Fractional Brownian motion with H=0.7 --- persistent (trend-following), smoother trajectories with long-range dependence
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.
Chladni:nodal_clustering | +2.4z | bank-miss 1.0σ |
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_(centered)/signed_log_z/fBm_(Persistent).png)
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/phi_spectrum/fBm_(Persistent).png)
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/default/fBm_(Persistent).png)
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| Nearest neighbor | Distance | |
|---|---|---|
| Perlin Noise | 1.87 | |
| Brownian Walk | 2.66 | |
| Geometric Brownian Motion | 3.20 |
Ammann-Beenker (Octagonal) › Ammann-Beenker (Octagonal):convergent_resonance | rank 1/298 | 0.9990 |
Catch24 › Catch24:SB_BinaryStats_mean_longstretch1 | rank 2/298 | 5802.0400 |
Catch24 › Catch24:CO_Embed2_Dist_tau_d_expfit_meandiff | rank 3/298 | 37.6678 |
Catch24 › Catch24:CO_FirstMin_ac | rank 5/298 | 6216.7200 |
Catch24 › Catch24:SP_Summaries_welch_rect_area_5_1 | rank 5/298 | 0.9999 |
Catch24 › Catch24:FC_LocalSimple_mean3_stderr | rank 295/298 | 0.0090 |
Catch24 › Catch24:SP_Summaries_welch_rect_centroid | rank 295/298 | 0.0004 |
Chladni › Chladni:plate_low_mode_fraction | rank 2/298 | 0.9955 |
Chladni › Chladni:captured_power_fraction | rank 294/298 | 0.0017 |
Chladni › Chladni:nodal_gap_ratio | rank 294/298 | 0.2324 |
Heisenberg (Nil) (centered) › Heisenberg (Nil) (centered):xy_aspect | rank 296/298 | 0.0002 |
Moiré › Moiré:moire_phi_response | rank 298/298 | -0.1645 |
Multi-Scale Wasserstein › Multi-Scale Wasserstein:w_slope | rank 297/298 | -0.5999 |
Nonstationarity › Nonstationarity:adf_pvalue | rank 3/298 | 0.8003 |
SL(2,ℝ) (Thurston) › SL(2,ℝ) (Thurston):trace_autocorrelation | rank 5/298 | 0.9990 |
Sol (Thurston) › Sol (Thurston):sol_step_persistence | rank 1/298 | 0.9099 |
Spectral Analysis › Spectral Analysis:spectral_r2 | rank 1/298 | 0.9999 |
Spectral Analysis › Spectral Analysis:spectral_bandwidth | rank 294/298 | 0.0010 |
Wasserstein › Wasserstein:recurrence_distance | rank 5/298 | 0.0811 |
p-Variation › p-Variation:var_p2 | rank 296/298 | 0.0000 |