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A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom. ... en.wikipedia.org/wiki/Autocorrelation - 42k - |
Although the time variable, X, is not used in the formula for autocorrelation, the assumption is that the observations are equi-spaced. ... www.itl.nist.gov/div898/ |
be a periodic sequence, then the autocorrelation of the sequences, sometimes called the periodic autocorrelation (Zwillinger 1995, p. 223), is the sequence ... mathworld.wolfram.com/Autocorrelation.html - 28k - |
14 feb 2006 ... Autocorrelation is the correlation of a signal with itself (Parr 1999). This is unlike cross-correlation, which is the correlation of two ... cnx.org/content/m13391/latest/ - 18k - |
Summary: The module will explain Autocorrelation and its function and properties. Also, examples will be provided to help you step through some of the more ... cnx.org/content/m10676/latest/ - 58k - |
The autocorrelation result is typically a correlation computed for every possible ... The autocorrelation values are computed here using FFT techniques. ... www.ciphersbyritter.com/NOISE/NOISGLOS.HTM - 29k - |
In a performance context, positive autocorrelation of period returns can result in ... Negative autocorrelation can result in a positive (negative) relative ... www.andreassteiner.net/performanceanalysis/ |
22 mar 2008 ... I’d like to discuss how that trend rate is often estimated, and the effect of autocorrelation on that estimate. If you already know all the ... tamino.wordpress.com/2008/03/22/autocorrelation/ - 260k - |
Chapter 12: Autocorrelation. Related links:. Online Statistical Calculators and Tables: This page contains links to online calculators that compute either ... www.oswego.edu/~kane/econometrics/chap12.htm - 2k - |
The ACORR analyzer displays the autocorrelation function. The x- axis is the time as milliseconds. The y –axis is the correlation. ... www.skysweep.com/autocorrelation_display.htm - 6k - |
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