Ornstein-Uhlenbeck

stochastic-process · 37 views
stochastic-processstochastic

What It Is

Ornstein-Uhlenbeck process --- mean-reverting diffusion with stationary Gaussian distribution, the continuous-time analog of an AR(1) process. Bounded excursions unlike Brownian motion

Interpretation

Standard analysis sees: no strongly notable standard properties. The atlas detects no named structure beyond this.

What standard analysis sees
tail heaviness0.57
asymmetry0.56
occupancy0.58
short-range corr0.69
long-range memory0.67
spectral colour0.35
periodicity0.44
complexity0.71
time-irreversibility0.29
volatility clustering0.66
multifractality0.51
dimensionality0.73
nonstationarity0.57
What the atlas adds

Nothing beyond the standard reading — this source’s structure is already captured by standard features; the atlas adds no named residual.

Composition

dtypefloat64
range[-9.909, 9.634]
unique values16384 / 16384
mean ± std0.0799 ± 2.56

Render Gallery

Atlas Position

Nearest neighborDistance
Pink Noise2.75
ARMA(2,1)3.09
EEG Resting3.37cross-origin

Open in Atlas →

Which Geometries Light Up

This source does not rank extreme on any metric.

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