767601S

Time Series Analysis in Astronomy

 

an advanced course (5 credits)

at the Space Physics and Astronomy research unit, University of Oulu

The course period: January 7 – February 27, 2025

Lectures, exercise and practical sessions take place in the computer class YL124

The course is lectured in English

Teacher: Vitaly Neustroev, MA 308, vitaly[-at-]neustroev.net

 


 

Course content:

  • Time Series Analysis: Methods for evenly sampled data
  • Time Series Analysis: Methods for unevenly sampled data
  • Timing methods in Optical and X-ray Astronomy
  • Timing features in Optical and X-ray Astronomy

Theoretical and practical considerations will be supplemented with the home exercises which constitute the important part of the course.

 

Literature:

  • Fourier Analysis of Time Series: An Introduction (2nd edition – 2000) – P. Bloomfield: ISBN: 978-0-471-88948-9
  • Asteroseismology (2010) – C. Aerts, J. Christensen-Dalsgaard, D. W. Kurtz: ISBN: 978-1-4020-5178-4
  • Fourier techniques in X-ray timing (1988) – M. van der Klis: can be downloaded from here
  • Fourier Analysis with Unequally-Spaced Data (1975) – T. J. Deeming: can be downloaded from here
  • Astronomical Time Series Analysis: Lecture Notes – Jaan Pelt: can be downloaded from here

 

Schedule:

  • Lecture 1: January 7: Introduction (Time Series, Light Curves, Time, Phase, Ephemeris)
    PDF
  • Lecture 2: January 10: Introduction (Simplest methods of Time Series Analysis, Frequency).
    PDF * Light Curve (to download click right mouse button and “Save Link As”)
  • Lecture 3: January 16: Harmonic Analysis. Fourier transform. Continuous and Discrete Fourier transforms, Power Density Spectrum.
    PDF
  • Exercise session: January 21: How Continuous and Discrete FT are connected? Discrete FT of a sinusoid.
    Program set N1 * Viewer (simple plotting utilites) * Light Curve (sin)
  • Lecture 4 and Exercise session: January 23: How Continuous and Discrete FT are connected? Discrete FT of a sinusoid.
    PDF

  • Exercise session: January 28: Power Density Spectrum. Poisson noise.
    Poisson data * Light Curves (eclipses and skewed-sin)
  • Lecture 5: January 31: Leahy normallization. Statistics of Power Spectra. Useful tips.
    PDF
  • Exercise session: February 4: Statistics of Power Spectra.
    TimeRebin * Conf. level data * QPO 1
  • Exercise session at home: February 6.
    Data for practical work * TimeRebin
  • Lecture 6: February 11: Spectral Analysis with Unevenly-Spaced Data. Discrete Fourier Transform. Lomb-Scargle periodogram. Combined analysis of power spectra. Dealing with Aliases. CLEAN algorithm.
    PDF * Paper (Deeming) * Paper (Sturrock) * Lomb-Scargle Win & Src * CLEAN
  • Exercise session at home: February 13.
    Real Data for practice
  • Lecture 7: February 18: Spectral Analysis with Unevenly-Spaced Data (cont.): Non-parametric Frequency Analysis Methods. Comparison of PDM and the LS method.
    PDF
  • Lecture 8: February 20: Time Series Analysis in the Time Domain. Cross-Correlation. Autocorrelation. O-C Diagram. Detrending.
    PDF
  • Lecture 9: February 26: Conclusion.
    PDF