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Title:
Studies in astronomical time series analysis. II - Statistical aspects of spectral analysis of unevenly spaced data
Authors:
Scargle, J. D.
Affiliation:
AA(NASA, Ames Research Center, Space Science Div., Moffett Field, CA)
Publication:
Astrophysical Journal, Part 1, vol. 263, Dec. 15, 1982, p. 835-853. (ApJ Homepage)
Publication Date:
12/1982
Category:
Astronomy
Origin:
STI
NASA/STI Keywords:
Astronomy, Signal Detection, Spectrum Analysis, Statistical Distributions, Time Series Analysis, Fourier Transformation, Frequency Response, Power Spectra, Signal To Noise Ratios
Comment:
A&AA ID. AAA032.021.052
DOI:
10.1086/160554
Bibliographic Code:
1982ApJ...263..835S

Abstract

Detection of a periodic signal hidden in noise is frequently a goal in astronomical data analysis. This paper does not introduce a new detection technique, but instead studies the reliability and efficiency of detection with the most commonly used technique, the periodogram, in the case where the observation times are unevenly spaced. This choice was made because, of the methods in current use, it appears to have the simplest statistical behavior. A modification of the classical definition of the periodogram is necessary in order to retain the simple statistical behavior of the evenly spaced case. With this modification, periodogram analysis and least-squares fitting of sine waves to the data are exactly equivalent. Certain difficulties with the use of the periodogram are less important than commonly believed in the case of detection of strictly periodic signals. In addition, the standard method for mitigating these difficulties (tapering) can be used just as well if the sampling is uneven. An analysis of the statistical significance of signal detections is presented, with examples

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