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Autocorrelation |
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Autocorrelation The correlation of a variable with itself over successive time intervals. Sometimes called serial correlation. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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The coefficient of the first order auto-correlation in the Dhaka Stock Exchange is 4%. the fluctuation-dissipation relation, auto-correlation of velocity, Markov processes, the Fokker-Planck equation, the 5] is the characteristic time for which the normalized auto-correlation function equals [R. |
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