Regime Switching

noise · 36 views
noise

What It Is

Two-state hidden Markov process --- alternates between calm (σ=0.5) and volatile (σ=3.0) regimes with asymmetric transition rates

Interpretation

Standard analysis sees: left-skewed; 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 Dodecagonal (Stampfli):pisot_triplet_coherence (+3.3z) — beyond what the standard bank predicts for it. It sits beside ETH/BTC Ratio in the atlas (standard-bank rank 57) — a neighbor conventional features miss.

What standard analysis sees
tail heaviness0.48
asymmetry0.04
occupancy0.61
short-range corr0.94
long-range memory0.93
spectral colour0.28
periodicity0.85
complexity0.69
time-irreversibility0.73
volatility clustering0.95
multifractality0.65
dimensionality0.12
nonstationarity0.93
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Dodecagonal (Stampfli):pisot_triplet_coherence+3.3zbank-miss 1.2σ

Composition

dtypefloat64
range[-45.49, 209.8]
unique values16384 / 16384
mean ± std74.3 ± 54.5

Render Gallery

Atlas Position

Nearest neighborDistance
Levy Flight2.20cross-domain
Brownian Walk2.46
ETH/BTC Ratio2.56cross-domain

Open in Atlas →

Which Geometries Light Up

Catch24Catch24:PD_PeriodicityWang_th0_01rank 4/2983422.3600
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