Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Reducing autocorrelation of a time series

  1. Aug 13, 2008 #1
    Is there like some widely accepted threshold for autocorrelation time of a time series for it to be considered "uncorrelated"?
    I used matlab to generate approx. 1000 gaussian random numbers and found their autocorrelation time to be approx. 1.07... is this small enough for it to be called white noise?

    If not, can anyone tell me some ways to reduce the autocorrelation of a simple time series?
    I heard sub-sampling is one way... is there anything else?
    If someone can perhaps tell me the name of the method, I think I can look it up and do the rest.

    Thanks in advance.
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you help with the solution or looking for help too?
Draft saved Draft deleted

Similar Discussions: Reducing autocorrelation of a time series