Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

Abstract: Autocorrelation, often referred to as serial correlation, is a statistical concept that quantifies the relationship between a data series and its lagged counterpart, and it has numerous ...

In this paper, we extend the works by [1-5] accounting for autocorrelation both in the time specific effect as well as the remainder error term. Several ...

Autocorrelation has long been recognized as a natural phenomenon in process industries, where parameters such as temperature and pressure vary slowly relative to the rate at which they are measured.

Stochastic waveforms are constructed whose expected autocorrelation can be made arbitrarily small outside the origin. These waveforms are unimodular and complex-valued. Waveforms with such spike like ...