1993
DOI: 10.1093/mnras/263.2.287
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The analysis of indexed astronomical time series – I. Basic methods

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Cited by 36 publications
(34 citation statements)
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“…Wood & Zarro (1981) suggested that it was near the first peak in period following the onset of a thermal pulse and that the period change should cease and/or change sign over the next century. Koen & Lombard (1995) and Percy & Colivas (1999) confirmed that the period change in W Dra was real by analyzing times of maximum, and Greaves (2000) used the AMPSCAN (Howarth 1991) procedure to measure the period change in this star. He found that the period increased from about 255 days in the early part of the 20th century to about 280 days in the late 1970s, where it has remained since.…”
Section: W Dramentioning
confidence: 82%
See 1 more Smart Citation
“…Wood & Zarro (1981) suggested that it was near the first peak in period following the onset of a thermal pulse and that the period change should cease and/or change sign over the next century. Koen & Lombard (1995) and Percy & Colivas (1999) confirmed that the period change in W Dra was real by analyzing times of maximum, and Greaves (2000) used the AMPSCAN (Howarth 1991) procedure to measure the period change in this star. He found that the period increased from about 255 days in the early part of the 20th century to about 280 days in the late 1970s, where it has remained since.…”
Section: W Dramentioning
confidence: 82%
“…Linear trends in period appear as parabolic curves in O À C, making the detection of period changes reasonably straightforward. This method was employed in the earliest work of Eddington and Plakidis in the 1920s and 1930s and continues to be employed today (see the series of papers by Koen & Lombard [1993], Percy & Au [1999], and Percy & Colivas [1999] for more details). The major limitation of such studies is that they require the measurement of times of maxima and minima-in effect, a ''preprocessing'' of the data.…”
Section: The Utility Of Wavelet Analysis For Deriving Rates Of Periodmentioning
confidence: 99%
“…The example observations analysed in Section 3 are in fact non‐stationary in variance, but the data can be divided into segments that are stationary.) This innocuous assumption has the important consequence that the sequences of residuals may be modelled as autoregressive moving average (ARMA) processes – see Koen & Lombard (1993, Paper I in this series). The most general form of an ARMA process is…”
Section: Methodsmentioning
confidence: 99%
“…Its mathematical foundations are treated in monographs such as Palma [22]. Autoregressive modeling is reviewed in the astronomical literature by Scargle [23], Koen and Lombard [24], and Caceres et al [submitted for publication].…”
Section: The Arma Arima and Arfima Modelsmentioning
confidence: 99%