Information | |
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has gloss | eng: In the analysis of time series, a correlogram, also known as an autocorrelation plot, is a plot of the sample autocorrelations r_h\, versus h\, (the time lags). If cross-correlation is used, it is called a cross-correlogram. The correlogram is a commonly-used tool for checking randomness in a data set. This randomness is ascertained by computing autocorrelations for data values at varying time lags. If random, such autocorrelations should be near zero for any and all time-lag separations. If non-random, then one or more of the autocorrelations will be significantly non-zero. |
lexicalization | eng: correlogram |
instance of | (noun) a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters statistics |
Meaning | |
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German | |
has gloss | deu: Ein Korrelogramm ist die graphische Darstellung der Autokorrelation einer Zeitreihe. Dazu werden die Korrelationskoeffizienten \rho_l\, gegen die Dauer der Zeitverschiebung l\, abgetragen. Überschreitet (unterschreitet) \rho_l\, die Obergrenze (Untergrenze) B\,, so wird die Nullhypothese, dass keine Autokorrelation vorliegt, mit einer Irrtumswahrscheinlichkeit von \alpha\, abgelehnt: |
lexicalization | deu: Korrelogramm |
Italian | |
has gloss | ita: Un correlogramma, o autocorrelogramma, è un grafico che rappresenta la autocorrelazione di una serie storica in funzione del ritardo con cui la autocorrelazione è calcolata. |
lexicalization | ita: correlogramma |
Yue Chinese | |
lexicalization | yue: 相關圖 |
Media | |
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media:img | Acf.svg |
media:img | Autocorr.svg |
media:img | Correlogram.png |
media:img | Esempioautocorr.svg |
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