3
$\begingroup$

I'm just very curious about the discovery process behind the autocorrelation function.

  • When was it invented?
  • Was it independently invented multiple times, for example?
  • What was the motivation for it?
$\endgroup$
  • $\begingroup$ Can't answer the first two, but autocorrelation is heavily used in electronic "signal processing", to help extract data from a noisy signal, etc. I'm guessing that the SETI folks use it a lot. $\endgroup$ – Daniel R Hicks Jul 14 '11 at 10:36
5
$\begingroup$

The earliest reference for autocorrelation that I can find relates to Udney Yule, a British Statistician who among other notable accomplishments developed the Yule-Walker procedure to approximate the Partial Auto-correlation Function using the Auto-correlation Function. Pearson might have been involved. Pearson as a side note was not very good at forecasting ! He predicted that Galton, rather than Charles Darwin, would be remembered as the most prodigious grandson of Erasmus Darwin.

| cite | improve this answer | |
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.