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Finite collection time effects in autocovariance function measurements

  • In this paper we discuss how finite data sets influence experimental measurements of the autocovariance function. Autocovariance estimators are biased, meaning that the expectation value for any measured autocovariance function is not identical to the actual autocovariance function. In this work we show that the measured autocovariance function for a finite length time series must become negative for some lag times. We derive analytic corrections to these finite time errors for different types of correlated random sequences. Our results explain the apparent anticorrelated noise observed in experimental observations.

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Metadaten
Author:A. Menzel, E. H. Conrad, Michael C. Tringides, Martin KammlerORCiDGND, Michael Horn- von Hoegen
DOI:https://doi.org/10.1063/1.1537466
Parent Title (English):Journal of Applied Physics
Publisher:AIP Publishing
Document Type:Article
Language:English
Year of first Publication:2003
Release Date:2022/11/24
Volume:93
Issue:4
First Page:2229
Last Page:2235
Institutes:Fakultät Angewandte Natur- und Kulturwissenschaften
Fakultät Angewandte Natur- und Kulturwissenschaften / Labor Nanoanalytik und Halbleiterchemie (Nanochem)
Publication:Externe Publikationen
Licence (German):Keine Lizenz - Es gilt das deutsche Urheberrecht: § 53 UrhG