An Entity of Type: StochasticProcess113561896, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable 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.

Property Value
dbo:abstract
• Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable 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. Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation. (en)
dbo:thumbnail
dbo:wikiPageID
• 2724 (xsd:integer)
dbo:wikiPageLength
• 40308 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
• 1121061268 (xsd:integer)
dbp:backgroundColour
• #F5FFFA (en)
dbp:borderColour
• #0073CF (en)
• 6 (xsd:integer)
dbp:indent
• : (en)
dbp:title
• Autocorrelation (en)
dbp:urlname
• Autocorrelation (en)
dbp:wikiPageUsesTemplate
dcterms:isPartOf
dcterms:subject
rdf:type
rdfs:comment
• Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable 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. (en)
rdfs:label
• Autocorrelation (en)
owl:sameAs
skos:closeMatch
prov:wasDerivedFrom
foaf:depiction
foaf:isPrimaryTopicOf
is dbo:knownFor of
is dbo:wikiPageRedirects of