autocovariancen.

Brit.

/ˌɔːtə(ʊ)ˌkəʊˈvɛːrɪəns/, U.S.

/ˌɔdəˌkoʊˈvɛriəns/,

/ˌɔdoʊˌkoʊˈvɛriəns/,

/ˌɑdəˌkoʊˈvɛriəns/,

/ˌɑdoʊˌkoʊˈvɛriəns/

Origin: Formed within English, by compounding. Etymons: auto- comb. form¹, covariance n.

Etymology: < auto- comb. form¹ + covariance n.

Science.

The covariance between each of the elements of a series or array and the elements that follow after some chosen interval or that are at some chosen separation. Cf. autocorrelation n.

ΚΠ

1944 Biometrika 33 113 The autocovariances, however, will not be affected.

1973 B. W. Knight in J. B. Keller & H. P. McKean Stochastic Differential Equations 8 The autocovariance of a sum of independent signals will be the sum of the individual autocovariances.

1999 A. W. Lo & A. C. MacKinlay Non-random Walk down Wall Street iv. 93 Relative nontrading probabilities may be estimated directly using sample autocovariances.

2006 G. P. Mason in H. M. Mader et al. Statistics in Volcanol. 130/2 We also routinely come across the autocorrelation function of a process, which is merely a normalized version of the autocovariance to values between −1 and 1.

Compounds

autocovariance function n. a mathematical function that expresses the autocovariance of a series in terms of the interval of separation.The autocovariance function is equal to the autocorrelation function multiplied by the variance.

ΚΠ

1949 Jrnl. Royal Statist. Soc. B. 11 163 We then have the autocovariance function.

1988 Jrnl. Monetary Econ. 22 71 Nonlinear science uncovered examples in nature of completely deterministic processes that generate behaviour which looks random under statistical tests such as spectral analysis and the autocovariance function.

2000 R. H. Shumway & D. S. Stoffer Times Series Anal. & Applic. i. 22 The autocovariance function of a stationary process has several useful properties.

This is a new entry (OED Third Edition, June 2011; most recently modified version published online December 2021).

单词	autocovariance
释义	autocovariancen. Brit. /ˌɔːtə(ʊ)ˌkəʊˈvɛːrɪəns/, U.S. /ˌɔdəˌkoʊˈvɛriəns/, /ˌɔdoʊˌkoʊˈvɛriəns/, /ˌɑdəˌkoʊˈvɛriəns/, /ˌɑdoʊˌkoʊˈvɛriəns/ Origin: Formed within English, by compounding. Etymons: auto- comb. form¹, covariance n. Etymology: < auto- comb. form¹ + covariance n. Science. The covariance between each of the elements of a series or array and the elements that follow after some chosen interval or that are at some chosen separation. Cf. autocorrelation n. ΚΠ 1944 Biometrika 33 113 The autocovariances, however, will not be affected. 1973 B. W. Knight in J. B. Keller & H. P. McKean Stochastic Differential Equations 8 The autocovariance of a sum of independent signals will be the sum of the individual autocovariances. 1999 A. W. Lo & A. C. MacKinlay Non-random Walk down Wall Street iv. 93 Relative nontrading probabilities may be estimated directly using sample autocovariances. 2006 G. P. Mason in H. M. Mader et al. Statistics in Volcanol. 130/2 We also routinely come across the autocorrelation function of a process, which is merely a normalized version of the autocovariance to values between −1 and 1. Compounds autocovariance function n. a mathematical function that expresses the autocovariance of a series in terms of the interval of separation.The autocovariance function is equal to the autocorrelation function multiplied by the variance. ΚΠ 1949 Jrnl. Royal Statist. Soc. B. 11 163 We then have the autocovariance function. 1988 Jrnl. Monetary Econ. 22 71 Nonlinear science uncovered examples in nature of completely deterministic processes that generate behaviour which looks random under statistical tests such as spectral analysis and the autocovariance function. 2000 R. H. Shumway & D. S. Stoffer Times Series Anal. & Applic. i. 22 The autocovariance function of a stationary process has several useful properties. This is a new entry (OED Third Edition, June 2011; most recently modified version published online December 2021). < n.1944
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