autocorrelation¶
- pytorch_forecasting.utils.autocorrelation(input, dim=0)[source]¶
Computes the autocorrelation of samples at dimension
dim.Reference: https://en.wikipedia.org/wiki/Autocorrelation#Efficient_computation
Implementation copied form pyro.
- Parameters
input (torch.Tensor) – the input tensor.
dim (int) – the dimension to calculate autocorrelation.
- Returns torch.Tensor
autocorrelation of
input.