Definitions for "Prewhitening"
A method for dealing with nonstationarity in time series analysis where a new series is creating by forming the differential of the original series. In practice this is done by taking the difference between successive points in the original series, although to be strictly correct this should be done between successive midpoints. This procedure removes both the trend and low-frequency components of the original series while retaining information about the short-variance. Another method for dealing with this problem is detrending. See Burroughs (1992).
Removing the bulk of first, second and possibly third order autocorrelations using non-linear regression.