-
containing as
elements the
autocorrelations of all
pairs of
elements of the
random vector X{\displaystyle \mathbf {X} }. The
autocorrelation matrix is used in...
- (n)} is the
autocorrelation function. The
formula above can be used with
sample autocorrelations to find the
sample partial autocorrelation function of...
- If random,
autocorrelations should be near zero for any and all time-lag separations. If non-random, then one or more of the
autocorrelations will be significantly...
- In optics,
various autocorrelation functions can be
experimentally realized. The
field autocorrelation may be used to
calculate the
spectrum of a source...
- sequences,
meaning that the
theorem can be
blindly applied to
calculate autocorrelations of
numerical sequences. As
mentioned earlier, the
relation of this...
-
Phylogenetic autocorrelation also
known as Galton's problem,
after Sir
Francis Galton who
described it, is the
problem of
drawing inferences from cross-cultural...
- P. Box) is a type of
statistical test of
whether any of a
group of
autocorrelations of a time
series are
different from zero.
Instead of
testing randomness...
- so the
appropriate maximum lag p is the one
after which the
partial autocorrelations are all zero.
There are many ways to
estimate the coefficients, such...
-
temporal instances of X {\displaystyle \mathbf {X} } are
known as
autocorrelations of X {\displaystyle \mathbf {X} } , and the cross-correlations of X...
-
Spatial dependency leads to the
spatial autocorrelation problem in
statistics since, like
temporal autocorrelation, this
violates standard statistical techniques...
