autocorrelation

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English[edit]

Etymology[edit]

auto- +‎ correlation.

Noun[edit]

autocorrelation (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[1], ISBN 052135692, page 67:
      Dividing the covariances by the variance gives the autocorrelations.

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