autocorrelation

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Related to Auto-correlation: multicollinearity, Autocorrelation function, Cross correlation

autocorrelation

[¦ȯd·ō‚kär·ə′lā·shən]
(electronics)
A technique used to detect cyclic activity in a complex signal.
(statistics)
In a time series, the relationship between values of a variable taken at certain times in the series and values of a variable taken at other, usually earlier times.
References in periodicals archive ?
This was also evident in the shape of the auto-correlation function (not shown here).
The distribution of soil [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (0-5 cm) was spatially dependent and showed a high degree of auto-correlation (61-82%), suggesting distinct patterns or `patches' of higher [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] concentrations (Fig.
The results of numerical simulation show that the auto-correlation curve has the same full width at half maximum (FWHM) [24] and lower peak-side lobe[28], compared to the auto-correlation curve of one chaotic signal.
Further, the value of the DW statistics indicate that there is no problem of first-order auto-correlation.
However, if we recognize that cash-flow growth rate changes are permanent (an extreme form of auto-correlation, with no fade back to the average), then the Gordon prices should be calculated for each scenario separately and the two prices averaged to get a price that accounts for this auto-correlation.
With T = 18 only, as in our data and systems allowing first order auto-correlation of errors, allowing the income and price coefficients to change with time precludes precise estimation of these coefficients.
5 continuous lunar cycles were included (the minimum necessary for auto-correlation analysis for an examination of lunar periodicity).
A model was developed after the effect of auto-correlation had been removed by the ARIMA procedures, and we performed the GLS regression analysis to assess the independent effects of each weather variable (Box & Jenkins, 1976).
We tested for auto-correlation in the error term, and where appropriate, we adjusted the estimates using a Cochrane-Orcutt transformation.
Equation 1 contains the cross-correlation between Tm and Tmdn in the nominator and the auto-correlation of Tmdn in the denominator.
The cepstrum and the auto-correlation are closely related.
0 further distances itself from high-priced and overly complex legacy test tools by offering an unprecedented approach to script auto-correlation for accelerated data parameterization of recorded traffic through its new and improved User Scenario Session Finder.