Autocorrelation


Also found in: Dictionary, Medical, Encyclopedia, Wikipedia.

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.
References in periodicals archive ?
This article presents the rolling bearing fault diagnosis based on the combination of optimal Morlet and autocorrelation; an optimal Morlet function is applied to the raw vibration signal as a band-pass filter to reduce the signal to noise ratio.
The constraints used in the program include: the image must be real, positive, have values smaller than 255, centered in a square the dimension of the estimated kernel; all of these with an epsilon tolerance, directly proportional to the level of noise in the estimated autocorrelation. The tolerance is needed because with the noise the exact restrictions cannot be met.
Wherein: [tau] is the delay time of autocorrelation function; T is the value of time span.
The Lag 1 autocorrelation equal to 0.59 is obtained by calculating the correlation of columns B and C (between [y.sub.t] and [y.sub.t-1]) that appear in Figure 2.
While local indicators of spatial autocorrelation identified 19 statistically significant districts.
In this paper, we introduce two new tests, the autocorrelation test, and the LLR GoF test.
For the non-seasonal pattern, the autocorrelation seems to cut off after lag1, which indicates moving average term MA behavior for the first difference series.
The autocorrelation methods are based on the characteristics of the multiple autocorrelation peaks of the BOC signal.
Another goal is to analyze the spatial autocorrelation characteristics of aviation accidents and to determine whether aviation accidents have spatial aggregation trends.
Equation 1 accounts for the presence of autocorrelation (also known as serial correlation) in the data through the term n', which indicates the effective number of data points.
In order to assess the spatial autocorrelation in the elevational gradient of the El Triunfo, we generated spatial correlograms for alpha diversity and elevation using Moran's I coefficients at 8 elevational classes (SAAP 4.3; Wartenberg, 1989).