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Autocorrelation
(redirected from Auto-correlation)

   Also found in: Dictionary/thesaurus, Encyclopedia, Wikipedia 0.01 sec.
Autocorrelation
The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation.

Serial Correlation
In technical analysis, a measure of how well past occurrences predict future occurrences. Most importantly, serial correlation checks whether and how often a particular price movement will result in a different price movement. Serial correlation lies at the heart of technical analysis. It is also called autocorrelation.


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In 17 concise chapters and a remarkable collection of appendices be describes the Langevin equation, the fluctuation-dissipation relation, auto-correlation of velocity, Markov processes, the Fokker-Planck equation, the diffusion equation, diffusion in a finite region, Brownian motion, first-passage time, displacement phase-space Fokker-Planck equations, diffusion as a potential, diffusion in a magnetic field, Kubo-Green formulas, dynamic mobility, and the generalized Langevin equation.
They are able to calculate trends and graphically depict them via color-gradient dots, standard-deviation ellipses, spatial auto-correlation techniques, and isolines.
Radius = characteristic length scale of patch (m) as determined by auto-correlation.
 
 
 
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