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

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

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

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

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

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

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

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...

_{k=1}^{\infty }\rho _{k}} , is often called the integrated autocorrelation. When the chain has no autocorrelation ( ρ k = 0 {\displaystyle \rho _{k}=0} for all k...

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

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...

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

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

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

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...

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

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

ones in the truth table. Bent: its derivatives are all balanced (the autocorrelation spectrum is zero) Correlation immune to mth order: if the output is...

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...

corresponds to the most random or the most unpredictable time series whose autocorrelation function agrees with the known values. This assumption, which corresponds...

a_{i}} is the root mean square criterion which is also called the autocorrelation criterion. In this method we minimize the expected value of the squared...

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

The autocorrelation function of an AR(p) process is a sum of decaying exponentials. Each real root contributes a component to the autocorrelation function...

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

cross-correlation is similar in nature to the convolution of two functions. In an autocorrelation, which is the cross-correlation of a signal with itself, there will...

chance, the spatial autocorrelation is said to be positive. When a pair of values are less similar, the spatial autocorrelation is said to be negative...

determined using the sample autocorrelation function (ACF), partial autocorrelation function (PACF), and/or extended autocorrelation function (EACF) method...

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

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...