Autocorrelation

Correlation of a signal with a time-shifted copy of itself, as a function of shift

Autocorrelation, sometimes known as serial correlation in the discrete time case, measures the correlation of a signal with a delayed copy of itself. Essentially, it quantifies the similarity between observations of a random variable at different points in its domain (commonly, time). The analysis of autocorrelation is a mathematical tool for identifying repeating patterns or hidden periodicities within a signal obscured by noise.

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