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Results tagged with autocorrelation
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user 307036
Autocorrelation (serial correlation) is the correlation of a series of data with itself at some lag. This is an important topic in time series analysis.
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If time reverses the Wide Sense Stationary(WSS) preserves or not?
A process $X_t$ is WSS when ($K_{XX}$ is an autocovariance function):
$$
\forall\tau\in\mathbb{R}: \mathbb{E}[X_t]=\mathbb{E}[X_{t+\tau}]
$$
$$
\forall t_1,t_2\in\mathbb{R}:K_{XX}(t_1, t_2)=K_{XX}(t_1 …
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