Autocorrelation vs Decorrelation - What's the difference?
autocorrelation | decorrelation |
(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
, passage=Dividing the covariances by the variance gives the autocorrelations .}}
The reduction or removal of correlation.
A process that reduces autocorrelation or cross-correlation (in electronics, cryptography, neurology etc.)
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
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