Autocorrelation

thumb|300px|right|Above: A plot of a series of 100 random numbers concealing a sine function. Below: Its [[correlogram plots the autocorrelation function (ACF) of the series on the y-axis for every lag on the x-axis. Peaks occur at lags where the series is highly correlated with itself. Peaks to the right of the initial peak at lag 0 indicate periodicity in the series and help estimate the concealed sine's period.]] thumb|400px|Visual comparison of convolution, cross-correlation, and autocorrelation. For the operations involving function , and assuming the height of is 1.0, the value of the re

representation of a type of random process

time series model

statistical model used in time series analysis

concept in probability theory and statistics

Durbin–Watson statistic

In probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Autocovariance is closely related to the autocorrelation of the process in question.

thumb|right|A plot showing 100 random numbers with a "hidden" sine function, and an autocorrelation (correlogram) of the series on the bottom.

probability theory concept

a measure of the long-range dependence of a time series

variation of the Hurst Exponent technique, used in the analysis of fractal time series