Autocorrelate

/ˌɔːtəʊˈkɒrəleɪt/ verb

Definition

To measure the correlation or relationship between different parts of the same data set, time series, or signal at different time intervals.

Etymology

From auto- (self) + correlate (from Latin correlatus, mutually related). Developed in statistics and signal processing in the 20th century for analyzing patterns.

Kelly Says

When scientists analyze earthquake patterns or stock market prices, they autocorrelate the data to see if what happened yesterday predicts what happens tomorrow—essentially asking whether a system has a memory of its own behavior.

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