• Autocorrelation

    Origin

    - + correlation.

    Full definition of autocorrelation

    Noun

    autocorrelation

    (plural autocorrelations)
    1. (statistics, signal processing) The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
      • Dividing the covariances by the variance gives the autocorrelations.

    Derived terms

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