Related papers: De-Trending Time Series for Astronomical Variabili…
Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…
We introduce a novel technique to mitigate the adverse effects of atmospheric turbulence on astronomical imaging. Utilizing a video-to-image neural network trained on simulated data, our method processes a sliding sequence of short-exposure…
Longtime monitoring of gravitational lens systems is often done using telescopes and recording equipment with modest resolution. Still, it would be interesting to get as much information as possible from the measured lightcurves. From high…
We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…
A natural way to characterize the cluster structure of a dataset is by finding regions containing a high density of data. This can be done in a nonparametric way with a kernel density estimate, whose modes and hence clusters can be found…
This note outlines a method for clustering time series based on a statistical model in which volatility shifts at unobserved change-points. The model accommodates some classical stylized features of returns and its relation to GARCH is…
This paper addresses the problem of detecting time series outliers, focusing on systems with repetitive behavior, such as industrial robots operating on production lines.Notable challenges arise from the fact that a task performed multiple…
For time series data observed at non-random and possibly non-equidistant time points, we estimate the trend function nonparametrically. Under the assumption of a bounded total variation of the function and low-order moment conditions on the…
Periodicity analysis of unevenly collected data is a relevant issue in several scientific fields. In astrophysics, for example, we have to find the fundamental period of light or radial velocity curves which are unevenly sampled…
For a long time, research on time series anomaly detection has mainly focused on finding outliers within a given time series. Admittedly, this is consistent with some practical problems, but in other practical application scenarios, people…
Astronomical source deblending is the process of separating the contribution of individual stars or galaxies (sources) to an image comprised of multiple, possibly overlapping sources. Astronomical sources display a wide range of sizes and…
In images collected by astronomical surveys, stars and galaxies often overlap visually. Deblending is the task of distinguishing and characterizing individual light sources in survey images. We propose StarNet, a Bayesian method to deblend…
This paper presents an approach for identifying the root causes of collective anomalies given observational time series and an acyclic summary causal graph which depicts an abstraction of causal relations present in a dynamic system at its…
Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However,…
Time-lapse image sequences offer visually compelling insights into dynamic processes that are too slow to observe in real time. However, playing a long time-lapse sequence back as a video often results in distracting flicker due to random…
Light curves feature many kinds of variability, including instrumental systematics, intrinsic stellar variability such as pulsations, and flux changes caused by transiting exoplanets or eclipsing binary stars. Detrending is a key…
Measuring the angular clustering of galaxies as a function of redshift is a powerful method for extracting information from the three-dimensional galaxy distribution. The precision of such measurements will dramatically increase with…
Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…
Detection of a signal hidden by noise within a time series is an important problem in many astronomical searches, i.e. for light curves containing the contributions of periodic/semi-periodic components due to rotating objects and all other…
A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…