Time Series Analysis时间系列分析.pdfVIP

Time Series Analysis Outline 1 Time series in astronomy 2 Frequency domain methods 3 Time domain methods 4 References Time series in astronomy Periodic phenomena: binary orbits (stars, extrasolar planets); stellar rotation (radio pulsars); pulsation (helioseismology, Cepheids) Stochastic phenomena: accretion (CVs, X-ray binaries, Seyfert gals, quasars); scintillation (interplanetary interstellar media); jet variations (blazars) Explosive phenomena: thermonuclear (novae, X-ray bursts), magnetic reconnection (solar/stellar flares), star death (supernovae, gamma-ray bursts) Difficulties in astronomical time series Gapped data streams: Diurnal monthly cycles; satellite orbital cycles; telescope allocations Heteroscedastic measurement errors: Signal-to-noise ratio differs from point to point Poisson processes: Individual photon/particle events in high-energy astronomy Important Fourier Functions Discrete Fourier Transform n d(ω ) = n−1/2 x exp(−2πitω ) j t j t=1 n n d(ω ) = n−1/2 x cos(2πiω t) − in−1/2 x sin(2πiω t) j t j t j t=1 t=1 Classical (Schuster) Periodogram I (ω ) = |d(ω )|2 j j Spectral Density h=∞ f (ω ) = exp(−2πiωh)γ (h) h=−∞ Fourier ana