Autocorrelation measures how a signal correlates with itself shifted in time

Evidence

Remember that the autocorrelation is not the temperature itself, but rather the correlation of the temperature at a given time with the temperature shifted to some number of hours later. Suppose the temperature data is a long column of numbers, one entry for each hour. We copy this column and place it next to the first one. The autocorrelation for a 6-hour shift is obtained by displacing the whole right column down by six entries, multiplying every entry on the left with its new righthand partner straight across, entering the result in a third column to the right of the first two, and finally adding all the numbers in the third column together, dividing by the number of entries. This gives just one number, the autocorrelation at 6 hours. What is plotted is the autocorrelation as a function of that time shift. — Eric J. Heller, Why You Hear What You Hear- An…, 364

Categorization

• DEFINE: A clear worked definition of the autocorrelation operation, which is the chapter’s central concept.