15 January 2023 0 8K Report

The output variable (X) of a complex system undergoes numerous interactions between system components. These interactions will impart a distinct signature to the autocorrelation function of the output variable. Let us say this component of autocorrelation function as A. Another component of autocorrelation function is due to the past of the output variable itself (i.e. temporal evolution of dynamics of output variable). Let this component be B. I want to know is there anyway to decompose the autocorrelation function of the output variable (ACF) in these two components in the form of following function:

ACF(X)=function(A,B)

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