Definition of autocorrelation in English:


Line breaks: auto|cor¦rel¦ation
Pronunciation: /ɔːtə(ʊ)kɒrɪˈleɪʃ(ə)n


[mass noun] Mathematics & Statistics
  • 1Correlation between the elements of a series and others from the same series separated from them by a given interval.
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    • The statistical autocorrelation of the time series give values between + 1 and - 1.
    • Such a series of treatment successes would conform to a white noise pattern, with no significant autocorrelation in a time series analysis.
    • In contrast, the off-diagonal elements, representing autocorrelation across equations, are generally negative, although small in value.
  • 1.1 [count noun] A calculation of autocorrelation.
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    • Some simple diagnostics are functions of the statistics of interest such as autocorrelations and moving averages.
    • The rapid decay of the autocorrelations further indicates that the regions of correlated spreading were not large.
    • 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.

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Pronunciation: grōˈteskərē
grotesque quality or grotesque things collectively