Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

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DFT/FFT allows the frequency analysis of the most disparate processes: from the growth of an insect population to a pandemic. Let’s see what it can tell us about noise. In the previous article, we ...

$$\hat{f}_\tau = \dfrac{1}{T-\tau} \sum_{t=1}^{T-\tau} X_t X_{t+\tau}, \qquad \tau \in [0, T-1]$$ with optional arguments to subtract the mean of the process or to ...

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