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Global Signals in Time-Series Data

Global Signals in Time-Series Data

Lecture on Day 4 of the LSST Data Science Fellowship Program.

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Abbie Stevens

June 13, 2019
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  1. Global Signals in Time-Series Data Dr. Abbie Stevens Michigan State

    University & University of Michigan alstev@pa.msu.edu @abigailstev github.com/abigailstev Image: NASA/JPL-Caltech
  2. Outline • Poisson noise, flicker noise, red noise • Red

    noise pretending to be a cool signal • Broadband/band-limited noise • AGN reverberation • Light echoes • Orbital modulation • Multi-wavelength jet physics • Grab-bag of time domain science • Things to worry about: deadtime and pile-up Signals in time series • Abbie Stevens
  3. Poisson noise (a form of “white noise”) Signals in time

    series • Abbie Stevens • In power spectra: P~ν, =0 • Not correlated on any timescale
  4. Flicker noise Signals in time series • Abbie Stevens •

    In power spectra: P~ν, =-1 • Correlated on medium-short timescales (short “memory”)
  5. Red noise (random walk) Signals in time series • Abbie

    Stevens • In power spectra: P~ν, =-2 • Correlated on long timescales (long “memory”) • Ornstein-Uhlenbeck: ~red noise + friction: tends towards a mean value over long time
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