Ornstein Uhlenbeck process

Has anyone here created a filter using the Ornstein Uhlenbeck process, to determine if a time series data is mean reverting or trending in nature?

hello there,

do you found the formula ?

nope not yet, is anyone else looking

Here is a link to a C version. Translating to AFL is beyond my capability.

https://people.sc.fsu.edu/~jburkardt/c_src/ornstein_uhlenbeck/ornstein_uhlenbeck.c

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