IMSep 17, 2012
A Bayesian method for the analysis of deterministic and stochastic time seriesC. A. L. Bailer-Jones
I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement uncertainties for arbitrary error models (not just Gaussian) on both the time and signal variables. Any model for the deterministic component of the variation of the signal with time is supported, as is any model of the stochastic component on the signal and time variables. Models illustrated here are constant and sinusoidal models for the signal mean combined with a Gaussian stochastic component, as well as a purely stochastic model, the Ornstein-Uhlenbeck process. The posterior probability distribution over model parameters is determined via Monte Carlo sampling. Models are compared using the "cross-validation likelihood", in which the posterior-averaged likelihood for different partitions of the data are combined. In principle this is more robust to changes in the prior than is the evidence (the prior-averaged likelihood). The method is demonstrated by applying it to the light curves of 11 ultra cool dwarf stars, claimed by a previous study to show statistically significant variability. This is reassessed here by calculating the cross-validation likelihood for various time series models, including a null hypothesis of no variability beyond the error bars. 10 of 11 light curves are confirmed as being significantly variable, and one of these seems to be periodic, with two plausible periods identified. Another object is best described by the Ornstein-Uhlenbeck process, a conclusion which is obviously limited to the set of models actually tested.
IMJul 25, 2012
The expected performance of stellar parametrization with Gaia spectrophotometryC. Liu, C. A. L. Bailer-Jones, R. Sordo et al.
Gaia will obtain astrometry and spectrophotometry for essentially all sources in the sky down to a broad band magnitude limit of G=20, an expected yield of 10^9 stars. Its main scientific objective is to reveal the formation and evolution of our Galaxy through chemo-dynamical analysis. In addition to inferring positions, parallaxes and proper motions from the astrometry, we must also infer the astrophysical parameters of the stars from the spectrophotometry, the BP/RP spectrum. Here we investigate the performance of three different algorithms (SVM, ILIUM, Aeneas) for estimating the effective temperature, line-of-sight interstellar extinction, metallicity and surface gravity of A-M stars over a wide range of these parameters and over the full magnitude range Gaia will observe (G=6-20mag). One of the algorithms, Aeneas, infers the posterior probability density function over all parameters, and can optionally take into account the parallax and the Hertzsprung-Russell diagram to improve the estimates. For all algorithms the accuracy of estimation depends on G and on the value of the parameters themselves, so a broad summary of performance is only approximate. For stars at G=15 with less than two magnitudes extinction, we expect to be able to estimate Teff to within 1%, logg to 0.1-0.2dex, and [Fe/H] (for FGKM stars) to 0.1-0.2dex, just using the BP/RP spectrum (mean absolute error statistics are quoted). Performance degrades at larger extinctions, but not always by a large amount. Extinction can be estimated to an accuracy of 0.05-0.2mag for stars across the full parameter range with a priori unknown extinction between 0 and 10mag. Performance degrades at fainter magnitudes, but even at G=19 we can estimate logg to better than 0.2dex for all spectral types, and [Fe/H] to within 0.35dex for FGKM stars, for extinctions below 1mag.