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Everything about Correlogram

Chart of correlation statistics

In the analysis of data, a correlogram is a chart of correlation statistics. For example, in time series analysis, a plot of the sample autocorrelations versus is an autocorrelogram. If cross-correlation is plotted, the result is called a cross-correlogram. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: CorrelogramA 5-minute orientation
  2. Skim a recent paper: Correlogram, predictability error growth, and bounds of mean square error of solar irradiance forecastsInfluential work since 2022
  3. Pick up a classic book: Experimental correlograms and Fourier transformsThe most-reprinted book on the subject
  4. Read the landmark paper: Estimating the strength of common input to human motoneurons from the cross‐correlogram.Cited 218 times
  5. Go sideways: Partial autocorrelation functionA closely related topic
  6. Go sideways: Ljung–Box testA closely related topic

📖 Definitions

Noun A graph that shows the correlation between two variables.

🏆 Landmark papers (most cited)

🆕 Influential since 2022

📚 Books worth reading

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

🔗 Related topics