English

Noun

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, ISBN 052135692, page 67:

     Dividing the covariances by the variance gives the autocorrelations.

Translations

Derived terms

• autocorrelational

Related terms

• autocorrelate
• autocorrelative
• autocorrelator
• autocovariance

See also

• autocorrelation on Wikipedia.Wikipedia