Related papers: Analyzing X-ray variability by Linear State Space …

We present an overview on how variability can be used to constrain the location of the ionized outflow in nearby Active Galactic Nuclei using high-resolution X-ray spectroscopy. Without these constraints on the location of the outflow, the…

This study delves into the domain of dynamical systems, specifically the forecasting of dynamical time series defined through an evolution function. Traditional approaches in this area predict the future behavior of dynamical systems by…

This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…

Automatic classification methods applied to sky surveys have revolutionized the astronomical target selection process. Most surveys generate a vast amount of time series, or \quotes{lightcurves}, that represent the brightness variability of…

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…

The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…

We propose a novel method applied to extrasolar planetary dynamics to describe the system stability. The observations in this field serve the measurements mainly of radial velocity, transit time, and/or celestial position. These scalar time…

The lamp-post geometry is often used to model X-ray data of accreting black holes. Despite its simple assumptions, it has proven to be powerful in inferring fundamental black hole properties such as the spin. Early results of X-ray…

In discussing the short-time variability of extragalactic X-ray sources, we focus on explaining how wavelet transform in conjunction with non-linear filtering methods are used to remove Poisson statistics and wobble-related variability from…

As the hunt for an Earth-like exoplanets has intensified in recent years, so has the effort to characterise and model the stellar signals that can hide or mimic small planetary signals. Stellar variability arises from a number of sources,…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Nonlinear time series analysis has been widely used to search for signatures of low-dimensional chaos in light curves emanating from astrophysical bodies. A particularly popular example is the microquasar GRS 1915+105, whose irregular but…

We use data from a recent long ASCA observation of the Narrow Line Seyfert 1 Ark 564 to investigate in detail its timing properties. We show that a thorough analysis of the time series, employing techniques not generally applied to AGN…

Linear regression is common in astronomical analyses. I discuss a Bayesian hierarchical modeling of data with heteroscedastic and possibly correlated measurement errors and intrinsic scatter. The method fully accounts for time evolution.…

We show that the rms-flux relation recently discovered in the X-ray light curves of Active Galactic Nuclei (AGN) and X-ray binaries (XRBs) implies that the light curves have a formally non-linear, exponential form, provided the rms-flux…

We present an analysis of X-ray variability in a flux limited sample of QSOs. Selected from our deep ROSAT survey, these QSOs span a wide range in redshift ($0.1<z<3.2$) and are typically very faint, so we have developed a method to…

Context. Recently our ability to study stars using asteroseismic techniques has increased dramatically, largely through the use of space based photometric observations. Work has also been done using ground based spectroscopic observations…

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…