Autocorrelation

الارتباط الذاتي

مقياس الارتباط الخطي بين مشاهدات السلسلة الزمنية عند تأخيرات زمنية مختلفة. يكشف عن مدى ارتباط الماضي بالحاضر ويُستخدم لتحديد رتبة المتوسط المتحرك (q).

A measure of the linear correlation between observations of a time series at different lags. It reveals how strongly the past relates to the present and is used to identify the MA order (q).

Also translated asالتضامّ الذاتي

First appears in this corpus in: Time Series Analysis: Forecasting and Control (1970)

Appears in these papers

Time Series Analysis: Forecasting and Control1970 in the sky ✦
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting2021 in the sky ✦
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting2021 in the sky ✦