autocorrelation

[ aw-toh-kawr-uh-ley-shuhn, -kor- ]

noun

, Statistics.

1. the correlation of an ordered series of observations with the same series displaced by the same number of terms.

autocorrelation

/ ˌɔːtəʊˌkɒrɪˈleɪʃən /

noun

1. the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independent Also calledserial correlation

Word History and Origins

Origin of autocorrelation¹

First recorded in 1945–50; auto- ¹ + correlation

Example Sentences

In our NHL Elo system, that means autocorrelation wants to inflate the ratings of already good teams and suppress the ratings of not-so-great teams.

From FiveThirtyEight