ASCL.net

Astrophysics Source Code Library

Making codes discoverable since 1999

ASCL Code Record

[ascl:1010.039] Parameter Estimation from Time-Series Data with Correlated Errors: A Wavelet-Based Method and its Application to Transit Light Curves

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has a power spectral density varying as $1/f^gamma$. We present an accurate and fast [O(N)] algorithm for parameter estimation based on computing the likelihood in a wavelet basis. The method is illustrated and tested using simulated time-series photometry of exoplanetary transits, with particular attention to estimating the midtransit time. We compare our method to two other methods that have been used in the literature, the time-averaging method and the residual-permutation method. For noise processes that obey our assumptions, the algorithm presented here gives more accurate results for midtransit times and truer estimates of their uncertainties.

Code site:
http://dx.doi.org/10.20356/C4VC7D
Described in:
https://ui.adsabs.harvard.edu/abs/2009ApJ...704...51C
Bibcode:
2010ascl.soft10039C

Views: 4813

ascl:1010.039
Add this shield to your page
Copy the above HTML to add this shield to your code's website.