Sentences with word «autocorrelation»

Autocorrelation refers to a statistical relationship between data points in a sequence or time series. It measures how similar or related a data point is to the ones immediately preceding or following it. It helps identify patterns or dependencies in the data, such as if high values tend to follow high values, or if they alternate. Full definition
In addition to the multicollinearity problem (for which explicit tests exist) and the simultaneity issue there is the ever present question of autocorrelation of time series data.
You can see the effects of autocorrelation in the clumping of the colored dots, of both colors.
So I looked back at my correspondence with Ritson (who posted up on autocorrelation at realclimate and sure enough, I'd sent the -LSB-...]
Is there a study out there that I missed (I am thinking something about the temperature spatial autocorrelation for different climate patterns)?
This is because the usual estimate of autocorrelation coefficients is a biased estimate.
However, there is increasing agreement that both mechanisms are mutually compatible, as autocorrelation occurs between ego's and alters» behaviors [25 — 27].
Wang, T., Song, X. and Xia, H.H, Equatorial anisotropy in the inner part of Earth's inner core from autocorrelation of earthquake coda.
This file contains the sample autocorrelation function (ACF) for the proportion of males born in New Zealand from 1961 - 2009.
Models were tested to ensure a lack of residual autocorrelation using the Ljung - Box portmanteau statistic [30], which indicated that all models discussed below had no residual structure (p ≥ 0.234).
You're dealing with high autocorrelation in gridcell temperatures and bristlecone site chronologies, so it's easy to get deceptively high correlations.
I found most of the stuff on the internet about autocorrelation too technical.
The just - published autocorrelation results by Delubac and his colleagues employ the spectra of almost 140,000 carefully selected BOSS quasars.
A more sophisticated statistical analysis that took autocorrelation into account would almost certainly indicate non signficance for all of the short term trends.
There have been several other papers from GISS where GCM behavior was used to discount lower empirical estimates of sensitivity; one paper critical Stephen Schwartz's temperature autocorrelation based estimate of sensitivity immediately comes to mind.
As a side - note, we prefer a 12 - year horizon when we discuss mean - reversion of valuations, because that's the point where the «autocorrelation profile» of valuations hits zero (meaning that overvaluation or undervaluation most reliably washes out over that horizon).
It's just an artifact of the noise model; a completely normal, natural, expected effect of random variation, enhanced here by strong autocorrelation.
All trends were evaluated using Mann — Kendall trend tests, following a four - step process to reduce the effects of serial autocorrelation on significance tests66 (see Supplemental Methods).
I have remarked many times on what the wrong autocorrelation means physically via the fluctuation dissipation theorem.
Even white noise can give that impression, and with strong enough autocorrelation one can get hellacious apparent «trends» that are nothing but noise.
In addition to papers quoted in the article, Tamino's «Open Mind» blog provided the concepts required for the development of this tool; in particular the posts Autocorrelation, Alphabet soup 3a, and Alphabet soup 3b.
The very inconsistency of the series within proxy networks such as Mann et al 2008 argues forcefully against the interpretation of high empirical autocorrelation coefficients as being imported from a climate «signal», as opposed to being an inherent feature of the proxies themselves.
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