Autocorrelation, also known as
serial correlation or
cross-autocorrelation, is the
cross-correlation of a
signal with itself at different points in time (that is what the cross stands for). Informally, it is the similarity between observations as a function of the time lag between them. It is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the
missing fundamental frequency in a signal implied by its
harmonic frequencies. It is often used in
signal processing for analyzing functions or series of values, such as
time domain signals.