Autocorrelation Wikipedia
A lag 1 autocorrelation measures the correlation between the observations that are a one-time gap apart. For example, to learn the correlation between the temperatures of one day and the corresponding day in the next month, a lag 30 autocorrelation should be used (assuming 30 days in that month). It is quite possible that both […]
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von Martin - 10. November 2020
- Allgemein