One-dimensional Ornstein-Uhlenbeck processΒΆ

Example for the deeptime.data.ornstein_uhlenbeck() dataset.

plot ornstein uhlenbeck
 8 import matplotlib.pyplot as plt
 9
10 from deeptime.data import ornstein_uhlenbeck
11
12 traj = ornstein_uhlenbeck().trajectory([[-0.]], 250)
13 plt.plot(traj.squeeze())
14 plt.xlabel('t')
15 plt.xlabel('x(t)')
16 plt.show()

Total running time of the script: ( 0 minutes 0.493 seconds)

Estimated memory usage: 8 MB