Menzel, A.; Conrad, E.H.; Tringides, M.C.; Kammler, Martin; Horn-von Hoegen, Michael:
Finite collection time effects in autocovariance function measurements
In: Journal of Applied Physics, Jg. 93 (2003), Heft 4, S. 2229 - 2235
2003Artikel/Aufsatz in Zeitschrift
Physik (inkl. Astronomie)Fakultät für Physik » Experimentalphysik
Damit verbunden: 1 Publikation(en)
Titel:
Finite collection time effects in autocovariance function measurements
Autor*in:
Menzel, A.;Conrad, E.H.;Tringides, M.C.;Kammler, MartinUDE
LSF ID
50189
Sonstiges
der Hochschule zugeordnete*r Autor*in
;
Horn-von Hoegen, MichaelUDE
GND
1201039908
LSF ID
10366
ORCID
0000-0003-0324-3457ORCID iD
Sonstiges
der Hochschule zugeordnete*r Autor*in
Erscheinungsjahr:
2003

Abstract:

In this paper we discuss how finite data sets influence experimental measurements of the autocovariance function. Autocovariance estimators are biased, meaning that the expectation value for any measured autocovariance function is not identical to the actual autocovariance function. In this work we show that the measured autocovariance function for a finite length time series must become negative for some lag times. We derive analytic corrections to these finite time errors for different types of correlated random sequences. Our results explain the apparent anticorrelated noise observed in experimental observations