Brownian Walk

noise · 36 views
noise

What It Is

Cumulative sum of Gaussian increments --- the canonical random walk, self-affine with Hurst exponent H=0.5 and PSD ~ 1/f²

Interpretation

Standard analysis sees: smooth / autocorrelated; long-range memory (persistent); volatility-clustering (bursty); nonstationary / drifting. The atlas detects no named structure beyond this.

What standard analysis sees
tail heaviness0.39
asymmetry0.16
occupancy0.78
short-range corr0.88
long-range memory0.90
spectral colour0.25
periodicity0.72
complexity0.68
time-irreversibility0.39
volatility clustering0.87
multifractality0.39
dimensionality0.19
nonstationarity0.87
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[-111.9, 132.9]
unique values16384 / 16384
mean ± std14.5 ± 56.1

Render Gallery

Atlas Position

Nearest neighborDistance
Perlin Noise2.13
Geometric Brownian Motion2.21
Regime Switching2.46

Open in Atlas →

Which Geometries Light Up

Catch24Catch24:CO_f1ecacrank 2/2982382.8185
Catch24Catch24:SB_BinaryStats_mean_longstretch1rank 4/2985363.3200
Dodecagonal (Stampfli)Dodecagonal (Stampfli):pisot_triplet_coherencerank 4/2980.5697
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