An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves

TL;DR

This paper introduces an autoregressive model for irregular discrete-time astronomical light curve data, capable of capturing residual autocorrelation, with applications in exoplanet transit analysis and variable star classification.

Contribution

It proposes a novel irregular autoregressive model, demonstrates its ergodicity and stationarity, and shows its effectiveness through simulations and real astronomical data applications.

Findings

Model is ergodic and stationary

Flexible in handling different data distributions

Effective in detecting residual autocorrelation in light curves

Abstract

Time series observations are ubiquitous in astronomy, and are generated to distinguish between different types of supernovae, to detect and characterize extrasolar planets and to classify variable stars. These time series are usually modeled using a parametric and/or physical model that assumes independent and homoscedastic errors, but in many cases these assumptions are not accurate and there remains a temporal dependency structure on the errors. This can occur, for example, when the proposed model cannot explain all the variability of the data or when the parameters of the model are not properly estimated. In this work we define an autoregressive model for irregular discrete-time series, based on the discrete time representation of the continuous autoregressive model of order 1. We show that the model is ergodic and stationary. We further propose a maximum likelihood estimation procedure and assess the finite sample performance by Monte Carlo simulations. We implement the model on real and simulated data from Gaussian as well as other distributions, showing that the model can flexibly adapt to different data distributions. We apply the irregular autoregressive model to the residuals of a transit of an extrasolar planet to illustrate errors that remain with temporal structure. We also apply this model to residuals of an harmonic fit of light-curves from variable stars to illustrate how the model can be used to detect incorrect parameter estimation.