autocorrelation

autocorrelation

See also: autocorrélation

English

Etymology

auto- +‎ correlation.

Noun

autocorrelation (countable and uncountable, plural autocorrelations)

1. (statistics, signal processing) The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
   • 1990, K. Holden, D. Peel & John L. Thompson, Economic Forecasting‎, →ISBN, page 67:

     Dividing the covariances by the variance gives the autocorrelations.

Derived terms

• autocorrelational
• partial autocorrelation

Related terms

• autocorrelate
• autocorrelative
• autocorrelator
• autocovariance

Translations

statistics, signal processing: the cross-correlation of a signal with itself

Chinese: Mandarin: 自相關／自相关 (zìxiàngguān) Finnish: autokorrelaatio (fi) French: autocorrélation (fr) f German: Autokorrelation f Greek: αυτοσυσχέτιση (el) f (aftosyschétisi) Hungarian: autokorreláció Japanese: 自己相関 (jikosōkan), Romanian: autocorelare f Russian: автокорреляция (ru) f (avtokorreljacija) Tagalog: sarilsatugnay

See also

• autocorrelation on Wikipedia.Wikipedia