2023
analysis and market forecasting. There are two algorithms based on autocorrelation functions that can identify the dominant noise type in a data set provided...
29 KB (3,578 words) - 04:29, 19 September 2024