fBm (Antipersistent)

stochastic-process · 37 views
stochastic-processstochastic

What It Is

Fractional Brownian motion with H=0.3 --- antipersistent (trend-reversing), rougher than standard Brownian motion

Interpretation

Standard analysis sees: left-skewed. The atlas finds no named structure, but the source is distinctively extreme on Ammann-Beenker (Octagonal):convergent_resonance (+2.2z) — beyond what the standard bank predicts for it.

What standard analysis sees
tail heaviness0.63
asymmetry0.15
occupancy0.67
short-range corr0.79
long-range memory0.84
spectral colour0.35
periodicity0.74
complexity0.71
time-irreversibility0.30
volatility clustering0.79
multifractality0.49
dimensionality0.35
nonstationarity0.78
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Ammann-Beenker (Octagonal):convergent_resonance+2.1zbank-miss 1.2σ
Spectral Analysis:spectral_r2+2.0zbank-miss 2.1σ

Composition

dtypefloat64
range[-0.9858, 0.7774]
unique values16384 / 16384
mean ± std0 ± 0.307

Render Gallery

Atlas Position

Nearest neighborDistance
Perlin Noise2.20
Langevin Double-Well2.72cross-origin
Stochastic Resonance2.98cross-origin

Open in Atlas →

Which Geometries Light Up

Ammann-Beenker (Octagonal)Ammann-Beenker (Octagonal):convergent_resonancerank 5/3070.8568
Catch24Catch24:PD_PeriodicityWang_th0_01rank 5/3073287.1000
Catch24Catch24:FC_LocalSimple_mean1_tauresratrank 305/3070.0003
Spectral AnalysisSpectral Analysis:spectral_r2rank 3/3070.9999
in signal-synthesis
alphabetical
← / → within domain · ⇧← / ⇧→ alphabetical · ⇧← / ⇧→ inside an open render = same view across sources