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Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

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

Period estimation is one of the central topics in astronomical time series analysis, where data is often unevenly sampled. Especially challenging are studies of stellar magnetic cycles, as there the periods looked for are of the order of…

Solar and Stellar Astrophysics · Physics 2018-07-25 N. Olspert , J. Pelt , M. J. Käpylä , J. Lehtinen

The periodogram is a popular tool that tests whether a signal consists only of noise or if it also includes other components. The main issue of this method is to define a critical detection threshold that allows identification of a…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 R. Vio , P. Andreani , A. Biggs

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…

Applications · Statistics 2022-11-21 Efthymia Derezea , Alfred Kume , Dirk Froebrich

We introduce a new periodicity detection algorithm for binary time series of event onsets, the Gaussian Mixture Periodicity Detection Algorithm (GMPDA). The algorithm approaches the periodicity detection problem to infer the parameters of a…

Methodology · Statistics 2022-01-21 Ezekiel Barnett , Olga Kaiser , Jonathan Masci , Ernst Wit , Stephany Fulda

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…

Instrumentation and Methods for Astrophysics · Physics 2013-01-22 R. Vio , M. Diaz-Trigo , P. Andreani

Radio observations of the neutral hydrogen signal from the Cosmic Dawn and Epoch of Reionisation have helped to provide constraints on the properties of the first stars and galaxies. Since this global 21-cm cosmological signal from the…

Cosmology and Nongalactic Astrophysics · Physics 2024-01-09 Christian J. Kirkham , Dominic J. Anstey , Eloy de Lera Acedo

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is…

Machine Learning · Computer Science 2024-01-12 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Haishuai Wang , Khoa T. Phan , Yi-Ping Phoebe Chen , Shirui Pan , Wei Xiang

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…

Machine Learning · Computer Science 2025-06-24 Berken Utku Demirel , Christian Holz

The estimation of periodicity is a fundamental task in many scientific areas of study. Existing methods rely on theoretical assumptions that the observation times have equal or i.i.d. spacings, and that common estimators, such as the…

Methodology · Statistics 2021-06-01 Panos Toulis , Jacob Bean

Aperiodic variability is a characteristic feature of young stars, massive stars, and active galactic nuclei. With the recent proliferation of time domain surveys, it is increasingly essential to develop methods to quantify and analyze…

Instrumentation and Methods for Astrophysics · Physics 2026-04-01 Krzysztof Findeisen , Ann Marie Cody , Lynne Hillenbrand

The periodic Gaussian process (PGP) has been increasingly used to model periodic data due to its high accuracy. Yet, computing the likelihood of PGP has a high computational complexity of $\mathcal{O}\left(n^{3}\right)$ ($n$ is the data…

Methodology · Statistics 2023-02-10 Yongxiang Li , Yuting Pu , Changming Cheng , Qian Xiao

The ability to automatically and robustly self-verify periodicity present in time-series astronomical data is becoming more important as data sets rapidly increase in size. The age of large astronomical surveys has rendered manual…

Instrumentation and Methods for Astrophysics · Physics 2024-06-14 Niall Miller , Philip Lucas , Yi Sun , Zhen Guo , Calum Morris , William Cooper

We propose a similarity measure for sparsely sampled time course data in the form of a log-likelihood ratio of Gaussian processes (GP). The proposed GP similarity is similar to a Bayes factor and provides enhanced robustness to noise in…

Machine Learning · Computer Science 2021-02-25 Zijing Liu , Mauricio Barahona

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian…

Instrumentation and Methods for Astrophysics · Physics 2022-11-11 Suzanne Aigrain , Daniel Foreman-Mackey

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

Time series analysis is fundamental to characterizing the variability inherent in multi-wavelength emissions from blazars. However, a major observational challenge lies in the need for well-sampled, temporally uniform data, which is often…

High Energy Astrophysical Phenomena · Physics 2025-10-23 P. Peñil , N. Torres-Albà , A. Rico , S. Buson , M. Ajello , A. Domínguez , S. Adhikari

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…

Instrumentation and Methods for Astrophysics · Physics 2017-11-29 Abhijit Saha , A. Katherina Vivas
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