AUTOCORRELATION
\ˌɔːtə͡ʊkˌɒɹɪlˈe͡ɪʃən], \ˌɔːtəʊkˌɒɹɪlˈeɪʃən], \ˌɔː_t_əʊ_k_ˌɒ_ɹ_ɪ_l_ˈeɪ_ʃ_ə_n]\
Sort: Oldest first
-
A statistical measure that indicates the degree of CORRELATION of a random variable with itself; specifically, it measures the relationship between a value in a time series and those that occur before and after. Positive autocorrelation indicates that deviations from the equilibrium exist across periods, while negative autocorrelation means that deviations tend to be reversed. See also CORRELATION.
By Henry Campbell Black
Word of the day
Snake's-head
- Guinea-hen flower; -- so called in England because its spotted petals resemble the scales of a snake's head.