autocorrelation

[aw-toh-kawr-uh-ley-shuh n, -kor-]

noun Statistics.

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

Origin of autocorrelation

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

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British Dictionary definitions for autocorrelation

autocorrelation

noun statistics

the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independentAlso called: serial correlation

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