When the autocorrelation function is normalized by mean and variance, it is sometimes referred to as the "'autocorrelation coefficient "'. or autocovariance function.
12.
The autocorrelation function, more properly called the autocovariance function unless it is normalized in some appropriate fashion, measures the strength of the correlation between the values of separated by a time lag.
13.
It is common practice in some disciplines, other than statistics and time series analysis, to drop the normalization by " ? 2 " and use the term " autocorrelation " interchangeably with " autocovariance ".
14.
Here \ gamma _ m is the autocovariance function of X t, \ sigma _ \ varepsilon is the standard deviation of the input noise process, and \ delta _ { m, 0 } is the Kronecker delta function.
15.
Where m = 0, \ ldots, p, yielding p + 1 equations . \ gamma _ m is the autocovariance function of X, \ sigma _ \ varepsilon is the standard deviation of the input noise process, and \ delta _ m is the Kronecker delta function.
16.
It can be seen that the autocovariance function decays with a decay time ( also called time constant ) of \ tau =-1 / \ ln ( \ varphi ) [ to see this, write B _ n = K \ varphi ^ { | n | } where K is independent of n.
17.
One way of making the PCA less arbitrary is to use variables scaled so as to have unit variance, by standardizing the data and hence use the autocorrelation matrix instead of the autocovariance matrix as a basis for PCA . However, this compresses ( or expands ) the fluctuations in all dimensions of the signal space to unit variance.
18.
The above two ways are mathematically related to each other, but they are not the only ways to define LRD . In the case where the autocovariance of the process does not exist ( heavy tails ), one has to find other ways to define what LRD means, and this is often done with the help of self-similar processes.
19.
By the positive definiteness of the autocovariance function, it follows from Bochner's theorem that there exists a positive measure " ? " on the real line such that " H " is isomorphic to the Hilbert subspace of " L " 2 ( " ? " ) generated by { " e " 2?i??" t " }.
How to say autocovariance in Hindi and what is the meaning of autocovariance in Hindi? autocovariance Hindi meaning, translation, pronunciation, synonyms and example sentences are provided by Hindlish.com.
