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Autocorrelation vs Crosscorrelation - What's the difference?

autocorrelation | crosscorrelation |

As nouns the difference between autocorrelation and crosscorrelation

is that autocorrelation is the cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods while crosscorrelation is correlation between the corresponding members of different series.

autocorrelation

English

Noun

(en noun)
  • (statistics, signal processing) The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
  • * {{quote-book, 1990, K. Holden, D. Peel & John L. Thompson, Economic Forecasting citation
    • , passage=Dividing the covariances by the variance gives the autocorrelations .}}

    Derived terms

    *

    Related terms

    * * * *

    See also

    * (wikipedia "autocorrelation")

    crosscorrelation

    English

    Alternative forms

    *cross-correlation

    Noun

    (en noun)
  • (statistics) correlation between the corresponding members of different series