Autocorrelation Matrix
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Autocorrelation Matrix
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a Signal (information theory), signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise (signal processing), noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals. Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are sp ...
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Acf New
ACF or acf may refer to: Organizations Africa * Active Citizen Force, temporary conscripts and volunteers in the South African Army Asia * Adivasi Cobra Force, extremist Santal organisation in Assam * Arab Chess Federation Australia * Australian Chess Federation, the governing body for chess in Australia * Australian Conservation Foundation, an Australian non-profit organisation promoting ecological sustainability Europe * Action contre la Faim or Action Against Hunger, a global humanitarian organization * ACF Fiorentina, Associazione Calcio Fiorentina, Italian football club * Army Cadet Force, British youth organisation that offers progressive military training to boys and girls aged 12 to 18 * Ateliers et Chantiers de France, defunct French shipyard * Automobile Club de France, prestigious men's club located on Place de la Concorde in Paris North America * Academic Competition Federation, unincorporated non-profit organization that runs collegiate quizbowl tournaments ...
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Statistics
Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample to the population as a whole. An ...
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Well Defined
In mathematics, a well-defined expression or unambiguous expression is an expression whose definition assigns it a unique interpretation or value. Otherwise, the expression is said to be ''not well defined'', ill defined or ''ambiguous''. A function is well defined if it gives the same result when the representation of the input is changed without changing the value of the input. For instance, if ''f'' takes real numbers as input, and if ''f''(0.5) does not equal ''f''(1/2) then ''f'' is not well defined (and thus not a function). The term ''well defined'' can also be used to indicate that a logical expression is unambiguous or uncontradictory. A function that is not well defined is not the same as a function that is undefined. For example, if ''f''(''x'') = 1/''x'', then the fact that ''f''(0) is undefined does not mean that the ''f'' is ''not'' well defined – but that 0 is simply not in the domain of ''f''. Example Let A_0,A_1 be sets, let A = A_0 \cup A_1 and "define" f: A ...
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Complex Conjugation
In mathematics, the complex conjugate of a complex number is the number with an equal real part and an imaginary part equal in magnitude but opposite in sign. That is, (if a and b are real, then) the complex conjugate of a + bi is equal to a - bi. The complex conjugate of z is often denoted as \overline or z^*. In polar form, the conjugate of r e^ is r e^. This can be shown using Euler's formula. The product of a complex number and its conjugate is a real number: a^2 + b^2 (or r^2 in polar coordinates). If a root of a univariate polynomial with real coefficients is complex, then its complex conjugate is also a root. Notation The complex conjugate of a complex number z is written as \overline z or z^*. The first notation, a vinculum, avoids confusion with the notation for the conjugate transpose of a matrix, which can be thought of as a generalization of the complex conjugate. The second is preferred in physics, where dagger (†) is used for the conjugate ...
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Expected Value
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the so-called problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to ...
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Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviatio ...
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Mean
There are several kinds of mean in mathematics, especially in statistics. Each mean serves to summarize a given group of data, often to better understand the overall value (magnitude and sign) of a given data set. For a data set, the '' arithmetic mean'', also known as "arithmetic average", is a measure of central tendency of a finite set of numbers: specifically, the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''1, ''x''2, ..., x''n'' is typically denoted using an overhead bar, \bar. If the data set were based on a series of observations obtained by sampling from a statistical population, the arithmetic mean is the ''sample mean'' (\bar) to distinguish it from the mean, or expected value, of the underlying distribution, the ''population mean'' (denoted \mu or \mu_x).Underhill, L.G.; Bradfield d. (1998) ''Introstat'', Juta and Company Ltd.p. 181/ref> Outside probability and statistics, a wide range of other notions of mean ...
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Execution (computing)
Execution in computer and software engineering is the process by which a computer or virtual machine reads and acts on the instructions of a computer program. Each instruction of a program is a description of a particular action which must be carried out, in order for a specific problem to be solved. Execution involves repeatedly following a ' fetch–decode–execute' cycle for each instruction done by control unit. As the executing machine follows the instructions, specific effects are produced in accordance with the semantics of those instructions. Programs for a computer may be executed in a batch process without human interaction or a user may type commands in an interactive session of an interpreter. In this case, the "commands" are simply program instructions, whose execution is chained together. The term run is used almost synonymously. A related meaning of both "to run" and "to execute" refers to the specific action of a user starting (or ''launching'' or ''invo ...
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Realization (probability)
In probability and statistics, a realization, observation, or observed value, of a random variable is the value that is actually observed (what actually happened). The random variable itself is the process dictating how the observation comes about. Statistical quantities computed from realizations without deploying a statistical model are often called "empirical", as in empirical distribution function or empirical probability. Conventionally, to avoid confusion, upper case letters denote random variables; the corresponding lower case letters denote their realizations. Formal definition In more formal probability theory, a random variable is a function ''X'' defined from a sample space Ω to a measurable space called the state space. If an element in Ω is mapped to an element in state space by ''X'', then that element in state space is a realization. Elements of the sample space can be thought of as all the different possibilities that ''could'' happen; while a rea ...
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Continuous-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a discrete variable. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time". A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities ...
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Real Number
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and more generally in all mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers is denoted or \mathbb and is sometimes called "the reals". The adjective ''real'' in this context was introduced in the 17th century by René Descartes to distinguish real numbers, associated with physical reality, from imaginary numbers (such as the square roots of ), which seemed like a theoretical contrivance unrelated to physical reality. The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real ...
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Discrete-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a discrete variable. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time". A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities ...
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