LGJan 31, 2023
Online estimation methods for irregular autoregressive modelsFelipe Elorrieta, Lucas Osses, Matias Cáceres et al.
In the last decades, due to the huge technological growth observed, it has become increasingly common that a collection of temporal data rapidly accumulates in vast amounts. This provides an opportunity for extracting valuable information through the estimation of increasingly precise models. But at the same time it imposes the challenge of continuously updating the models as new data become available. Currently available methods for addressing this problem, the so-called online learning methods, use current parameter estimations and novel data to update the estimators. These approaches avoid using the full raw data and speeding up the computations. In this work we consider three online learning algorithms for parameters estimation in the context of time series models. In particular, the methods implemented are: gradient descent, Newton-step and Kalman filter recursions. These algorithms are applied to the recently developed irregularly observed autoregressive (iAR) model. The estimation accuracy of the proposed methods is assessed by means of Monte Carlo experiments. The results obtained show that the proposed online estimation methods allow for a precise estimation of the parameters that generate the data both for the regularly and irregularly observed time series. These online approaches are numerically efficient, allowing substantial computational time savings. Moreover, we show that the proposed methods are able to adapt the parameter estimates quickly when the time series behavior changes, unlike batch estimation methods.
IMAug 7, 2020
Alert Classification for the ALeRCE Broker System: The Real-time Stamp ClassifierRodrigo Carrasco-Davis, Esteban Reyes, Camilo Valenzuela et al.
We present a real-time stamp classifier of astronomical events for the ALeRCE (Automatic Learning for the Rapid Classification of Events) broker. The classifier is based on a convolutional neural network, trained on alerts ingested from the Zwicky Transient Facility (ZTF). Using only the \textit{science, reference} and \textit{difference} images of the first detection as inputs, along with the metadata of the alert as features, the classifier is able to correctly classify alerts from active galactic nuclei, supernovae (SNe), variable stars, asteroids and bogus classes, with high accuracy ($\sim$94\%) in a balanced test set. In order to find and analyze SN candidates selected by our classifier from the ZTF alert stream, we designed and deployed a visualization tool called SN Hunter, where relevant information about each possible SN is displayed for the experts to choose among candidates to report to the Transient Name Server database. From June 26th 2019 to February 28th 2021, we have reported 6846 SN candidates to date (11.8 candidates per day on average), of which 971 have been confirmed spectroscopically. Our ability to report objects using only a single detection means that 70\% of the reported SNe occurred within one day after the first detection. ALeRCE has only reported candidates not otherwise detected or selected by other groups, therefore adding new early transients to the bulk of objects available for early follow-up. Our work represents an important milestone toward rapid alert classifications with the next generation of large etendue telescopes, such as the Vera C. Rubin Observatory.