Autocorrelogram Class |
The major difference of the Autocorrelogram class versus the Autocorrelation is that they produce an array of correlation values corresponding to several time lags.
The following constructor creates instances to produce an expanding window Autocorrelogram for the specified number of lagged correlations:
The input parameter determines the number of different lags to compute correlations for; constructor allows negative and zero input parameter which is converted to the absolute value and interpreted as follows: the Autocorrelogram class sets up lag values from zero to AutocorrelogramSize.
To operate with sliding data sets, it is necessary to use the following constructors and define the sliding window size value either as a time period or a number of data points:
Autocorrelogram(TimeSpan, Int32)
The lags volume must be in accordance (not exceed) with the window size value, lags are initialized as described above.
To modify the results with new data points, the Add(…) methods are provided either time-assigned or not, user is restricted with selection of just one type for a given instance.
Autocorrelogram class:
Current results are available via the property
The returned object of double[] type contains correlation values corresponding to lags and allows access to its elements by index (e.g. Autocorr[i]).