相关论文: MAVKA: Software for Statistically Optimal Determin…
Advanced MAVKA software for the approximation of extrema observations is used to analyze the variability of the brightness of pulsating and eclipsing stars, but may be useful in analyzing signals of any nature. A new algorithm using a…
The software MAVKA is described, which was elaborated for statistically optimal determination of the characteristics of the extrema of 1000+ variable stars of different types, mainly eclipsing and pulsating. The approximations are…
The methods for determination of the characteristics of the extrema are discussed with an application to irregularly spaced data, which are characteristic for photometrical observations of variable stars. We introduce new special functions,…
The invited review of own algorithms and software (MAVKA and MCV) for the data analysis of astronomical signals - irregularly spaced, multi-periodic multi-harmonic, periodogram analysis and approximations with taking into account a…
Astronomical data are typically irregular in time, e.g. the space (HIPPARCOS/TYCHO, KEPLER, GAIA, WISE etc.) and ground-based CCD (NSVS, ASAS, CRTS, SuperWASP etc.) and photographic (Harvard, Sonneberg, Odessa etc.) photometrical surveys.…
The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the…
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These…
Variational time discretization schemes are getting of increasing importance for the accurate numerical approximation of transient phenomena. The applicability and value of mixed finite element methods (MFEM) in space for simulating…
Having a need to perform differential photometry for tens of thousands stars in a several square degrees field, we developed Astrokit program. The software corrects the star brightness variations caused by variations of atmospheric…
Two methods for the determination of extrema timings and their uncertainties appropriate for the analysis of time series of variable stars using matrix calculus are presented. The method I is suitable for determination of times of extrema…
I propose a new procedure to estimate the False Alarm Probability, the measure of significance for peaks of periodograms. The key element of the new procedure is the use of generalized extreme-value distributions, the limiting distribution…
This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…
Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…
I present an analytic method for estimating the errors in fitting a distribution. A well-known theorem from statistics gives the minimum variance bound (MVB) for the uncertainty in estimating a set of parameters $\l_i$, when a distribution…
Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…
The paper introduces the software Spectangular for spectral disentangling via singular value decomposition with global optimisation of the orbital parameters of the stellar system or radial velocities of the individual observations. We will…
Extreme value analysis (EVA) is a statistical method that studies the properties of extreme values of datasets, crucial for fields like engineering, meteorology, finance, insurance, and environmental science. EVA models extreme events using…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
With the large amounts of spectroscopic data available today and the very large surveys to come (e.g. Gaia), the need for automatic data analysis software is unquestionable. We thus developed an automatic spectra analysis program for the…