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名詞

autocorrelation (countable and uncountable, plural autocorrelations)

1. (statistics, signal processing) The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
   • 1990, K. Holden, D. Peel, John L. Thompson, Economic Forecasting‎, →ISBN, page 67:

     Dividing the covariances by the variance gives the autocorrelations.

派生語

• autocorrelational
• partial autocorrelation

関連する語

• autocorrelate
• autocorrelative
• autocorrelator
• autocovariance

参考

• autocorrelation on Wikipedia.Wikipedia