AI engineering glossary · Time series recsys
What is correlogram?
Correlogram: A bar chart of autocorrelation values against lag, with confidence bands (often around plus or minus 1.96/sqrt(n)). Bars outside the band suggest real correlation. It is the standard first look at temporal structure.
Correlogram: an example
A correlogram of residuals with all bars inside the band suggests nothing systematic remains.
Related terms
More Time series recsys terms
- Counterfactual evaluation
- Croston's method
- Cyclical component
- DeepAR
- DeepFM
- Differencing
- Direct forecasting
- Diversity
Where you learn it
Correlogram is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.