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Hello Flynn. I tried to use your autocorrelation function, but found a strange thing, it returns very similar and incorrect values for some lags.
Example:
We have the following sequence:
[22, 24, 25, 25, 28, 29, 34, 37, 40, 44, 51, 48, 47, 50, 51]
In this case we must obtain the following sequence of values of the autocorrelation function:
[1, 0.83174224, 0.65632458, 0.49105012, 0.27863962, 0.03102625, -0.16527446, -0.30369928, -0.40095465, -0.45823389, -0.45047733]
For lags 0,1,2,3... respectively.
But your function return that:
[0, 0.8317422434367543, 0.8871917263325378, 0.8908883585255901, 0.8911348006717935,...]
for i := 0; i < lags; i++ {
v := (data[0] - mean) * (data[0] - mean)
for i := 1; i < len(data); i++ {
delta0 := data[i-1] - mean
delta1 := data[i] - mean
q += (delta0*delta1 - q) / float64(i+1)
v += (delta1*delta1 - v) / float64(i+1)
}
result = q / v
}
And in your function there is this strange loop through the lag range, in which you overwrite the value of the variable
The text was updated successfully, but these errors were encountered:
Hello Flynn. I tried to use your autocorrelation function, but found a strange thing, it returns very similar and incorrect values for some lags.
Example:
We have the following sequence:
[22, 24, 25, 25, 28, 29, 34, 37, 40, 44, 51, 48, 47, 50, 51]
In this case we must obtain the following sequence of values of the autocorrelation function:
[1, 0.83174224, 0.65632458, 0.49105012, 0.27863962, 0.03102625, -0.16527446, -0.30369928, -0.40095465, -0.45823389, -0.45047733]
For lags 0,1,2,3... respectively.
But your function return that:
[0, 0.8317422434367543, 0.8871917263325378, 0.8908883585255901, 0.8911348006717935,...]
And in your function there is this strange loop through the lag range, in which you overwrite the value of the variable
The text was updated successfully, but these errors were encountered: