different between autocorrelation vs autocovariance

autocorrelation

English

Etymology

auto- +? correlation.

Noun

autocorrelation (countable and uncountable, 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.

Derived terms

  • autocorrelational

Related terms

  • autocorrelate
  • autocorrelative
  • autocorrelator
  • autocovariance

Translations

See also

  • autocorrelation on Wikipedia.Wikipedia

autocorrelation From the web:

  • what autocorrelation means
  • what autocorrelation is all about
  • what autocorrelation function
  • what autocorrelation do
  • what autocorrelation does
  • what is autocorrelation in econometrics
  • what is autocorrelation in statistics
  • what is autocorrelation in time series


autocovariance

English

Etymology

auto- +? covariance

Noun

autocovariance (countable and uncountable, plural autocovariances)

  1. (statistics) The covariance of a signal with another part of the same signal

autocovariance From the web:

  • what does autocovariance measure
  • what is autocovariance in time series
  • what does autocovariance measure in time series
  • what is autocovariance function
  • what does autocovariance represent
  • covariance matrix
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