fBm (Persistent)

noise · 36 views
noise

What It Is

Fractional Brownian motion with H=0.7 --- persistent (trend-following), smoother trajectories with long-range dependence

Interpretation

Standard analysis sees: smooth / autocorrelated; long-range memory (persistent); volatility-clustering (bursty); low-dimensional; nonstationary / drifting. The atlas finds no named structure, but the source is distinctively extreme on Chladni:nodal_clustering (+2.4z) — beyond what the standard bank predicts for it. It sits beside Geometric Brownian Motion in the atlas (standard-bank rank 26) — a neighbor conventional features miss.

What standard analysis sees
tail heaviness0.51
asymmetry0.16
occupancy0.76
short-range corr0.99
long-range memory0.98
spectral colour0.25
periodicity0.83
complexity0.51
time-irreversibility0.59
volatility clustering0.99
multifractality0.54
dimensionality0.11
nonstationarity0.86
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Chladni:nodal_clustering+2.4zbank-miss 1.0σ

Composition

dtypefloat64
range[-27.61, 18.02]
unique values16384 / 16384
mean ± std0 ± 11.6

Render Gallery

Atlas Position

Nearest neighborDistance
Perlin Noise1.87
Brownian Walk2.66
Geometric Brownian Motion3.20

Open in Atlas →

Which Geometries Light Up

Ammann-Beenker (Octagonal)Ammann-Beenker (Octagonal):convergent_resonancerank 1/2980.9990
Catch24Catch24:SB_BinaryStats_mean_longstretch1rank 2/2985802.0400
Catch24Catch24:CO_Embed2_Dist_tau_d_expfit_meandiffrank 3/29837.6678
Catch24Catch24:CO_FirstMin_acrank 5/2986216.7200
Catch24Catch24:SP_Summaries_welch_rect_area_5_1rank 5/2980.9999
Catch24Catch24:FC_LocalSimple_mean3_stderrrank 295/2980.0090
Catch24Catch24:SP_Summaries_welch_rect_centroidrank 295/2980.0004
ChladniChladni:plate_low_mode_fractionrank 2/2980.9955
ChladniChladni:captured_power_fractionrank 294/2980.0017
ChladniChladni:nodal_gap_ratiorank 294/2980.2324
Heisenberg (Nil) (centered)Heisenberg (Nil) (centered):xy_aspectrank 296/2980.0002
MoiréMoiré:moire_phi_responserank 298/298-0.1645
Multi-Scale WassersteinMulti-Scale Wasserstein:w_sloperank 297/298-0.5999
NonstationarityNonstationarity:adf_pvaluerank 3/2980.8003
SL(2,ℝ) (Thurston)SL(2,ℝ) (Thurston):trace_autocorrelationrank 5/2980.9990
Sol (Thurston)Sol (Thurston):sol_step_persistencerank 1/2980.9099
Spectral AnalysisSpectral Analysis:spectral_r2rank 1/2980.9999
Spectral AnalysisSpectral Analysis:spectral_bandwidthrank 294/2980.0010
WassersteinWasserstein:recurrence_distancerank 5/2980.0811
p-Variationp-Variation:var_p2rank 296/2980.0000
in noise
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