I am looking for a JavaScript implementation of a random walk/random trend algorithm. I need something that will stick with a trend (so, just plain random deltas are out) while still staying within some specified boundaries.
I tried writing something off the top of my head by choosing numbers based on a weighted average (the weight was calculated using the Gaussian function) and ended up with a slightly smoother line (not good enough). I then took a less direct approach and tried searching on the internet, and although I found a few outlines, there was nothing specific enough that I understood.
As it turns out (I was not aware of this originally), it seems there is already a family of algorithms that use the Gaussian equation to make a random trend. But, despite hours of searching, I couldn't find much more than abstract equations that were no use to me. The best that I could find was <a href="http://tamino.wordpress.com/2010/03/11/not-a-random-walk/" rel="nofollow">this blog</a> where he shows a picture of random data like I'm looking for. He lists equations, but I have no idea what those actually are supposed to mean (to me, it doesn't seem like it's even a full solution).
What algorithms are already out there (JavaScript or C-like implementations preferably) to generate data like this?
I tried writing something off the top of my head by choosing numbers based on a weighted average (the weight was calculated using the Gaussian function) and ended up with a slightly smoother line (not good enough). I then took a less direct approach and tried searching on the internet, and although I found a few outlines, there was nothing specific enough that I understood.
As it turns out (I was not aware of this originally), it seems there is already a family of algorithms that use the Gaussian equation to make a random trend. But, despite hours of searching, I couldn't find much more than abstract equations that were no use to me. The best that I could find was <a href="http://tamino.wordpress.com/2010/03/11/not-a-random-walk/" rel="nofollow">this blog</a> where he shows a picture of random data like I'm looking for. He lists equations, but I have no idea what those actually are supposed to mean (to me, it doesn't seem like it's even a full solution).
What algorithms are already out there (JavaScript or C-like implementations preferably) to generate data like this?