Daily Archives: February 9, 2013

Fun with averages and trends

Lots of time series, especially in geophysics, exhibit the phenomenon of autocorrelation. This means that not just the signal (if nontrivial signal is present), even the noise is more complicated than the simple kind in which each noise value is independent of the others. Specifically, nearby (in time) noise values tend to be correlated, hence the term “autocorrelation.”

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