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autocorrelation
(redirected from Auto-correlation)

   Also found in: Financial, Encyclopedia, Wikipedia 0.01 sec.
autocorrelation [ˌɔːtəʊˌkɒrɪˈleɪʃən]
n Statistics
(Mathematics & Measurements / Statistics) the condition occurring when successive items in a series are correlated so that their covariance is not zero and they are not independent Also called serial correlation


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In 17 concise chapters and a remarkable collection of appendices be describes the Langevin equation, the fluctuation-dissipation relation, auto-correlation of velocity, Markov processes, the Fokker-Planck equation, the diffusion equation, diffusion in a finite region, Brownian motion, first-passage time, displacement phase-space Fokker-Planck equations, diffusion as a potential, diffusion in a magnetic field, Kubo-Green formulas, dynamic mobility, and the generalized Langevin equation.
They are able to calculate trends and graphically depict them via color-gradient dots, standard-deviation ellipses, spatial auto-correlation techniques, and isolines.
Radius = characteristic length scale of patch (m) as determined by auto-correlation.
 
 
 
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