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词汇 Correlation functions
分类 英语词汇 英语翻译词典
释义

Correlation functions

英语百科

Correlation function

(重定向自Correlation functions)
Visual comparison of convolution, cross-correlation and autocorrelation.

A correlation function is a statistical correlation between random variables at two different points in space or time, usually as a function of the spatial or temporal distance between the points. If one considers the correlation function between random variables representing the same quantity measured at two different points then this is often referred to as an autocorrelation function being made up of autocorrelations. Correlation functions of different random variables are sometimes called cross correlation functions to emphasise that different variables are being considered and because they are made up of cross correlations.

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