Autokorrelaatioksi
Autokorrelaatioksi, known in English as autocorrelation, is a mathematical function that describes the similarity between a given time series and a lagged version of itself over successive time intervals. In essence, it measures how correlated a signal is with itself at different points in time. This concept is fundamental in various fields, including signal processing, statistics, econometrics, and time series analysis.
The autocorrelation function (ACF) quantifies this relationship. A high positive autocorrelation at a particular lag indicates
Autocorrelation is particularly useful for identifying patterns within time series data, such as seasonality or trend.