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autocorrelation

autocorrelation

1 8.6
A measure that shows how much numbers or signals are similar to their past values
  • noun
  • /ˌɔːtəʊˌkɔːrəˈleɪʃən/
  • Specialized
translation icon : autocorrelación
  • The analyst found that the autocorrelation of the series indicated a strong relationship between time points.
  • spatial autocorrelation
  • autocorrelation detection
  • autocorrelation correction

Examples

  • Moran's I indexes collected from papers published in real estate journals show a significantly lower spatial autocorrelation detection.

    Academic text (2016)
  • First, the detection of spatial autocorrelation (the Moran's Index) can be affected.

    Academic text (2016)
  • However, they are higher than all of the other studies after correction for autocorrelation.

    Academic text (2000)
  • Robust standard errors were used to correct for possible autocorrelation within community district areas.

    Academic text (2011)
  • Since the initial static models suffered from severe first-order autocorrelation, we implemented two solutions.

    Academic text (2000)
  • Various approaches are proposed to capture the spatial autocorrelation for unrepeated spatial data collected over time.

    Academic text (2016)
  • Consequently, a strong part of residual autocorrelation is due to the influence of neighboring dependent variable values.

    Academic text (2016)
  • Overall, the conclusions outlined a distinct behavior of autocorrelation processes depending on the lagged variable type.

    Academic text (2016)
  • GEE is an extension of the general linear model and accommodates repeated measures by controlling for autocorrelation.

    Academic text (2006)
  • We find that the temporal span of the dataset significantly influences the autocorrelation detection statistics, but not the lagged error parameters.

    Academic text (2016)

Surface Forms

Morphology

autocorrelation = correlation (semi-transparent) = auto + correl + ation

The prefix auto- clearly contributes the sense of 'self', but the result is a technical statistical term whose full meaning is not fully predictable for an average B1 learner.

Etymology

The word autocorrelation comes from auto- meaning 'self', as in automatic, and correlation meaning 'connection'. Think of it like an echo: the data is compared with itself at different times to find repeating patterns, so high autocorrelation means the values are closely related to their own past.