3 ms·
"Autocorrelation is essentially the convolution of a function with the same function reversed in time." Source: http://documents.wolfram.com/applications/signa
by profquail 17y ago
"Autocorrelation is essentially the convolution of a function with the same function reversed in time."
Source: http://documents.wolfram.com/applications/signals/MathematicalUtilities.html http://documents.wolfram.com/applications/signals/Mathematic...
EDIT: This means that autocorrelation can be calculated using a Fourier transform, so essentially you'd be using it anyway.
- aswanson 17y agoThe power-spectral density is the fourier-transform of the autocorrelation of a time series. So yes, it is the transform dual. But doing the straight autocorrelation immediately gives you the number of lags before the series repeats itself and is probably the best way to attack that type of problem.
- jacquesm 17y agoThe best way to attack that problem is by using common sense, some women have very heavy periods so it leads to the conclusion that they will periodically (pun unavoidable) be indisposed. No heavy math required, said period being 28 days.
- aswanson 17y agoRight, for this particular case the math is simply overkill. In the general case, autocorrelation is a reasonable simple method to determine the periodicity of a time-series.
- deleted 17y ago[deleted]