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Autocorrelation
(redirected from Auto-correlation)

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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.
Elements of nonequilibrium statistical mechanics by SciTech Book News
They are able to calculate trends and graphically depict them via color-gradient dots, standard-deviation ellipses, spatial auto-correlation techniques, and isolines.
Returning to the scenes of the crime by Gips, Michael A. / Security Management
Radius = characteristic length scale of patch (m) as determined by auto-correlation.
Patches of crab megalopae in the mouth of Delaware Bay--an analysis ... by Epifanio, Charles E. / Journal of Shellfish Research
 
 
 
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