Machine Learning/Statistics

Autocorrelation 이란?

고슴군 2020. 12. 11. 17:33

www.investopedia.com/terms/a/autocorrelation.asp

 

Autocorrelation

Autocorrelation represents the degree of similarity between a given time series and a lagged version of itself over successive time intervals.

www.investopedia.com

corporatefinanceinstitute.com/resources/knowledge/other/autocorrelation/

 

Autocorrelation - Overview, How It Works, and Tests

Autocorrelation refers to the degree of correlation of the same variables between two successive time intervals. It measures how the lagged version of

corporatefinanceinstitute.com

www.displayr.com/autocorrelation/

 

What is Autocorrelation? | Autocorrelation examples | Displayr.com

When you have a series of numbers where values can be predicted based on preceding values in the series, the series is said to exhibit autocorrelation.

www.displayr.com

 

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