相关论文: Analyzing X-ray variability by State Space Models

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…

We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the…

Radio astronomical observations have very poor signal to noise ratios, unlike in other disciplines. On the other hand, it is possible to observe the object of interest for long time intervals as well as using a wider bandwidth.…

We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…

The normalized excess variance is a popular method used by many authors to estimate the variability of active galactic nuclei (AGNs), especially in the X-ray band. We show that this estimator is affected by the cosmological time dilation,…

A class of multivariate periodic autoregressive models is proposed where coupling between time series is achieved through linear mean functions. Various response distributions with quadratic mean-variance relationships fit into the…

It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form…

We present results of recurrence analysis of 46 active galactic nuclei (AGN) using light curves from the 157-month catalog of the Swift Burst Alert Telescope (BAT) in the 14-150 keV band. We generate recurrence plots and compute recurrence…

Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich variety of time series, leverage any available external…

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…

A jet model for Galactic black-hole X-ray binaries will be presented that appears to explain several observational characteristics. In particular, it explains the energy spectrum from radio to hard X-rays, the time-lags as a function of…

A method is presented for investigating the periodic signal content of time series in which a number of signals is present, such as arising from the observation of multiperiodic oscillating stars in observational asteroseismology. Standard…

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Context: Variations in the mass accretion rate appear to be responsible for the rapid transitions in spectral type that are observed in increasingly more active galactic nuclei (AGNs). These objects are now labeled "changing-look" AGNs and…

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…

Optical observations cannot resolve the structure of active galactic nuclei (AGN), and a unified model for AGN was inferred mostly from indirect methods. Optical reverberation mapping allowed us to constrain the spatial dimension of the…

Quantitative helio- and asteroseismology require very precise measurements of the frequencies, amplitudes, and lifetimes of the global modes of stellar oscillation. It is common knowledge that the precision of these measurements depends on…

Among the most extreme objects in the Universe, active galactic nuclei (AGN) are luminous centers of galaxies where a black hole feeds on surrounding matter. The variability patterns of the light emitted by an AGN contain information about…

The detailed modelling of stellar oscillations is a powerful approach to characterising stars. However, poor treatment of systematics in theoretical models leads to misinterpretations of stars. Here we propose a more principled statistical…

We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for…