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We carry out a comparative analysis of the performance of three algorithms widely used to identify significant periodicities in radial-velocity (RV) datasets: the Generalised Lomb-Scargle Periodogram (GLS), its modified version based on…

Earth and Planetary Astrophysics · Physics 2017-05-10 M. Pinamonti , A. Sozzetti , A. S. Bonomo , M. Damasso

An automatic Bayesian Kepler periodogram has been developed for identifying and characterizing multiple planetary orbits in precision radial velocity data. The periodogram is powered by a parallel tempering MCMC algorithm which is capable…

Astrophysics · Physics 2008-11-26 P. C. Gregory

Periodicity detection is a crucial step in time series tasks, including monitoring and forecasting of metrics in many areas, such as IoT applications and self-driving database management system. In many of these applications, multiple…

Machine Learning · Computer Science 2021-03-09 Qingsong Wen , Kai He , Liang Sun , Yingying Zhang , Min Ke , Huan Xu

In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates.…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Tomomichi Nakamura , Michael Small

Recent and future generation observatories will enable the study of variable astronomical phenomena through their time-domain capabilities. High temporal fidelity will allow for unprecedented investigations into the nature of variable…

Instrumentation and Methods for Astrophysics · Physics 2021-11-16 Michael Gowanlock , Nathaniel R. Butler , David E. Trilling , Andrew McNeill

This paper studies the nucleus decomposition problem, which has been shown to be useful in finding dense substructures in graphs. We present a novel parallel algorithm that is efficient both in theory and in practice. Our algorithm achieves…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-12 Jessica Shi , Laxman Dhulipala , Julian Shun

Multiple-frequency periodograms -- based on time series models consisting of two or more independent sinusoids -- have long been discussed. What is new here is the presentation of a practical, simple-to-use computational framework…

Instrumentation and Methods for Astrophysics · Physics 2026-01-09 Jeffrey D. Scargle , Sarah Wagner

A reexamination of period finding algorithms is prompted by new large area astronomical sky surveys that can identify billions of individual sources having a thousand or more observations per source. This large increase in data necessitates…

Instrumentation and Methods for Astrophysics · Physics 2025-02-05 Douglas P. Finkbeiner , Thomas A. Prince , Samuel E. Whitebook

Nucleus decompositions have been shown to be a useful tool for finding dense subgraphs. The coreness value of a clique represents its density based on the number of other cliques it is adjacent to. One useful output of nucleus decomposition…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-23 Jessica Shi , Laxman Dhulipala , Julian Shun

Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…

Machine Learning · Computer Science 2023-03-28 Chaoli Zhang , Tian Zhou , Qingsong Wen , Liang Sun

Time series anomaly detection is crucial for maintaining stable systems. Existing methods face two main challenges. First, it is difficult to directly model the dependencies of diverse and complex patterns within the sequences. Second, many…

Machine Learning · Computer Science 2025-04-22 Wenxin Zhang , Cuicui Luo

The famous Fourier theorem states that, under some restrictions, any periodic function (or real world signal) can be obtained as a sum of sinusoids, and hence, a technique exists for decomposing a signal into its sinusoidal components. From…

Numerical Analysis · Computer Science 2008-04-24 Sossio Vergara

Optimal frequency identification in astronomical datasets is crucial for variable star studies, exoplanet detection, and asteroseismology. Traditional period-finding methods often rely on specific parametric assumptions, employ binning…

Instrumentation and Methods for Astrophysics · Physics 2024-06-12 F. Stoppa , C. Johnston , E. Cator , G. Nelemans , P. J. Groot

In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven…

Information Theory · Computer Science 2015-07-09 Thomas Y. Hou , Zuoqiang Shi

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

Applications · Statistics 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

The monitoring of event frequencies can be used to recognize behavioral anomalies, to identify trends, and to deduce or discard hypotheses about the underlying system. For example, the performance of a web server may be monitored based on…

Logic in Computer Science · Computer Science 2020-01-13 Thomas Ferrère , Thomas A. Henzinger , Bernhard Kragl

We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression which provides a…

Statistics Theory · Mathematics 2016-08-22 Nicolas Durrande , James Hensman , Magnus Rattray , Neil D. Lawrence

The analysis of the time-frequency content of a signal is a classical problem in signal processing, with a broad number of applications in real life. Many different approaches have been developed over the decades, which provide alternative…

Numerical Analysis · Mathematics 2022-06-02 Antonio Cicone , Wing Suet Li , Haomin Zhou

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured…

Artificial Intelligence · Computer Science 2016-07-12 Pankaj Malhotra , Anusha Ramakrishnan , Gaurangi Anand , Lovekesh Vig , Puneet Agarwal , Gautam Shroff

Tensor decompositions, such as CANDECOMP/PARAFAC (CP), are widely used in a variety of applications, such as chemometrics, signal processing, and machine learning. A broadly used method for computing such decompositions relies on the…

Mathematical Software · Computer Science 2022-05-02 Christos Psarras , Lars Karlsson , Rasmus Bro , Paolo Bientinesi
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