autocorrelation


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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 ?
However, as the time interval becomes smaller, the presence of autocorrelation in the data increases.
In order to assess the spatial autocorrelation in the elevational gradient of the El Triunfo, we generated spatial correlograms for alpha diversity and elevation using Moran's I coefficients at 8 elevational classes (SAAP 4.
Result of a test of hypothesis with zero correlation coefficient between the bit autocorrelation function of the binary sequence analysed and standard bit autocorrelation functions of binary sequences stored in the database, complying with particular transmission systems;
Spatial autocorrelation can be defined in a number of manners: Sokal and Oden, (1978), Tobler, (1979), Upton and Fingleton, (1985), Toral (2001); following Cliff and Ord (1973), it can be defined in this manner--"if the presence of some quantity in a county (sampling unit) makes its presence in neighbouring counties (sampling units) more or less likely, we say that the phenomenon exhibits spatial autocorrelation.
The local spatial autocorrelation (LISA) developed by Luc Anselin (15) has become the standard tool to examine local spatial autocorrelation.
The weighted Markov chain describes the strength of the relationship among the status in each step length; it carries out weighted sum of autocorrelation coefficient according to each step length, it determines the partition status by "Maximum probability" prediction principle.
Key words: Infant mortality, punjab, contour plot, spatial autocorrelation, moran's I, geary c, multiple regression model, conditional autoregressive model.
Spatial autocorrelation models were used to determine the smallest segment length at which spatial-autocorrelation could be considered negligible.
I assessed each of the original time series for the presence and form of autocorrelation by examining its autocorrelation function (ACF) and partial autocorrelation function (PACF; Chatfield, 1984).
Said and Harper (2015) studied weak form at Russian stock market over the period for daily index returns over the period from 2003 to 2012 using autocorrelation and Box-Ljung test statistics.
Higher Order Local Autocorrelation Coefficient (HLAC) [12] is proposed by professor Otsu from Tokyo University at IAPR in 1988.