Related papers: Asymmetric Huber Periodogram
This paper introduces a novel periodogram-like function, called the expectile periodogram, for modeling spectral features of time series and detecting hidden periodicities. The expectile periodogram is constructed from trigonometric…
Accurate time series analysis is essential for studying variable astronomical sources, where detecting periodicities and characterizing power spectral density (PSD) are crucial. The Lomb-Scargle periodogram, commonly used in astronomy for…
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…
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…
We address the problem of assessing the statistical significance of candidate periodicities found using the so-called `multi-harmonic' periodogram, which is being used for detection of non-sinusoidal signals, and is based on the…
We propose a new information theoretic metric for finding periodicities in stellar light curves. Light curves are astronomical time series of brightness over time, and are characterized as being noisy and unevenly sampled. The proposed…
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…
The asymmetric objective function is proposed as an alternative to Huber objective function to model skewness and obtain robust estimators for the location, scale and skewness parameters. The robustness and asymptotic properties of the…
Persistent homology (PH) is a recently developed theory in the field of algebraic topology to study shapes of datasets. It is an effective data analysis tool that is robust to noise and has been widely applied. We demonstrate a general…
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…
The Lomb-Scargle periodogram is a well-known algorithm for detecting and characterizing periodic signals in unevenly-sampled data. This paper presents a conceptual introduction to the Lomb-Scargle periodogram and important practical…
Huber regression (HR) is a popular robust alternative to the least squares regression when the error follows a heavy-tailed distribution. We propose a new method called the enveloped Huber regression (EHR) by considering the envelope…
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…
The periodogram is a widely used tool to analyze second order stationary time series. An attractive feature of the periodogram is that the expectation of the periodogram is approximately equal to the underlying spectral density of the time…
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…
This paper introduces the multiband periodogram, a general extension of the well-known Lomb-Scargle approach for detecting periodic signals in time-domain data. In addition to advantages of the Lomb-Scargle method such as treatment of…
We introduce an extension of the periodogram concept to time-resolved spectroscopy. USuRPER -- Unit Sphere Representation PERiodogram -- is a novel technique which opens new horizons in the analysis of astronomical spectra. It can be used…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
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…
The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…