autocorrelation love

autocorrelation

Definitions

from Wiktionary, Creative Commons Attribution/Share-Alike License.

  • noun statistics, signal processing The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.

Etymologies

from Wiktionary, Creative Commons Attribution/Share-Alike License

auto- +‎ correlation.

Examples

  • This would fatten the tails of the return distribution and introduce long term autocorrelation to the return series.

    "Options theory is kind of deep in some way. It was very elegant; it had the quality of physics."

  • I use the method of Quenouille, which adjusts the effective N by an amount incorporating both the short and long term autocorrelation:

    Dongge Cave « Climate Audit

  • The real data series presumably show longer term autocorrelation ?

    AR1 on First Differences « Climate Audit

  • I used a variety of methods to generate it, from making noise that is slightly pink mostly white noise with a bit of lag 1 correlation to noise that had a long-term autocorrelation structure that was similar to the “Union” reconstruction, mixed with just a bit of white noise.

    Juckes and 99.98% Significance « Climate Audit

  • Stock values usually have very strong short-term autocorrelation, and we can say that tomorrow's value is todays value plus some error.

    I'm just a simple DBA on a complex production system

  • So we published an article focusing on the statistical anomalies associated with 9/11 in the journal Foundation of Physics Letters.32 One of those anomalies was that the GCP random data showed an extremely unlikely and persistent temporal structure called an autocorrelation, with odds against chance of a million to 1.

    ENTANGLED MINDS

  • So we published an article focusing on the statistical anomalies associated with 9/11 in the journal Foundation of Physics Letters.32 One of those anomalies was that the GCP random data showed an extremely unlikely and persistent temporal structure called an autocorrelation, with odds against chance of a million to 1.

    ENTANGLED MINDS

  • So we published an article focusing on the statistical anomalies associated with 9/11 in the journal Foundation of Physics Letters.32 One of those anomalies was that the GCP random data showed an extremely unlikely and persistent temporal structure called an autocorrelation, with odds against chance of a million to 1.

    ENTANGLED MINDS

  • Is the issue of run order, the same as the idea of autocorrelation?

    Spurious Significance #4: Phillips [1986] « Climate Audit

  • Using a mathematical formula called autocorrelation

    TIME.com: Top Stories

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