Detrending time series for astronomical variability surveys

We present a detrending algorithm for the removal of trends in time series. Trends in time series could be caused by various systematic and random noise sources such as cloud passages, changes of airmass, telescope vibration, CCD noise or defects of photometry. Those trends undermine the intrinsic signals of stars and should be removed. We determine the trends from subsets of stars that are highly correlated among themselves. These subsets are selected based on a hierarchical tree clustering algorithm. A bottom-up merging algorithm based on the departure from normal distribution in the correlation is developed to identify subsets, which we call clusters. After identification of clusters, we determine a trend per cluster by weighted sum of normalized light curves. We then use quadratic programming to detrend all individual light curves based on these determined trends. Experimental results with synthetic light curves containing artificial trends and events are presented. Results from other detrending methods are also compared. The developed algorithm can be applied to time series for trend removal in both narrow and wide field astronomy.

[1]  H.-C. Lin,et al.  First Results from the Taiwanese-American Occultation Survey (TAOS) , 2008 .

[2]  Timothy M. Brown,et al.  Time-Resolved CCD Photometry of an Ensemble of Stars , 1988 .

[3]  T. W. Anderson,et al.  Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes , 1952 .

[4]  Anil K. Jain,et al.  Data clustering: a review , 1999, CSUR.

[5]  Hans Kjeldsen,et al.  HIGH-PRECISION TIME-RESOLVED CCD PHOTOMETRY , 1992 .

[6]  G. Pojmański,et al.  β Cephei stars in the ASAS-3 data I. Long-term variations of periods and amplitudes , , 2008 .

[7]  Hans-Peter Kriegel,et al.  A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases with Noise , 1996, KDD.

[8]  Atsushi Imiya,et al.  Machine Learning and Data Mining in Pattern Recognition , 2013, Lecture Notes in Computer Science.

[9]  R. Fisher FREQUENCY DISTRIBUTION OF THE VALUES OF THE CORRELATION COEFFIENTS IN SAMPLES FROM AN INDEFINITELY LARGE POPU;ATION , 1915 .

[10]  Narendra Ahuja,et al.  Gaussian mixture model for human skin color and its applications in image and video databases , 1998, Electronic Imaging.

[11]  Satoru Miyano,et al.  Open source clustering software , 2004 .

[12]  Tsevi Mazeh,et al.  Correcting systematic effects in a large set of photometric light curves , 2005, astro-ph/0502056.

[13]  Ian Witten,et al.  Data Mining , 2000 .

[14]  E. Agol,et al.  Analytic Light Curves for Planetary Transit Searches , 2002, astro-ph/0210099.

[15]  T. W. Anderson R. A. Fisher and multivariate analysis , 1996 .

[16]  Asymptotic expansions for the moments of the distribution of correlation coefficient. , 1966 .

[17]  Michel Breger,et al.  Communications in Asteroseismology , 2009 .

[18]  D. Goldfarb,et al.  Dual and primal-dual methods for solving strictly convex quadratic programs , 1982 .

[19]  David Charbonneau,et al.  TrES-1: The Transiting Planet of a Bright K0 V Star , 2004 .

[20]  R. G. West,et al.  WASP-3b: a strongly irradiated transiting gas-giant planet , 2007, 0711.0126.

[21]  J. E. Stys,et al.  The XO Project: Searching for Transiting Extrasolar Planet Candidates , 2005, astro-ph/0505560.

[22]  D. A. Bell,et al.  Applied Statistics , 1953, Nature.

[23]  R. Fildes Journal of the American Statistical Association : William S. Cleveland, Marylyn E. McGill and Robert McGill, The shape parameter for a two variable graph 83 (1988) 289-300 , 1989 .

[24]  Steve B. Howell,et al.  A Technique for Ultrahigh‐Precision CCD Photometry , 2001 .

[25]  Jiawei Han,et al.  Efficient and Effective Clustering Methods for Spatial Data Mining , 1994, VLDB.

[26]  M. Stephens EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .

[27]  K. Stanek,et al.  Wide‐Field Millimagnitude Photometry with the HAT: A Tool for Extrasolar Planet Detection , 2004, astro-ph/0401219.

[28]  E. Schmidt,et al.  Photometry of Type II Cepheid Candidates from the ROTSE-I Demonstration Project , 2007 .

[29]  David Jewitt,et al.  Kuiper Belt Objects: Relics from the Accretion Disk of the Sun , 2002 .

[30]  G. Jacoby,et al.  TIME-RESOLVED PHOTOMETRY USING A CCD. , 1986 .

[31]  Jeff A. Valenti,et al.  XO-5b: A Transiting Jupiter-sized Planet with a 4 Day Period , 2008, 0805.2399.

[32]  D. Ciardi,et al.  Stellar Variability in a Survey of Field Stars , 2002 .

[33]  J. Munn,et al.  The USNO-B Catalog , 2002, astro-ph/0210694.

[34]  J. Wren,et al.  ROTSE All-Sky Surveys for Variable Stars. I. Test Fields , 2000 .

[35]  Carnegie,et al.  HAT-P-1b: A Large-Radius, Low-Density Exoplanet Transiting One Member of a Stellar Binary* ** , 2007 .

[36]  Department of Physics,et al.  HAT-P-7b: An Extremely Hot Massive Planet Transiting a Bright Star in the Kepler Field , 2008, 0803.0746.

[37]  Arlo U. Landolt,et al.  UBVRI Photometric Standard Stars in the Magnitude Range 11 , 1992 .

[38]  Christophe G. Giraud-Carrier,et al.  Learning the Threshold in Hierarchical Agglomerative Clustering , 2006, 2006 5th International Conference on Machine Learning and Applications (ICMLA'06).

[39]  J. A. Hartigan,et al.  A k-means clustering algorithm , 1979 .

[40]  R. W. Noyes,et al.  A trend filtering algorithm for wide-field variability surveys , 2004 .

[41]  E. Schmidt THE BEHLEN OBSERVATORY VARIABLE STAR SURVEY: FIRST RESULTS , 1991 .

[42]  L. Deng Ieee Transactions on Speech and Audio Processing, Speech Trajectory Discrimination Using the Minimum Classiication Error Learning , 1997 .

[43]  Donald Goldfarb,et al.  A numerically stable dual method for solving strictly convex quadratic programs , 1983, Math. Program..

[44]  H.-C. Lin,et al.  The Taiwanese-American Occultation Survey: The Multi-Telescope Robotic Observatory , 2008, 0802.0303.

[45]  Mike E. Davies,et al.  IEEE International Conference on Acoustics Speech and Signal Processing , 2008 .

[46]  Michael J. Todd,et al.  Mathematical programming , 2004, Handbook of Discrete and Computational Geometry, 2nd Ed..

[47]  H. Damasio,et al.  IEEE Transactions on Pattern Analysis and Machine Intelligence: Special Issue on Perceptual Organization in Computer Vision , 1998 .

[48]  Ralph B. D'Agostino,et al.  Goodness-of-Fit-Techniques , 2020 .

[49]  Kiseon Kim,et al.  Why Gaussianity? , 2008, IEEE Signal Processing Magazine.

[50]  Donald H. Epand,et al.  PRECISE AUTOMATIC DIFFERENTIAL STELLAR PHOTOMETRY , 1991 .

[51]  A. L. Bowley The Standard Deviation of the Correlation Coefficient , 1928 .

[52]  John C. Geary,et al.  Megacam: paving the focal plane of the MMT with silicon , 1998, Astronomical Telescopes and Instrumentation.