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Re: Qarel post# 3781

Tuesday, 07/09/2002 6:11:07 AM

Tuesday, July 09, 2002 6:11:07 AM

Post# of 48377
Karel, re random walk

Perhaps a next step could be some kind of a random walk with variations? Just an idea. Hmm. To me, a random walk has a constant step size, ie at each point you flip a coin = heads positive, tails negative. The random walk has an appealing characteristic called autocorrelation, where the previous value influences the next value. The further back in history you compare, the less autocorrelation. The constant step size may not be realistic though - I presume this is what you mean by variations - I'd have to look into it further.

best regards Tim

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