What is the autocorrelation function of a time series?Ĭalculating the autocorrelation function of a time series if useful to check if a time series is stationnary, or just generally to check if data points in a time series are correlated or not correlated with some previous data points occuring with a lag. ![]() ![]() The file "MainTestAutocorrelationFileToFile.java"in If you are using the source code version of SPMF, to.In a folder containing spmf.jar and the example input file contextAutocorrelation.txt. Java -jar spmf.jar run Calculate_autocorrelation_of_time_series contextAutocorrelation.txt output.txt , If you want to execute this example from the command line,.If you are using the graphical interface, (1)Ĭhoose the " Calculate_autocorrelation_of_time_series" algorithm, (2) select the input file " contextAutocorrelation.txt", (3) set the separator to the comma ',', set (4) maxlag = 15 and then (4) click " Run algorithm".This example explains how to calculate the autocorrelation function of time series using the SPMF open-source data mining library. ![]() Calculate the autocorrelation function of time series ( SPMF documentation)
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