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Autocorrelation
Meaning
Noun
●
In Signal processing & Statistics:
The
cross-correlation
of a
signal
with itself: the
correlation
between
values
of a
signal
in
successive
time periods.
Sourced from
Wiktionary
Origin
autocorrelation
English
auto-
English
αὐτo-
Ancient Greek (to 1453)
αὐτός
Ancient Greek (to 1453)
correlation
English
Sourced from
Etym
Related
Cointegration
Covariance
Multicollinearity
Correlation
Heteroscedasticity
Stationarity
Variance
Skewness
Regression
Heteroskedasticity
Correlations
Residuals
Homoscedasticity
Collinearity
Nonparametric
Linearity
Outliers
Normality
Ols
Variation
Softmax
Error
Causality
Coefficients
Deviation
Kurtosis
Outlier
Volatility
Variable
Residual
Correlation Coefficient
Correlation Coefficients
Time Series
Normal Distribution
Least Squares
Null Hypothesis
Standard Errors
More
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