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Autocorrelation vs Decorrelation - What's the difference?

autocorrelation | decorrelation |

As nouns the difference between autocorrelation and decorrelation

is that autocorrelation is (statistics|signal processing) the cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods while decorrelation is the reduction or removal of correlation.

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

    *

    decorrelation

    English

    Noun

    (en noun)
  • The reduction or removal of correlation.
  • A process that reduces autocorrelation or cross-correlation (in electronics, cryptography, neurology etc.)