autocorrelation

(redirected from Autocorrelated)
Also found in: Dictionary, Medical, Financial.

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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
The problem is to find enough restrictions in order to limit the infinite number of functions that autocorrelated generate the observed signal.
[[epsilon].sup.M.sub.t] = the autocorrelated lognormal deviation in natural mortality for year t:
They recorded autocorrelated errors in the adjustment of the nonlinear regression models to the growth data of the green dwarf coconut, cacao and cashew fruits and coffee seed germination, respectively.
Chen, "Computer intrusion detection through EWMA for autocorrelated and uncorrelated data," IEEE Transactions on Reliability, vol.
Wu, "Optimal filtering for systems with finite-step autocorrelated noises and multiple packet dropouts," Aerospace Science and Technology, vol.
Under the null hypothesis that errors of the Taylor rule equation are autocorrelated, we find the value of likelihood ratio as 12.46 which is significant at 1%.
Although generalized linear mixed models generated more robust results with spatially autocorrelated data and uneven sampling, it is unclear how well these models perform given low sample sizes.
A NN ensemble-enabled model was used to classify unnatural CCPs for an autocorrelated process [10].
d.) n x n matrix and it is well known to statisticians that autocorrelated errors reduce the efficiency of the OLSE.
(1987) "A Simple Positive-Definite Heteroskedasticity and Autocorrelated Covarience Matrix." Econometrica (55): 703-08.
The values reported for the autoregressive AR(1) and AR(2) terms are the p-values for the first-order and second-order autocorrelated disturbances.
In these cases, series must be filtered with an autoregressive model, for example by using a modified Mann-Kendall test for autocorrelated series, as proposed by Hamed and Rao (1998).