autocorrelation
Measuring internal repetition
Autocorrelation is the correlation of a signal or dataset with a delayed version of itself.
In statistics and signal processing, it measures how similar a series of values is to the same series shifted in time: The autocorrelation showed a strong weekly pattern in the sales data.
High autocorrelation at certain lags reveals periodic cycles or persistence in the data.
The concept is fundamental in time series analysis, econometrics, and audio processing.
Period of falling behind
- periodicityRecurring at regular intervals
- trendDirection of change
- seasonalityDependence on annual cycles
- cyclicalRepeating in rounds
time lag · persistence · memory · ARIMA · signal · sequence · white noise · random walk
Continuous range of values
- frequencyRate of recurrence
- waveformGraphed oscillation pattern
- oscillationRepeated back-and-forth movement
- harmonicOf musical overtones
amplitude · phase · convolution · noise · filtering
Number multiplying a variable
- residualsOngoing compensation for rebroadcasts
- diagnosticsMethods identifying problems
- regressionReturn to former state
- estimationApproximate value judgment
variance · standard error · significance · hypothesis test · confidence interval · sample size · bias · efficiency
Concentrated light device
- interferenceUnwelcome involvement in affairs
- granularityLevel of detail
- coherenceLogical internal consistency
- imagingProducing visual representations
ultrasound · radar · SAR · decorrelation · scattering · optical · roughness
Forming concentrated groups
- neighborhoodResidential area nearby
- contiguityState of touching directly
- geographicOf physical places
- latticeOpenwork of crossed strips
lag
Period of falling behind
- periodicityRecurring at regular intervals
- trendDirection of change
- seasonalityDependence on annual cycles
cyclical · time lag · persistence · memory · ARIMA · signal · sequence · white noise · random walk
spectrum
Continuous range of values
- frequencyRate of recurrence
- waveformGraphed oscillation pattern
- oscillationRepeated back-and-forth movement
harmonic · amplitude · phase · convolution · noise · filtering
coefficient
Number multiplying a variable
- residualsOngoing compensation for rebroadcasts
- diagnosticsMethods identifying problems
- regressionReturn to former state
estimation · variance · standard error · significance · hypothesis test · confidence interval · sample size · bias · efficiency
laser
Concentrated light device
- interferenceUnwelcome involvement in affairs
- granularityLevel of detail
- coherenceLogical internal consistency
imaging · ultrasound · radar · SAR · decorrelation · scattering · optical · roughness
clustering
Forming concentrated groups
- neighborhoodResidential area nearby
- contiguityState of touching directly
- geographicOf physical places
correlation, correlate, correlative, correlated, correlating, uncorrelated, correlations, correlational, autocorrelated