What does autocovariance mean?

Definitions for autocovariance
au·to·co·vari·ance

This dictionary definitions page includes all the possible meanings, example usage and translations of the word autocovariance.

Wiktionary

  1. autocovariancenoun

    The covariance of a signal with another part of the same signal

Wikipedia

  1. Autocovariance

    In probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Autocovariance is closely related to the autocorrelation of the process in question.

Wikidata

  1. Autocovariance

    In statistics, given a real stochastic process X, the autocovariance is the covariance of the variable against a time-shifted version of itself. If the process has the mean, then the autocovariance is given by where E is the expectation operator.

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Numerology

  1. Chaldean Numerology

    The numerical value of autocovariance in Chaldean Numerology is: 7

  2. Pythagorean Numerology

    The numerical value of autocovariance in Pythagorean Numerology is: 4

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"autocovariance." Definitions.net. STANDS4 LLC, 2024. Web. 25 Apr. 2024. <https://www.definitions.net/definition/autocovariance>.

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