Autocorrelation, sometimes known as serial correlation in the discrete time case, measures the correlation of a signal with a delayed copy of itself....

In time series analysis, the partial autocorrelation function (PACF) gives the partial correlation of a stationary time series with its own lagged values...

In optics, various autocorrelation functions can be experimentally realized. The field autocorrelation may be used to calculate the spectrum of a source...

Phylogenetic autocorrelation also known as Galton's problem, after Sir Francis Galton who described it, is the problem of drawing inferences from cross-cultural...

statistics. For example, in time series analysis, a plot of the sample autocorrelations r h {\displaystyle r_{h}\,} versus h {\displaystyle h\,} (the time...

The autocorrelation technique is a method for estimating the dominating frequency in a complex signal, as well as its variance. Specifically, it calculates...

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...

Moran's I is a measure of spatial autocorrelation developed by Patrick Alfred Pierce Moran. Spatial autocorrelation is characterized by a correlation...

differencing it if necessary), and using plots of the autocorrelation (ACF) and partial autocorrelation (PACF) functions of the dependent time series to decide...

Spatial dependency leads to the spatial autocorrelation problem in statistics since, like temporal autocorrelation, this violates standard statistical techniques...

Barker sequence is a finite sequence of digital values with the ideal autocorrelation property. It is used as a synchronising pattern between the sender...

Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem, states that the autocorrelation function of a wide-sense-stationary random process has a spectral decomposition...

at pairs of time points. Autocovariance is closely related to the autocorrelation of the process in question. With the usual notation E {\displaystyle...

sequences with the useful property that their out-of-phase aperiodic autocorrelation coefficients sum to zero. Binary complementary sequences were first...

number of later variants. The estimator is used to try to overcome autocorrelation (also called serial correlation), and heteroskedasticity in the error...

Zero AutoCorrelation waveform (CAZAC) is a periodic complex-valued signal with modulus one and out-of-phase periodic (cyclic) autocorrelations equal...

of a true autocorrelation—has not been found. At least one model shows that a temporal delay is unnecessary to produce an autocorrelation model of pitch...

variable as X, the above expressions are called the autocovariance and autocorrelation: autocovariance σ X X ( m ) = E [ ( X n − μ X ) ( X n + m − μ X ) ]...

analysis and market forecasting. There are two algorithms based on autocorrelation functions that can identify the dominant noise type in a data set provided...

temporal fluctuations are usually analyzed using the intensity or photon autocorrelation function (also known as photon correlation spectroscopy – PCS or quasi-elastic...

Decorrelation is a general term for any process that is used to reduce autocorrelation within a signal, or cross-correlation within a set of signals, while...

points, then this is often referred to as an autocorrelation function, which is made up of autocorrelations. Correlation functions of different random variables...

"correlation function" refers to the two-point autocorrelation function. The two-point autocorrelation function is a function of one variable (distance);...

chemical reactions, aggregation, etc.) are analyzed using the temporal autocorrelation. Because the measured property is essentially related to the magnitude...

the autocorrelation function (ACF) of the data. (Note that the expression in the brackets is simply one minus the average expected autocorrelation for...

instantly popular. Hildebrand's method for detecting pitch involved autocorrelation and proved superior to attempts based on feature extraction that had...

P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness...

Q-statistic (Ljung–Box) Durbin–Watson Breusch–Godfrey Time domain Autocorrelation (ACF) partial (PACF) Cross-correlation (XCF) ARMA model ARIMA model...

However, the daily data in the example may have too much noise, temporal autocorrelation, or be inconsistent with other datasets. With only daily data, conducting...

evidence of chaotic dynamics (spectral analysis, phase trajectory, and autocorrelation plots), but also when they attempted to compute a Lyapunov exponent...