scholarly journals exoplanet: Gradient-based probabilistic inference for exoplanet data other astronomical time series

2021 ◽  
Vol 6 (62) ◽  
pp. 3285
Author(s):  
Daniel Foreman-Mackey ◽  
Rodrigo Luger ◽  
Eric Agol ◽  
Thomas Barclay ◽  
Luke Bouma ◽  
...  
Keyword(s):  
Time Series ◽  
Probabilistic Inference ◽  
Astronomical Time ◽  
Gradient Based ◽  
Astronomical Time Series

scholarly journals Discrete-time autoregressive model for unequally spaced time-series observations

2019 ◽  
Vol 627 ◽  
pp. A120 ◽  
Author(s):  
Felipe Elorrieta ◽  
Susana Eyheramendy ◽  
Wilfredo Palma
Keyword(s):  
Time Series ◽  
State Space ◽  
Discrete Time ◽  
Likelihood Estimation ◽  
Variable Stars ◽  
Space Representation ◽  
Finite Sample ◽  
Unequally Spaced ◽  
Astronomical Time ◽  
Astronomical Time Series

Most time-series models assume that the data come from observations that are equally spaced in time. However, this assumption does not hold in many diverse scientific fields, such as astronomy, finance, and climatology, among others. There are some techniques that fit unequally spaced time series, such as the continuous-time autoregressive moving average (CARMA) processes. These models are defined as the solution of a stochastic differential equation. It is not uncommon in astronomical time series, that the time gaps between observations are large. Therefore, an alternative suitable approach to modeling astronomical time series with large gaps between observations should be based on the solution of a difference equation of a discrete process. In this work we propose a novel model to fit irregular time series called the complex irregular autoregressive (CIAR) model that is represented directly as a discrete-time process. We show that the model is weakly stationary and that it can be represented as a state-space system, allowing efficient maximum likelihood estimation based on the Kalman recursions. Furthermore, we show via Monte Carlo simulations that the finite sample performance of the parameter estimation is accurate. The proposed methodology is applied to light curves from periodic variable stars, illustrating how the model can be implemented to detect poor adjustment of the harmonic model. This can occur when the period has not been accurately estimated or when the variable stars are multiperiodic. Last, we show how the CIAR model, through its state space representation, allows unobserved measurements to be forecast.

Uncovering Periods in Astronomical Time Series With Few Data

Astrophysics ◽  
2014 ◽  
Vol 57 (1) ◽  
pp. 146-158
Author(s):  
O. Cardona ◽  
M. A. Lópes-Castillo ◽  
M. Reyes-Muñoz
Keyword(s):  
Time Series ◽  
Astronomical Time ◽  
Astronomical Time Series ◽  
Few Data

scholarly journals STUDIES IN ASTRONOMICAL TIME SERIES ANALYSIS. VI. BAYESIAN BLOCK REPRESENTATIONS

2013 ◽  
Vol 764 (2) ◽  
pp. 167 ◽  
Author(s):  
Jeffrey D. Scargle ◽  
Jay P. Norris ◽  
Brad Jackson ◽  
James Chiang
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Series Analysis ◽  
Astronomical Time ◽  
Astronomical Time Series
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