Chapter 6
Signal Processing
Section 4
Computing the Auto Co-relation of a Time Series
The autocorrelation of a time series can inform us about repeating patterns or serial correlation. The latter refers to the correlation between the signal at a given time and later. The analysis of the autocorrelation can thereby inform us about the timescale of the fluctuations. Here, we use this tool to analyze the evolution of baby names in the US, based on data provided by the United States Social Security.