Ornstein-Uhlenbeck

noise · 36 views
noise

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. It sits beside Pink Noise in the atlas (standard-bank rank 20) — a neighbor conventional features miss.

What standard analysis sees
tail heaviness0.63
asymmetry0.59
occupancy0.55
short-range corr0.70
long-range memory0.70
spectral colour0.33
periodicity0.41
complexity0.69
time-irreversibility0.28
volatility clustering0.67
multifractality0.55
dimensionality0.66
nonstationarity0.63
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 Noise2.93
EEG Eyes Open3.37cross-domain
ARMA(2,1)3.45

Open in Atlas →

Which Geometries Light Up

This source does not rank extreme on any metric.

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