ARMA(2,1)
stochastic-process · 37 views
stochastic-processstochastic
What It Is
Autoregressive moving-average process --- linear short-memory dynamics, the workhorse model of classical time-series analysis
Interpretation
Standard analysis sees: high-dimensional / space-filling. The atlas detects no named structure beyond this. It sits beside IMS Bearing Healthy in the atlas (standard-bank rank 42) — a neighbor conventional features miss.
What standard analysis sees
tail heaviness0.60
asymmetry0.56
occupancy0.53
short-range corr0.55
long-range memory0.48
spectral colour0.39
periodicity0.26
complexity0.56
time-irreversibility0.29
volatility clustering0.52
multifractality0.42
dimensionality0.85
nonstationarity0.38
What the atlas adds
Nothing beyond the standard reading — this source’s structure is already captured by standard features; the atlas adds no named residual.
Composition
dtypefloat64
range[-7.193, 7.763]
unique values16384 / 16384
mean ± std0.0147 ± 1.7
Render Gallery
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Native > phase_plotraw
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Native > timeseriesraw
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Native > triple_latticeraw
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Boltzmann > lag_map
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Boltzmann > spin_grid
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Cayley > default
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Chladni > free_plate_nodal
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Chladni > plate_bottom
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Chladni > plate_top
_(centered)/signed_log_z/ARMA(2,1).png)
Heisenberg (Nil) (centered) > signed_log_z
_(centered)/xy_path/ARMA(2,1).png)
Heisenberg (Nil) (centered) > xy_path
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Hodge–Laplacian > default
/barcode/ARMA(2,1).png)
Inflation (Substitution) > barcode
/d_curve/ARMA(2,1).png)
Inflation (Substitution) > d_curve
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Information Theory > default
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Julia Set > escape_histogram
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Klein Bottle > default
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Laplacian > default
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Logarithmic Spiral > default
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Möbius-S³ > mobius_cylinder
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Möbius-S³ > s2_base_map
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Ordinal Partition > default
/phi_spectrum/ARMA(2,1).png)
Penrose (Quasicrystal) > phi_spectrum
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Persistent Homology > barcode
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Persistent Homology > h1_diagram
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Predictability > default
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Recurrence Quantification > default
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Spectral Analysis > default
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Spectral Graph > default
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Spirograph > mode_spectrum
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Spirograph > phasor_trajectory
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Symplectic > flux_grid
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Symplectic > phase_space
/default/ARMA(2,1).png)
Ulam Spiral (Sacks) > default
/default/ARMA(2,1).png)
Ulam Spiral (Square) > default
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Visibility Graph > default
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Wavelet Cascade > default
Atlas Position
| Nearest neighbor | Distance | |
|---|---|---|
| MFPT Normal | 2.49 | cross-origin |
| Ocean Swell | 2.69 | cross-origin |
| IMS Bearing Healthy | 2.94 | cross-origin |
Which Geometries Light Up
Higher-Order Statistics › Higher-Order Statistics:kurt_max | rank 304/307 | 0.0736 |
Möbius-S³ › Möbius-S³:sector_transition_entropy | rank 2/307 | 0.6171 |
in random-matrix-quantumBenford's Law →
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