Autocorrelation

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Related to Autocorrelation: multicollinearity, Autocorrelation function, Cross correlation

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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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.

GENERAL PSF RETRIEVAL AND IMAGE DEBLURRING USING THE CEPSTRAL DOMAIN

Wherein: [tau] is the delay time of autocorrelation function; T is the value of time span.

Rolling Bearing Fault Detection Using Autocorrelation Based Morphological Filtering and Empirical Mode Decomposition

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.

Application of Regression Modeling to Data Observed Over Time/ Aplicacao da Modelagem de Regressao em Dados Observados ao Longo do Tempo

While local indicators of spatial autocorrelation identified 19 statistically significant districts.

Spatial distribution of contraceptive usage by district in Pakistan: Percent change in 'couple years of protection' in 2015-16 compared to 2014-15

In this paper, we introduce two new tests, the autocorrelation test, and the LLR GoF test.

Full-Duplex Cognitive Radio based on Spatial Diversity

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.

Domestic Tourism Forecasting in Pahang: Comparison of Selected Techniques

Caption: Figure 6: Autocorrelation and cross-correlation functions.

A Novel Radio Wave Propagation Modeling Method Using System Identification Technique over Wireless Links in East Africa

The autocorrelation methods are based on the characteristics of the multiple autocorrelation peaks of the BOC signal.

A Detection Algorithm for the BOC Signal Based on Quadrature Channel Correlation

Another goal is to analyze the spatial autocorrelation characteristics of aviation accidents and to determine whether aviation accidents have spatial aggregation trends.

The Analysis of Spatial Pattern and Hotspots of Aviation Accident and Ranking the Potential Risk Airports Based on GIS Platform

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.

Leveraging Smart Meter Data & Expanding Services

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).

Complejidad de habitat y diversidad de mamiferos pequenos en un gradiente altitudinal en el sur de Mexico