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 […]