« Media sociaux et marketing | Main | Code volontaire de conduite dans le domaine de l'alimentation des enfants »

April 16, 2007

Examples of random walk

Below, three charts to show what a random walk process looks like. These graphs were generated in Excel by the cumulative addition of a random uniform value in the -1 to +1 interval. The graphs show three successive updates (I did not spend hours to cherry pick unusual charts). Each graph shows the resulting value over 32,000 completely random realizations. Trends and cycles are illusory.

Random1

Random2

Random3 

TrackBack

TrackBack URL for this entry:
http://www.typepad.com/t/trackback/245017/17763360

Listed below are links to weblogs that reference Examples of random walk:

Comments

Post a comment

If you have a TypeKey or TypePad account, please Sign In

Recherche:


  • pour s'abonner
    Add to Google

kiva