autocorrelationn.
/ˌɔːtə(ʊ)ˌkɒrᵻˈleɪʃn/, U.S. /ˌɔdəˌkɔrəˈleɪʃ(ə)n/, /ˌɔdoʊˌkɔrəˈleɪʃ(ə)n/, /ˌɑdəˌkɔrəˈleɪʃ(ə)n/, /ˌɑdoʊˌkɔrəˈleɪʃ(ə)n/ Science.
A correlation between each of the elements of a series or array and the elements that follow after some chosen interval or that are at some chosen separation; the property of a series or array that values at two different points are correlated by an amount that depends on the separation between the points. Also: the procedure of calculating or using such a correlation as a mathematical tool.Recorded earliest in autocorrelation diagram at Compounds 1.
ΘΚΠ
the world > relative properties > relationship > correlation > [noun] > types of correlation
cross-correlation1920
autocorrelation1933
many–oneness1966
1933 Econometrica 1 434 A significant fact was noted in the similarity between the auto-correlation diagrams of economic series and those of random series which have been smoothed.
1957 G. E. Hutchinson Treat. Limnol. I. iv. 246 In default of a satisfactory confirmation of a prediction..the most satisfactory simple method of procedure is by autocorrelation.
1965 Math. in Biol. & Med. (Med. Res. Council) i. 37 The computer is being used to apply the mathematical techniques of autocorrelation and cross-correlation to the interpretation of the EEG in the treatment of temporal lobe epilepsy.
1984 Sci. Amer. (U.K. ed.) Dec. 90/3 Autocorrelation is a versatile mathematical tool that can separate a signal into two sets, one set containing the components with regularity or pattern (the signal) and another containing the random components (the noise).
2002 S. J. Gould Struct. Evolutionary Theory ix. 869 Cheetham studied the fine-scale pattern of temporal variation by computing autocorrelations between mean scores of stratigraphically successive pairs of populations.
Compounds
C1. General attributive, as autocorrelation analysis, autocorrelation coefficient, autocorrelation curve, autocorrelation diagram, etc.
ΚΠ
1933Autocorrelation diagram [see main sense].
1938 H. Wold Stud. in Anal. Stationary Time Series iv. 135 For the sake of brevity in writing, the graphs of serial and autocorrelation coefficients will be termed correlograms.
1948 R. Cohen Some Analyt. & Pract. Aspects Wiener's Theory Predict. (Techn. Rep. No. 69, Res. Lab. Electronics, M.I.T.) i. 1 These characteristics of the signal derivatives are interpreted in the central structure of the autocorrelation curve.
1986 T. Horiuchi et al. in H. Tsunoda & M.-H. Yu Fluoride Res., 1985 iv. 398 The data on urinary fluorine excretion were examined for the autocorrelation coefficient.
1992 P. G. Gresse et al. in M. J. De Wit & I. G. D. Ransome Inversion Tectonics Cape Fold Belt 222/2 (caption) Autocorrelation diagram..of Cape Granite plutons in the Malmesbury Group.
2001 Ann. Bot. 88 1051/1 (caption) Autocorrelation analysis for evaluating the periodicity of the annual amount of pollen dispersed.
C2.
autocorrelation function n. a mathematical function that expresses the autocorrelation of a series or array in terms of the separation interval.The autocorrelation function is equal to the autocovariance function divided by the variance.
ΚΠ
1933 Econometrica 1 213 The present paper attempted to describe the Schuster periodogram of a series..in terms of its auto-correlation function.
1992 S. P. Maran Astron. & Astrophysics Encycl. 49/2 An upper limit to the autocorrelation function for surface brightness fluctuations on scales ≧ 5 arcminutes has also been derived.
2006 P. J. Nahin Dr. Euler's Fabulous Formula v. 222 The autocorrelation function..has enormous application in the construction of electronic signal processing circuitry that can ‘extract’ an information-bearing signal that is literally buried in random noise.
This entry has been updated (OED Third Edition, June 2011; most recently modified version published online December 2021).
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n.1933