TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

AUTOCORRELATION [3 records]

Record 1 2011-11-23

English

Subject field(s)
  • Mathematics
  • Vulcanology and Seismology
  • Geophysics
DEF

... the relationship between values of a variable taken at certain times in [a time] series and values of a variable taken at other, usually earlier times.

French

Domaine(s)
  • Mathématiques
  • Volcanologie et sismologie
  • Géophysique
DEF

Fonction mathématique dépendant du temps mesurant la corrélation de la forme d'onde avec elle-même.

Spanish

Campo(s) temático(s)
  • Matemáticas
  • Vulcanología y sismología
  • Geofísica
DEF

Correlación de una forma de onda con ella misma.

OBS

Da la transformación de Fourier del espectro de potencia de la forma de onda (el espectro potencia-densidad en el caso de las señales aleatorias).

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Record 2 2005-07-28

English

Subject field(s)
  • Meteorological Forecasting, Data Measurement and Analysis
  • Modelling (Mathematics)
DEF

... the correlation (usually linear-squared correlation) between members of a time series of observations, and the same values at a fixed time interval later.

CONT

In the semi-arid climate, autocorrelation is lower than in the temperate climate due to the short-duration rainfall events. Nevertheless, an increase of correlation for shorter time lags was, in principle, reproduced by the model.

French

Domaine(s)
  • Prévisions météorologiques et mesure et analyse des données
  • Modélisation (Mathématique)
DEF

Propriété qu'ont les éléments d'une série chronologique de dépendre d'un ou de plusieurs éléments qui les précèdent dans la série.

Spanish

Save record 2

Record 3 2003-08-27

English

Subject field(s)
  • Statistical Methods
  • Calculating Procedures (Mathematics)
OBS

parent autocorrelation : Correlations of values derived from a parent series are called "parent autocorrelations" and those from sample values "sample (finite) autocorrelations" ...

French

Domaine(s)
  • Méthodes statistiques
  • Procédés de calcul (Mathématiques)

Spanish

Campo(s) temático(s)
  • Métodos estadísticos
  • Métodos de cálculo (Matemáticas)
DEF

Correlación interna entre los miembros de series de observaciones ordenadas en tiempo o espacio.

Save record 3

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