2014
DOI: 10.1088/0004-637x/788/1/33
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Flexible and Scalable Methods for Quantifying Stochastic Variability in the Era of Massive Time-Domain Astronomical Data Sets

Abstract: We present the use of continuous-time autoregressive moving average (CARMA) models as a method for estimating the variability features of a light curve, and in particular its power spectral density (PSD). CARMA models fully account for irregular sampling and measurement errors, making them valuable for quantifying variability, forecasting and interpolating light curves, and variability-based classification. We show that the PSD of a CARMA model can be expressed as a sum of Lorentzian functions, which makes the… Show more

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Cited by 263 publications
(423 citation statements)
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“…Autoregressive processes, such as those used to describe quasar variability (Kelly et al 2014), have correlated (red) noise [characterized by a power spectrum of the form P(f) ∝ ν −2 ] which can introduce features in their time series, such as dips and humps (see Fig. 9).…”
Section: Mock Datamentioning
confidence: 99%
“…Autoregressive processes, such as those used to describe quasar variability (Kelly et al 2014), have correlated (red) noise [characterized by a power spectrum of the form P(f) ∝ ν −2 ] which can introduce features in their time series, such as dips and humps (see Fig. 9).…”
Section: Mock Datamentioning
confidence: 99%
“…The existence of a break frequency and associated flattening of the slope at low frequencies is still unclear, with various studies suggesting breaks occuring at scales of anywhere from ∼10 to ∼ 1000 days or longer (Collier et al 2001, Kelly et al 2009, MacLeod et al 2010. Recently Kelly et al (2014) introduced a flexible algorithm to estimate the PSD of light curves in the context of a broad family of continuous-time autoregressive moving average processes, which also enables estimates of PSD for sparsely sampled data to be obtained.…”
Section: Nevencaplar@physethzch 1 Zwicky Fellowmentioning
confidence: 99%
“…We then investigate the connections between the optical variability and the physical properties of the AGNs in terms of luminosity, black hole mass and redshift. In general, we use time domain analysis, using the SF formalism, as well as new methods introduced in Kelly et al (2014) to study variability in the frequency domain.…”
Section: Nevencaplar@physethzch 1 Zwicky Fellowmentioning
confidence: 99%
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“…By setting the PE power to β ≡ 1, the ACF becomes the one for the damped random walk (DRW) model (Kelly et al 2009;Koz lowski et al 2010;MacLeod et al 2010MacLeod et al , 2011MacLeod et al , 2012Butler & Bloom 2011;Ruan et al 2012;Zu et al 2011Zu et al , 2013Zu et al , 2016, which is the simplest of a broader class of continuous-time autoregressive moving average (CARMA) models (Kelly et al 2014). DRW is nowadays frequently used to model individual AGN light curves, although the PE power seems to be β > 1 for bright AGNs and/or massive black holes (Simm et al 2016; Koz lowski 2016a), causing biases in the measured DRW parameters (Koz lowski 2016b).…”
Section: Description Of Variabilitymentioning
confidence: 99%