Definition of autocorrelation in English:
autocorrelation
noun ɔːtə(ʊ)kɒrɪˈleɪʃ(ə)nˌɔdoʊkɔrəˈleɪʃ(ə)n
mass nounMathematics Statistics 1Correlation between the elements of a series and others from the same series separated from them by a given interval.
Example sentencesExamples
- The time series nature of the data set suggests that autocorrelation could be a problem.
- The data from independent firms over different time periods were combined in a cross-sectional analysis, and would not be expected to exhibit autocorrelation commonly associated with time series data.
- An accepted test for autocorrelation in short data series is a lag-I test, conducted on residuals or ‘detrended’ data.
- In contrast, the off-diagonal elements, representing autocorrelation across equations, are generally negative, although small in value.
- Such a series of treatment successes would conform to a white noise pattern, with no significant autocorrelation in a time series analysis.
- We adjusted the degrees of freedom for tests of significance of correlation coefficients for temporal autocorrelation, ensuring that the adjusted degrees of freedom was equal to the actual sample size.
- None of our data series showed significant autocorrelation, and absence of autocorrelation was significant in 13 out of the 26 considered cases.
- The statistical autocorrelation of the time series give values between + 1 and - 1.
- Because the data analyzed in Table 2 represent a pooled cross-sectional time series we tested for the presence of autocorrelation.
- 1.1count noun A calculation of autocorrelation.
Example sentencesExamples
- Fig.2 shows the results of an autocorrelation performed on an image with the crack pattern.
- The rapid decay of the autocorrelations further indicates that the regions of correlated spreading were not large.
- The autocorrelation of the periodogram is then computed; any periodicity of the stepping is revealed as a peak at each recurrence of the frequency of the periodicities.
- The autocorrelations of a signal are a measure for the frequencies contained in the time series, holding information equivalent to the power spectrum but emphasizing different aspects of the data.
- The analysis of relationships between parameters sampled during a seasonal course is fraught with problems arising from autocorrelations.
- By means of a time autocorrelation, dynamic information contained in the intensity fluctuations can be realized.
- Some simple diagnostics are functions of the statistics of interest such as autocorrelations and moving averages.
- To test this, serial autocorrelations for a one-year lag were used to test for negative effects of abundant fruiting or flowering year's on subsequent years outputs.
Definition of autocorrelation in US English:
autocorrelation
nounˌôdōkôrəˈlāSH(ə)nˌɔdoʊkɔrəˈleɪʃ(ə)n
Mathematics Statistics 1Correlation between the elements of a series and others from the same series separated from them by a given interval.
Example sentencesExamples
- Such a series of treatment successes would conform to a white noise pattern, with no significant autocorrelation in a time series analysis.
- The statistical autocorrelation of the time series give values between + 1 and - 1.
- None of our data series showed significant autocorrelation, and absence of autocorrelation was significant in 13 out of the 26 considered cases.
- We adjusted the degrees of freedom for tests of significance of correlation coefficients for temporal autocorrelation, ensuring that the adjusted degrees of freedom was equal to the actual sample size.
- An accepted test for autocorrelation in short data series is a lag-I test, conducted on residuals or ‘detrended’ data.
- The time series nature of the data set suggests that autocorrelation could be a problem.
- The data from independent firms over different time periods were combined in a cross-sectional analysis, and would not be expected to exhibit autocorrelation commonly associated with time series data.
- Because the data analyzed in Table 2 represent a pooled cross-sectional time series we tested for the presence of autocorrelation.
- In contrast, the off-diagonal elements, representing autocorrelation across equations, are generally negative, although small in value.
- 1.1 A calculation using autocorrelation.
Example sentencesExamples
- The autocorrelation of the periodogram is then computed; any periodicity of the stepping is revealed as a peak at each recurrence of the frequency of the periodicities.
- The rapid decay of the autocorrelations further indicates that the regions of correlated spreading were not large.
- Some simple diagnostics are functions of the statistics of interest such as autocorrelations and moving averages.
- By means of a time autocorrelation, dynamic information contained in the intensity fluctuations can be realized.
- To test this, serial autocorrelations for a one-year lag were used to test for negative effects of abundant fruiting or flowering year's on subsequent years outputs.
- The autocorrelations of a signal are a measure for the frequencies contained in the time series, holding information equivalent to the power spectrum but emphasizing different aspects of the data.
- The analysis of relationships between parameters sampled during a seasonal course is fraught with problems arising from autocorrelations.
- Fig.2 shows the results of an autocorrelation performed on an image with the crack pattern.