The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.
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The correlation function is a useful signal-analysis tool that engineers often overlook. Its formidable equation, which you have probably not thought about since your undergraduate signals and systems ...
ABSTRACT Many active galactic nuclei (AGNs) exhibit a highly variable luminosity. Some AGNs also show a pronounced time delay between variations seen in their optical continuum and in their emission ...