Related papers: Detecting non-sinusoidal periodicities in observat…
Astronomical time series often have non-uniform sampling in time, or irregular cadences, with long gaps separating clusters of observations. Some of these data sets are also explicitly non-Gaussian with respect to the expected model fit, or…
One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…
The Lomb-Scargle periodogram is a common tool in the frequency analysis of unequally spaced data equivalent to least-squares fitting of sine waves. We give an analytic solution for the generalisation to a full sine wave fit, including an…
New time-series analysis tools are needed in disciplines as diverse as astronomy, economics and meteorology. In particular, the increasing rate of data collection at multiple wavelengths requires new approaches able to handle these data.…
We introduce and test several novel approaches for periodicity detection in unevenly-spaced sparse datasets. Specifically, we examine five different kinds of periodicity metrics, which are based on non-parametric measures of serial…
The aim of our paper is to investigate the properties of the classical phase-dispersion minimization (PDM), analysis of variance (AOV), string-length (SL), and Lomb-Scargle (LS) power statistics from a statistician's perspective. We confirm…
We estimate the probability that random noise, of several plausible standard distributions, creates a false alarm that a periodicity (or log-periodicity) is found in a time series. We investigate general situations with non-Gaussian…
This paper introduces a novel spectral M-estimator, called the asymmetric Huber periodogram (AHP), for periodicity detection in time series. The AHP is constructed from trigonometric asymmetric Huber regression, where a specially designed…
In Patil et. al 2024a, we developed a multitaper power spectrum estimation method, mtNUFFT, for analyzing time-series with quasi-regular spacing, and showed that it not only improves upon the statistical issues of the Lomb-Scargle…
The need to unravel modulations hidden in noisy time series of experimental data is a well known problem, traditionally attacked through a variety of methods, among which a popular tool is the so called Lomb-Scargle periodogram. Recently,…
While the Lomb-Scargle periodogram is foundational to astronomy, it has a significant shortcoming: the variance in the estimated power spectrum does not decrease as more data are acquired. Statisticians have a 60-year history of developing…
In this paper, an over-sampled periodogram higher criticism (OPHC) test is proposed for the global detection of sparse periodic effects in a complex-valued time series. An explicit minimax detection boundary is established between the…
We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…
A new, computationally- and statistically-efficient algorithm, the Fast $\chi^2$ algorithm, can find a periodic signal with harmonic content in irregularly-sampled data with non-uniform errors. The algorithm calculates the minimized…
Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…
Period searches in event data have traditionally used the Rayleigh statistic, $R^2$. For X-ray pulsars, the standard has been the $Z^2$ statistic, which sums over more than one harmonic. For $\gamma$-rays, the $H$-test, which optimizes the…
Many speech and music analysis and processing schemes rely on an estimate of the fundamental frequency $f_0$ of periodic signal components. Most established schemes apply rather unspecific signal models such as sinusoidal models to the…
The use of non-orthogonal signals has several benefits over orthogonal signals in multi-coded communications. We provide a novel, theoretical study of non-orthogonal signaling to expand the applicability of these schemes. Motivated by a…
Ongoing and future surveys with repeat imaging in multiple bands are producing (or will produce) time-spaced measurements of brightness, resulting in the identification of large numbers of variable sources in the sky. A large fraction of…