autocorrelation lag

См. также в других словарях:

• Autocorrelation — is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used… …   Wikipedia

• Autocorrelation technique — The autocorrelation technique is a method for estimating the dominating frequency in a complex signal, as well as its variance. Specifically, it calculates the first two moments of the power spectrum, namely the mean and variance. It is also… …   Wikipedia

• Partial autocorrelation function — In time series analysis, the partial autocorrelation function (PACF) or PARtial autoCORrelation (PARCOR) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was… …   Wikipedia

• Correlogram — A plot showing 100 random numbers with a hidden sine function, and an autocorrelation (correlogram) of the series on the bottom …   Wikipedia

• Spatial analysis — In statistics, spatial analysis or spatial statistics includes any of the formal techniques which study entities using their topological, geometric, or geographic properties. The phrase properly refers to a variety of techniques, many still in… …   Wikipedia

• GeoDA — is a free software package that conducts spatial data analysis, geovisualization, spatial autocorrelation and spatial modeling. The package was developed by the Spatial Analysis Laboratory of the University of Illinois at Urbana Champaign under… …   Wikipedia

• Long-tail traffic — This article covers a range of tools from different disciplines that may be used in the important science of determining the probability of rare events. The terms long range dependent , self similar and heavy tailed are very close in meaning.… …   Wikipedia

• Portmanteau test — In statistics, a portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. Among portmanteau tests are both the Ljung Box test and the (now obsolete) Box Pierce test. The portmanteau test is… …   Wikipedia

• List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

• Cross-correlation — In signal processing, cross correlation is a measure of similarity of two waveforms as a function of a time lag applied to one of them. This is also known as a sliding dot product or sliding inner product. It is commonly used for searching a long …   Wikipedia

• Autocovariance — In statistics, given a real stochastic process X ( t ), the autocovariance is simply the covariance of the signal against a time shifted version of itself. If each state of the series has a mean, E [ X t ] = mu; t , then the autocovariance is… …   Wikipedia