Definition of autocorrelation in English:

autocorrelation

noun

Statistics Mathematics
  • 1[mass noun] Correlation between the elements of a series and others from the same series separated from them by a given interval.

    • ‘The statistical autocorrelation of the time series give values between + 1 and - 1.’
    • ‘The data from independent firms over different time periods were combined in a cross-sectional analysis, and would not be expected to exhibit autocorrelation commonly associated with time series data.’
    • ‘In contrast, the off-diagonal elements, representing autocorrelation across equations, are generally negative, although small in value.’
    • ‘We adjusted the degrees of freedom for tests of significance of correlation coefficients for temporal autocorrelation, ensuring that the adjusted degrees of freedom was equal to the actual sample size.’
    • ‘Because the data analyzed in Table 2 represent a pooled cross-sectional time series we tested for the presence of autocorrelation.’
    • ‘The time series nature of the data set suggests that autocorrelation could be a problem.’
    • ‘Such a series of treatment successes would conform to a white noise pattern, with no significant autocorrelation in a time series analysis.’
    • ‘An accepted test for autocorrelation in short data series is a lag-I test, conducted on residuals or ‘detrended’ data.’
    • ‘None of our data series showed significant autocorrelation, and absence of autocorrelation was significant in 13 out of the 26 considered cases.’
    1. 1.1[count noun] A calculation of autocorrelation.
      • ‘Some simple diagnostics are functions of the statistics of interest such as autocorrelations and moving averages.’
      • ‘The autocorrelation of the periodogram is then computed; any periodicity of the stepping is revealed as a peak at each recurrence of the frequency of the periodicities.’
      • ‘Fig.2 shows the results of an autocorrelation performed on an image with the crack pattern.’
      • ‘By means of a time autocorrelation, dynamic information contained in the intensity fluctuations can be realized.’
      • ‘The analysis of relationships between parameters sampled during a seasonal course is fraught with problems arising from autocorrelations.’
      • ‘The autocorrelations of a signal are a measure for the frequencies contained in the time series, holding information equivalent to the power spectrum but emphasizing different aspects of the data.’
      • ‘To test this, serial autocorrelations for a one-year lag were used to test for negative effects of abundant fruiting or flowering year's on subsequent years outputs.’
      • ‘The rapid decay of the autocorrelations further indicates that the regions of correlated spreading were not large.’

Pronunciation:

autocorrelation

/ɔːtə(ʊ)kɒrɪˈleɪʃ(ə)n/