Autoregressive Times Series Methods for Time Domain Astronomy
Authors: Eric D. Feigelson, G. Jogesh Babu, Gabriel A. Caceres
AI-generated Key Points
- Authors explore application of parametric autoregressive modeling to interpret astronomical light curves
- Underutilization of this approach in astronomy despite common use in statistics
- Review of standard ARMA, ARIMA, and ARFIMA models addressing short-memory autocorrelation, long-memory red noise, and nonstationary trends
- Adaptation of models to handle irregular cadences by treating them as evenly spaced with missing data
- Emphasis on efficiency of fitting algorithms and availability of software implementations for these models
- Application of ARIMA models to analyze light curves from four variable stars and evaluation of effectiveness in capturing different temporal characteristics
- Outline extensions to ARIMA with focus on continuous-time models like CARMA and CARFIMA for irregularly spaced time series
- Discussion on strengths and weaknesses of ARIMA-type modeling for analyzing astronomical data and extracting astrophysical insights
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 -- is 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 $1/f^\alpha$ `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.
Tools for this paper
Ask questions about this paper to our AI assistant
You can also chat with multiple papers at once here.
⚠The license of the paper does not allow us to build upon its content and the AI assistant only knows about the paper metadata rather than the full article.
The previous summary was created more than a year ago and can be re-run (if necessary) by clicking on the Run button below.
⚠The license of this specific paper does not allow us to build upon its content and the summarizing tools will be run using the paper metadata rather than the full article. However, it still does a good job, and you can also try our tools on papers with more open licenses.
Similar papers summarized with our AI tools
Navigate through even more similar papers through a
tree representationLook for similar papers (in beta version)
We compare the title and abstract with papers indexed in our database. For arXiv papers, we search within the same category; for DOI and other sources, we search across sources and subjects. You can rerun the search as our database grows.
Disclaimer: The AI-based summarization tool and virtual assistant provided on this website may not always provide accurate and complete summaries or responses. We encourage you to carefully review and evaluate the generated content to ensure its quality and relevance to your needs.