Example simulated OU process. The black points (with a uniform random time distribution) have been simulated from an OU process with parameters τ = 10, c = 20 and initial conditions t₁ = 0, z₁ = 0, to which Gaussian measurement noise with mean zero and unit standard deviation has been added (as indicated by the black error bars). This red points show the predictions of this process using the OU process time series model with parameters τ = 10, c = 20, μ [z₁]  = 0, V [z₁]  = 0. The prediction for each event is a Gaussian in the signal with mean and variance given Eq. (A.10).