文章基本信息

标题：Improving the Lomb–Scargle Periodogram with the Thomson Multitaper
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作者：Aaron Springford ; Gwendolyn M.Eadie ; David J.Thomson 等
期刊名称：The Astronomical journal
印刷版ISSN：0004-6256
电子版ISSN：1538-3881
出版年度：2020
卷号：159
期号：5
页码：2844-2855
DOI：10.3847/1538-3881/ab7fa1
语种：English
出版社：American Institute of Physics
摘要：A common approach for characterizing the properties of time-series data that are evenly sampled in time is to estimate the power spectrum of the data using the periodogram.The periodogram as an estimator of the spectrum is (1) statistically inconsistent (i.e., its variance does not go to zero as infinite data are collected), (2) biased for finite samples, and (3) suffers from spectral leakage.In astronomy, time-series data are often unevenly sampled in time, and it is popular to use the Lomb–Scargle (LS) periodogram to estimate the spectrum.Unfortunately, from a statistical standpoint, the LS periodogram suffers from the same issues as the classical periodogram and has even worse spectral leakage.Here, we present an improvement on the LS periodogram by combining it with the Thomson multitaper approach.The multitaper spectral estimator is well established in the statistics and engineering literature for evenly sampled time series.It is attractive because it directly trades off bias and variance for frequency resolution, and is fast to compute: compared to an untapered spectral estimator, the multitaper adds no more than a couple of seconds for a time series with a million data points on a current desktop computer.Here, we describe an estimator that combines the multitaper with the LS periodogram.We show examples in which this new approach has improved properties compared to traditional approaches in the case of unevenly sampled time series.Finally, we demonstrate an application of the method to astronomy with an application to Kepler data.
关键词：Time series analysis;Interdisciplinary astronomy;Astrostatistics;Algorithms;Astrostatistics techniques;Astrostatistics strategies;Irregular cadence;Asteroseismology;Stellar oscillations