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^[1], →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