autocorrelation

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autocorrelation

A measure of how closely a signal in a time series resembles a time-delayed image of itself—periodic signals are highly autocorrelated; random signals are not.
References in periodicals archive ?
Guh, "Real-time recognition of control chart patterns in autocorrelated processes using a learning vector quantization network-based approach," International Journal of Production Research, vol.
Chandra and Tyagi [25] modified the r-(k, d) class estimator [11] to address multicollinearity and autocorrelated errors simultaneously, which is expressed as
Zeng, "Distributed weighted robust Kalman filter fusion for uncertain systems with autocorrelated and cross-correlated noises," Information Fusion, vol.
The Sargan test and autocorrelation tests in Table 6 show that the instruments are not exogenous and that the residuals are autocorrelated.
The tendency for adjacent years to be autocorrelated was assessed using Durbin-Watson tests.
To specify the spatially autocorrelated random effect, we employed a Gaussian intrinsic conditional autoregressive model (intrinsic CAR; Besag et al., 1991; Ishihama et al., 2010) in a framework of hierarchical Bayesian statistics.
The weather effects for changes in employment are still negatively autocorrelated, but they are much less so when using lags; the first autocorrelation is -0.5 in specification 4, but -0.2 in specification 7.
However, when compared to the spatial analysis, the immunization rates are less spatially autocorrelated in space-time than just in space.
They demonstrate that changes in investor recognition are autocorrelated and, after controlling for this autocorrelation, changes in investor recognition are negatively related to future stock returns.
Because the day-specific hazard rates demonstrated nonindependence, the option of fitting an autocorrelated errors model based on the data was used to correct for nonindependent observations.
Fourth for all three cases which were analyzed residuals were autocorrelated when the LM serial correlation test was applied.