Editors' Choice

Editors’ Choice: A Plot of Brownian Noise

Creative Commons image by Neil Crosby via Flickr

This notebook illustrates some of the behaviors of the singular value decomposition of time series data. I’ve written it in part as a response to a paper by Andrew J. Reagan, Lewis Mitchell, Dilan Kiley, Christopher M. Danforth, and Peter Sheridan Dodds recapitulating an argument first made by Matt Jockers: that certain kinds of eigendecompositions of sentiment data from works of fiction will reveal “fundamental plot structures” or “fundamental narrative arcs.”

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