AI engineering glossary · Time series recsys
What is ACF (autocorrelation function)?
Autocorrelation function (also called ACF): A plot or list of autocorrelations at lags 1, 2, 3 and so on. Slow decay suggests a trend, spikes at multiples of a period show seasonality, and a cut-off after lag q hints at a moving-average process of order q.
Autocorrelation function: an example
Spikes at lags 7, 14 and 21 in daily data reveal a weekly pattern.
Related terms
More Time series recsys terms
- Backtesting
- Bayesian personalised ranking
- Box-Jenkins method
- Calendar features
- Candidate generation
- Changepoint
- Click-through rate
- Click-through rate prediction
Where you learn it
Autocorrelation function is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.