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A deep neural network for generating and classifying multi modal random walk trajectories

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RandomWalkClassifier

A deep neural network for classifying random walk samples that include transitions between several models

This repository contains the entire research I made in the field of time series analysis and stochastic processes classification. It includes the codebase for random walk generation, neural network experimentation, and plotting scripts. Also included are the plots generated and complete thesis.

Below is the confusion matrix of the resulting classification model, when given random walk trajectory samples containing a single modality transition: confusion 87

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A deep neural network for generating and classifying multi modal random walk trajectories

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