noise#

Built-in stochastic drift and noise policies.

Modules

additive_jitter(*[, node_ranges, ...])

Add uniformly sampled deltas to selected assets.

bounded_random_walk(*[, node_steps, ...])

Apply additive random walks while clamping values within bounds.

correlated_noise(*[, node_assets, ...])

Apply one shared additive delta to all selected assets.

dropout(*[, node_assets, edge_assets, ...])

Randomly replace selected asset values with value.

gaussian_jitter(*[, node_parameters, ...])

Add Gaussian sampled deltas to selected assets.

impulse(*[, node_assets, edge_assets, ...])

Apply rare multiplicative shocks to selected node and edge assets.

momentum_walk(*[, node_steps, edge_steps, ...])

Apply additive random walks with directional persistence.

multiplicative_jitter(*[, node_assets, ...])

Apply multiplicative jitter on every call.

seasonal_noise(*, amplitude, period[, ...])

Apply sinusoidal additive noise to selected assets.