اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدPeriod Estimation in Astronomical Time Series Using Slotted Correntropy
309
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In this letter, we propose a method for period estimation in light curves from periodic variable stars using correntropy. Light curves are astronomical time series of stellar brightness over time, and are characterized as being noisy and unevenly sampled. We propose to use slotted time lags in order to estimate correntropy directly from irregularly sampled time series. A new information theoretic metric is proposed for discriminating among the peaks of the correntropy spectral density. The slotted correntropy method outperformed slotted correlation, string length, VarTools (Lomb-Scargle periodogram and Analysis of Variance), and SigSpec applications on a set of light curves drawn from the MACHO survey.
قيم البحث
اقرأ أيضاً
We present here a provenance management system adapted to astronomical projects needs. We collected use cases from various astronomy projects and defined a data model in the ecosystem developed by the IVOA (International Virtual Observatory Alliance)
. From those use cases, we observed that some projects already have data collections generated and archived, from which the provenance has to be extracted (provenance on top), and some projects are building complex pipelines that automatically capture provenance information during the data processing (capture inside). Different tools and prototypes have been developed and tested to capture, store, access and visualize the provenance information, which participate to the shaping of a full provenance management system able to handle detailed provenance information.
The exact period determination of a multi-periodic variable star based on its luminosity time series data is believed a task requiring skill and experience. Thus the majority of available time series analysis techniques require human intervention to
some extent. The present work is dedicated to establish an automated method of period (or frequency) determination from the time series database of variable stars. Relying on the SigSpec method (Reegen 2007), the technique established here employs a statistically unbiased treatment of frequency-domain noise and avoids spurious (i. e. noise induced) and alias peaks to the highest possible extent. Several add-ons were incorporated to tailor SigSpec to our requirements. We present tests on 386 stars taken from ASAS2 project database. From the output file produced by SigSpec, the frequency with maximum spectral significance is chosen as the genuine frequency. Out of 386 variable stars available in the ASAS2 database, our results contain 243 periods recovered exactly and also 88 half periods, 42 different periods etc. SigSpec has the potential to be effectively used for fully automated period detection from variable stars time series database. The exact detection of periods helps us to identify the type of variability and classify the variable stars, which provides a crucial information on the physical processes effective in stellar atmospheres.
This letter analyzes a class of information freshness metrics for large IoT systems in which terminals employ slotted ALOHA to access a common channel. Considering a Gilbert- Elliot channel model, information freshness is evaluated through a penalty
function that follows a power law of the time elapsed since the last received update, in contrast with the linear growth of age of information. By means of a signal flow graph analysis of Markov processes, we provide exact closed form expressions for the average penalty and for the peak penalty violation probability.
Let ${X_n}_{n=0}^{infty}$ be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of $X_{n+1}$ based on the observations $X_i$, $0le ile n$ in a strongly consistent way. Bailey and Ryabko
proved that this is not possible even for ergodic binary time series if one estimates at all values of $n$. We propose a very simple algorithm which will make prediction infinitely often at carefully selected stopping times chosen by our rule. We show that under certain conditions our procedure is strongly (pointwise) consistent, and $L_2$ consistent without any condition. An upper bound on the growth of the stopping times is also presented in this paper.
The forward estimation problem for stationary and ergodic time series ${X_n}_{n=0}^{infty}$ taking values from a finite alphabet ${cal X}$ is to estimate the probability that $X_{n+1}=x$ based on the observations $X_i$, $0le ile n$ without prior know
ledge of the distribution of the process ${X_n}$. We present a simple procedure $g_n$ which is evaluated on the data segment $(X_0,...,X_n)$ and for which, ${rm error}(n) = |g_{n}(x)-P(X_{n+1}=x |X_0,...,X_n)|to 0$ almost surely for a subclass of all stationary and ergodic time series, while for the full class the Cesaro average of the error tends to zero almost surely and moreover, the error tends to zero in probability.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
