Visualizing Random Walk Data

Series of videos on visualizing random walk data.

Part 1 In this video we start with some data from a random process. Each piece of data represents a small time period and change in value. Think of it as something like a stock ticker, very noisy with a larger trend upward. From the patterns in this random

Part 2 This week we do a code review of some random walk data, making a heatmap with adjoining histograms to better understand the distribution of data. It shows the implementation of visualizations discussed earlier.

Part 3 Continuing with the random walk data: We will be bootstrap sampling the prior data to get estimates of what the next series of samples could look like.