16 maj 2012 kl. 23.39 skrev Christopher Neale: > Thank you Stephane. > > Unfortunately, neither of those links contains the information that I am > seeking. Those links contain some example plots of autocorrelation functions > including a discussion of time-spans over which the example time-series is > autocorrelated and when it is not, but neither link defines the (exponential > or integral) autocorrelation time except to show a plot and indicate when it > is non-zero and when it fluctuates about zero. > > For example, I already know that the autocorrelation time describes the > exponential decay of the correlation and that two values drawn from the same > simulation are statistically independent if they are separated by a > sufficient number of (accurate) autocorrelation times, but this information > is not exactly a definition of the autocorrelation time. > > I am hoping to find a definition of the autocorrelation time in terms of the > probability of drawing uncorrelated samples, although any complete definition > will do.
Aren't you looking for an interpretation rather than a definition? And will this not depend on the nature of the data? Best, Erik > > If anybody else has the time, I would appreciate it. > > Thank you, > Chris. > > -- original message -- > > Probably these links give you simple and clear response for your question > http://idlastro.gsfc.nasa.gov/idl_html_help/Time-Series_Analysis.html and > http://www.statsoft.com/textbook/time-series-analysis/ HTH Stephane > -- > gmx-users mailing list [email protected] > http://lists.gromacs.org/mailman/listinfo/gmx-users > Please search the archive at > http://www.gromacs.org/Support/Mailing_Lists/Search before posting! > Please don't post (un)subscribe requests to the list. Use the > www interface or send it to [email protected]. > Can't post? Read http://www.gromacs.org/Support/Mailing_Lists ----------------------------------------------- Erik Marklund, PhD Dept. of Cell and Molecular Biology, Uppsala University. Husargatan 3, Box 596, 75124 Uppsala, Sweden phone: +46 18 471 6688 fax: +46 18 511 755 [email protected] http://www2.icm.uu.se/molbio/elflab/index.html
-- gmx-users mailing list [email protected] http://lists.gromacs.org/mailman/listinfo/gmx-users Please search the archive at http://www.gromacs.org/Support/Mailing_Lists/Search before posting! Please don't post (un)subscribe requests to the list. Use the www interface or send it to [email protected]. Can't post? Read http://www.gromacs.org/Support/Mailing_Lists
