[TUTORIAL] The Autocorrelation Function

This tutorial concludes the first series on data analysis. The technique introduced this week is called autocorrelation, and is used to estimate periodicity in time series. The post will also show the result of the autocorrelation function on real data.

• Introduction

• The Correlation Coefficient

• Autocorrelation Function

• The Code

• The Correlogram

• Conclusion

You can find all the other posts in the series here:

• Part 1. An Introduction to Signal Smoothing

• Part 2. Time Series Decomposition

• Part 3. The Autocorrelation Function

As always, thank you for your generous support. ♥

In the past few weeks I've been working on a new series, which is going to be the longest I have ever done. Eight posts, all dedicated to Volumetric Rendering. It will start in July. Get shader ready... :-)