Autocorrelation Function

Autocorrelation Function is a mathematical tool used to measure the correlation between a time series and a lagged version of itself. It is a cross-correlation of a signal with itself. The autocorrelation function is used to identify repeating patterns in the data and to determine the lag value at which the correlation is the strongest. It is commonly used in time series analysis to identify the presence of seasonality and trends in the data. The autocorrelation function is also used in signal processing, speech recognition, and image processing.
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