- serial correlation
- сериальная корреляция, автокорреляция
Большой англо-русский и русско-английский словарь. 2001.
serial correlation
Смотреть что такое "serial correlation" в других словарях:
Serial Correlation — The relationship between a given variable and itself over various time intervals. Serial correlations are often found in repeating patterns when the level of a variable effects its future level. In finance, serial correlation is used by technical … Investment dictionary
serial correlation — serijinė koreliacija statusas T sritis fizika atitikmenys: angl. serial correlation vok. Serienkorrelation, f rus. сериальная корреляция, f pranc. corrélation sériale, f … Fizikos terminų žodynas
corrélation sériale — serijinė koreliacija statusas T sritis fizika atitikmenys: angl. serial correlation vok. Serienkorrelation, f rus. сериальная корреляция, f pranc. corrélation sériale, f … Fizikos terminų žodynas
Identity correlation — Definition In information systems, identity correlation is a process that reconciles and validates the proper ownership of disparate user account login IDs (user names) that reside on systems and applications throughout an organization and can… … Wikipedia
Fluorescence correlation spectroscopy — (FCS) is a common technique used by physicists, chemists, and biologists to experimentally characterize the dynamics of fluorescent species (e.g. single fluorescent dye molecules in nanostructured materials, autofluorescent proteins in living… … Wikipedia
Durbin–Watson statistic — In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression… … Wikipedia
James Durbin — Infobox Scientist image width = 150px name = James Durbin box width = birth date = 1923 birth place = death date = death place = residence = United Kingdom citizenship = United Kingdom field = statistics, econometrics work institutions = London… … Wikipedia
Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… … Wikipedia
Efficient-market hypothesis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Galton's problem — Galton’s problem, named after Sir Francis Galton, is the problem of drawing inferences from cross cultural data, due to the statistical phenomenon now called autocorrelation. The problem is now recognized as a general one that applies to all… … Wikipedia
Autocorrelation — A mathematical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It is the same as calculating the correlation between two different time series, except that the… … Investment dictionary
