| 释义 |
autocorrelation
autocorrelation (ˌɔːtəʊˌkɒrɪˈleɪʃən) n (Statistics) the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independent. Also called: serial correlation autocorrelation
autocorrelation[¦ȯd·ō‚kär·ə′lā·shən] (electronics) A technique used to detect cyclic activity in a complex signal. (statistics) In a time series, the relationship between values of a variable taken at certain times in the series and values of a variable taken at other, usually earlier times. autocorrelation
autocorrelation A measure of how closely a signal in a time series resembles a time-delayed image of itself—periodic signals are highly autocorrelated; random signals are not.Autocorrelation
AutocorrelationThe correlation of a variable with itself over successive time intervals. Sometimes called serial correlation.Serial CorrelationIn 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. |