Creative Commons image by Neil Crosby via Flickr

Editors’ Choice: A Plot of Brownian Noise

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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