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Autocorrelation
(redirected from Autocorrelation function)

   Also found in: Dictionary/thesaurus, Acronyms, Encyclopedia, Wikipedia 0.03 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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Till now, many linear techniques for the detection of ventricular arrhythmias have been developed, such as the probability density function method [12], rate and irregularity analysis, analysis of peaks in the short-term autocorrelation function [13], sequential hypothesis testing algorithm [14], correlation waveform analysis, four fast template matching algorithms, VF-filter method [15, 16], spectral analysis [l7], and time-frequency analysis [18].
Autocorrelation and partial autocorrelation functions of the models were examined to determine autoregressive and moving average parts of the models.
 
 
 
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