autocorrelation
|au-to-cor-re-la-tion|
🇺🇸
/ˌɔːtəˌkoʊrəˈleɪʃən/
🇬🇧
/ˌɔːtəʊˌkɒrəˈleɪʃən/
correlation with itself
Etymology
'autocorrelation' originates from the Greek prefix 'auto-' (from 'autos', meaning 'self') combined with the noun 'correlation' (from Latin 'correlatio' meaning 'a relation together/relatedness').
'autocorrelation' was formed in English in the 20th century as a technical term in statistics and signal processing, built from the verb 'autocorrelate' (auto- + correlate) plus the noun-forming suffix '-ion'.
Initially used in physics and signal-processing contexts to denote correlation of a waveform with a time-shifted copy; its use broadened across statistics, econometrics, and other fields to mean correlation of a variable with itself across lags or spatial offsets.
Meanings by Part of Speech
Noun 1
a measure of the correlation of a signal or a time series with a delayed copy of itself as a function of the delay (lag); used to detect repeating patterns or dependence across time.
Autocorrelation in the time series suggested that past values were influencing current measurements.
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Noun 2
in signal processing and physics, the function giving the correlation of a signal with shifted (time- or space-displaced) copies of itself; often used to find periodicities or characteristic time scales.
We computed the autocorrelation function to identify repeating patterns in the recorded signal.
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Last updated: 2025/11/24 18:00