Autoregressive times series methods for time domain astronomy

Eric Feigelson, G. Jogesh Babu, Gabriel A. Caceres

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics-parametric autoregressive modeling-are rarely used to interpret astronomical light curves. We review standard ARMA, ARIMA, and ARFIMA (autoregressive moving average fractionally integrated) models that treat short-memory autocorrelation, long-memory 1/fα "red noise," and nonstationary trends. Though designed for evenly spaced time series, moderately irregular cadences can be treated as evenly-spaced time series with missing data. Fitting algorithms are efficient and software implementations are widely available. We apply ARIMA models to light curves of four variable stars, discussing their effectiveness for different temporal characteristics. A variety of extensions to ARIMA are outlined, with emphasis on recently developed continuous-time models like CARMA and CARFIMA designed for irregularly spaced time series. Strengths and weakness of ARIMA-type modeling for astronomical data analysis and astrophysical insights are reviewed.

Original languageEnglish (US)
Article number80
JournalFrontiers in Physics
Volume6
Issue numberAUG
DOIs
StatePublished - Aug 7 2018

Fingerprint

Astronomy
Autoregressive Time Series
ARIMA
astronomy
Time Domain
Time series
Autoregressive Moving Average
autoregressive moving average
light curve
ARFIMA
ARIMA Models
Data storage equipment
Moving Average Model
Curve
Continuous-time Model
Long Memory
Integrated Model
Brightness
Missing Data
Autocorrelation

All Science Journal Classification (ASJC) codes

  • Biophysics
  • Materials Science (miscellaneous)
  • Mathematical Physics
  • Physics and Astronomy(all)
  • Physical and Theoretical Chemistry

Cite this

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Autoregressive times series methods for time domain astronomy. / Feigelson, Eric; Babu, G. Jogesh; Caceres, Gabriel A.

In: Frontiers in Physics, Vol. 6, No. AUG, 80, 07.08.2018.

Research output: Contribution to journalArticle

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