Mean Reversion and Heavy Tails: Characterizing Time-Series Data Using Ornstein–Uhlenbeck Processes and Machine Learning

Mean Reversion and Heavy Tails: Characterizing Time-Series Data Using Ornstein–Uhlenbeck Processes and Machine Learning

Authors
  • Raubitzek, Sebastian
  • Schrittwieser, Sebastian
  • Goldenits, Georg
  • Schatten, Alexander
  • Mallinger, Kevin
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Shortfacts
Category
Journal Paper
Divisions
Security and Privacy
Subjects
Computersicherheit
Angewandte Informatik
Journal or Publication Title
Sensors
ISSN
1424-8220
Number
4
Volume
26
Date
14 February 2026
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