Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics-parametric autoregressive modeling-are rarely used to interpret astronomical light curves. We review standard ARMA, ARIMA, and ARFIMA (autoregressive moving average fractionally integrated) models that treat short-memory autocorrelation, long-memory 1/f α "red noise," and nonstationary trends. Though designed for evenly spaced time series, moderately irregular cadences can be treated as evenly-spaced time series with missing data. Fitting algorithms are efficient and software implementations are widely available. We apply ARIMA models to light curves of four variable stars, discussing their effectiveness for different temporal characteristics. A variety of extensions to ARIMA are outlined, with emphasis on recently developed continuous-time models like CARMA and CARFIMA designed for irregularly spaced time series. Strengths and weakness of ARIMA-type modeling for astronomical data analysis and astrophysical insights are reviewed.Keywords: time domain astronomy, irregularly sampled time series, variable stars, quasars, statistical methods, time series analysis, autoregressive modeling, ARIMA
THE VARIABILITY OF COSMIC POPULATIONSExcept for five roving planets and an occasional comet or nova, the nighttime sky seems immutable to the human eye. The pattern and brightness of stars appears unchanging as from our childhood to old age. Myths from ancient Egyptian, Greek, and Australian Aboriginal cultures suggest that a few stars (such as Algol, Mira, and Aldeberan) were recognized as variables [1,2]. As telescopic studies proliferated from the seventeenth through twenty first centuries, more variable stars were found with a wide range of characteristics. Some are periodic due to pulsations, rotationally modulated spots, or eclipses of binary companions. Others vary in irregular ways from magnetic flares, eruptions, pulsations, accretion of gas from companions, and most spectacularly, nova and supernova explosions. Ten thousand stars in two dozen categories were cataloged by Kukarkin and Parenago [3]; this catalog now has over 50,000 stars with >100 classes [4]. NASA's Kepler mission has recently shown that most ordinary stars are variable when observed with ∼0.001% accuracy and dense cadences [5].The study of celestial objects with variable brightness has broadened hugely in recent decades, emerging as a recognized discipline called "time domain astronomy" [6]. The brightest sources in the X-ray and gamma-ray sky are highly variable, typically from accretion of gas onto neutron stars and black holes. Timescales range from milliseconds to decades with a bewildering range of