Video encyclopedia



What is Autocorrelation?


Python Tutorial: Autocorrelation


Lesson 1 - Part 1: Spatial Autocorrelation


Autocorrelation in SPSS


ACF and PACF Explained

Autocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals.
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    • Auto-correlation of stochastic processes 

    • Auto-correlation of random vectors 

    • Auto-correlation of deterministic signals 

    • Multi-dimensional autocorrelation 

    • Efficient computation 

    • Estimation 

    • Regression analysis 

    • Applications 

    • Serial dependence