Difference between revisions of "Dictionary:Autocovariance"

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<translate>{{#category_index:A|autocovariance}}
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(o, t&#x014D; k&#x014D;&#x2019; ver &#x0113; &#x2202;ns) Similar to an autocorrelation except that the mean value <math>\bar{f} </math> is subtracted before the integration, and normalization is not done:  
 
(o, t&#x014D; k&#x014D;&#x2019; ver &#x0113; &#x2202;ns) Similar to an autocorrelation except that the mean value <math>\bar{f} </math> is subtracted before the integration, and normalization is not done:  
  
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<center><math>\int^{t_2}_{t_1} \left[ f(t) - \bar{f}\right]\left[(t-\tau)-\bar{f}\right] dt</math> .</center>
 
<center><math>\int^{t_2}_{t_1} \left[ f(t) - \bar{f}\right]\left[(t-\tau)-\bar{f}\right] dt</math> .</center>
  
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For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized.
 
For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized.
 
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Latest revision as of 01:42, 25 December 2017

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(o, tō kō’ ver ē ∂ns) Similar to an autocorrelation except that the mean value is subtracted before the integration, and normalization is not done:

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For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized.