Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

The sample inverse autocorrelation function (SIACF) plays much the same role in ARIMA modeling as the sample partial autocorrelation function (SPACF) but generally indicates subset and seasonal ...

Autocorrelation has long been recognized as a natural phenomenon in process industries, where parameters such as temperature and pressure vary slowly relative to the rate at which they are measured.

Simulations are necessary to assess the performance of home-range estimators because the true distribution of empirical data is unknown, but we must question whether that performance applies to ...

The mean, variance, and autocorrelation of glucose dynamics are independently associated with coronary plaque vulnerability.

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Binary sequences are fundamental components in modern digital communications, cryptography, and signal processing. Their autocorrelation properties – a measure of similarity between a sequence and its ...