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Concept information

Preferred term

autocorrelation  

Definition(s)

  • Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Autocorrelation)

Broader concept(s)

Synonym(s)

  • autocorrelation function

In other languages

URI

http://data.loterre.fr/ark:/67375/MDL-BQWGR08Q-X

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