Studies in astronomical time series analysis. II - Statistical aspects of spectral analysis of unevenly spaced data
1982/12/01 by J. D. Scargle · 145 citations
Chemistry · Computer Science · #Spectroscopy and Chemometric Analyses #Time Series Analysis and Forecasting
paper · doi:10.1086/160554
Abstract
Detection of a periodic signal hidden in noise is frequently a goal in astronomical data analysis. This paper does not introduce a new detection technique, but instead studies the reliability and efficiency of detection with the most commonly used technique, the periodogram, in the case where the observation times are unevenly spaced. This choice was made because, of the methods in current use, it appears to have the simplest statistical behavior. A modification of the classical definition of the periodogram is necessary in order to retain the simple statistical behavior of the evenly spaced case. With this modification, periodogram analysis and least-squares fitting of sine waves to the data are exactly equivalent. Certain difficulties with the use of the periodogram are less important than commonly believed in the case of detection of strictly periodic signals. In addition, the standard method for mitigating these difficulties (tapering) can be used just as well if the sampling is uneven. An analysis of the statistical significance of signal detections is presented, with examples
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