Search NASA⌕ Search

SEARCH · Search NASA

Results for “periodogram”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

Red Noise–based False Alarm Thresholds for Astrophysical Periodograms via Whittle’s Approximation to the Likelihood

Astronomers who search for periodic signals using Lomb–Scargle periodograms rely on false alarm level (FAL) estimates to identify statistically significant peaks. Although FALs are often calculated from white noise models, many astronomical time series suffer from red noise. Prewhitening is a statistical technique in which a continuum model is subtracted from the log power spectrum estimate, after which the observer can proceed with a white-noise treatment. Here we present a prewhitening-based method of calculating frequency-dependent FALs. We fit power laws and autoregressive models of order 1 to each Lomb–Scargle periodogram by minimizing the Whittle approximation to the negative log-likelihood (NLL), then calculate FALs based on the best-fit model power spectrum. Our technique is a novel extension of the Whittle NLL to datasets with uneven time sampling. We demonstrate FAL calculations using observations of α Cen B, GJ 581, HD 192310, synthetic data from the radial velocity (RV) fitting challenge, and Kepler observations of a differential rotator. The Kepler data analysis shows that only true rotation signals are detected by red noise FALs, while white noise FALs suggest all spurious peaks in the low-frequency range are significant. A high-frequency sinusoid injected into α Cen B logR$'$ HK observations exceeds the 1% red noise FAL despite having only 8.9% of the power of the dominant rotation signal. In a periodogram of HD 192310 RVs, peaks associated with differential rotation and planets are detected against the 5% red noise FAL without iterative model fitting or subtraction. The software for calculating red noise–based FALs is available on GitHub.

Astrostatistics (1882)↗

Multipaper Spectral Estimation: An Alternative to the Welch Periodogram Approach

Dynamic structural systems either operational or under test require complex spectral analysis in order to characterize their modal responses. In some applications constant vigilance in terms of analysis or potential failures demand an accurate methodology to estimate both modal frequencies as well as mode shapes. Typically, classical periodogram spectra are windowed and averaged applying the well-known Welch periodogram methodology (WPM) for spectral estimation [1]. In this report we discuss an alternative technique—the Multitaper Method (MTM) that can be applied to solve this challenging problem especially in the case of noisy, uncertain accelerometer measurements [2]. This approach is based on the development of a set of orthogonal tapers or windows enabling a superior statistical performance alleviating the need to section/overlap the measured data. Therefore, the MTM is capable of producing reliable and accurate spectral estimates enabling the extraction of the structural modal vibration frequencies.

42 ENGINEERING↗

A note on the use of coherent integration in periodogram analysis of MST radar signals

The effect of coherent integration on the periodogram method to estimate the power spectra of MST radar signals is examined. The spectrum estimate usually is biased, even when care is taken to reduce the aliasing effects. Due to this bias, the signal power for Doppler shifted signals is underestimated by as much as 4 dB. The use of coherent integration in reducing the effect of aliased power line harmonics is pointed out.

Rastogi, P. K.↗

Periodogram analysis of sunspot numbers and the relation with solar activities

The time series of average monthly sunspot numbers during 1900-1992 is studied by using power spectral analysis. This prediction method is used to study the sunspot periodicities relations between its, and with the other periodicities by solar activities. There are periodicities (between few days and 5 years) overwhelm on the mean solar cycle. ( 11 year cycle). These periodicities have the same relation with variations of solar constant and solar radiation reaching the Earth's atmosphere in the last solar cycle. These periods are related to the solar magnetic activity and to the modulation of solar features due to solar rotation.

Hady, Ahmed A.↗

Investigation of computational and spectral analysis methods for aeroacoustic wave propagation

Most computational fluid dynamics (CFD) schemes are not adequately accurate for solving aeroacoustics problems, which have wave amplitudes several orders of magnitude smaller yet with frequencies larger than the flow field variations generating the sound. Hence, a computational aeroacoustics (CAA) algorithm should have minimal dispersion and dissipation features. A dispersion relation preserving (DRP) scheme is, therefore, applied to solve the linearized Euler equations in order to simulate the propagation of three types of waves, namely: acoustic, vorticity, and entropy waves. The scheme is derived using an optimization procedure to ensure that the numerical derivatives preserve the wave number and angular frequency of the partial differential equations being discretized. Consequently, simulated waves propagate with the correct wave speeds and exhibit their appropriate properties. A set of radiation and outflow boundary conditions, compatible with the DRP scheme and derived from the asymptotic solutions of the governing equations, are also implemented. Numerical simulations are performed to test the effectiveness of the DRP scheme and its boundary conditions. The computed solutions are shown to agree favorably with the exact solutions. The major restriction appears to be that the dispersion relations can be preserved only for waves with wave lengths longer than four or five spacings. The boundary conditions are found to be transparent to the outgoing disturbances. However, when the disturbance source is placed closer to a boundary, small acoustic reflections start appearing. CAA generates enormous amounts of temporal data which needs to be reduced to understand the physical problem being simulated. Spectral analysis is one approach that helps us in extracting information which often can not be easily interpreted in the time domain. Thus, three different methods for the spectral analysis of numerically generated aeroacoustic data are studied. First, the capabilities of two traditional methods for spectral analysis, namely, the Blackman-Tukey method and periodogram method, are compared in estimating the spectra of a simple-periodic process. The periodogram is then applied to analyze transitory-deterministic processes. Finally, these two methods are compared with a more recent method, referred as the Weighted-Overlapped-Segment-Averaging (WOSA) method, in estimating the spectra of a chaotic (random-like) process. From the demonstrative case for the spectral analyses of data generated by simple-periodic process, the periodogram method is found to give a better estimate of the steep-sloped spectra than the Blackman-Tukey method. Also, for this problem, the Hanning window is found to perform better with the periodogram method than with the Blackman-Tukey method. Finally, for the spectral analysis of data generated by the chaotic process, the periodogram method does not perform well, whereas, the WOSA and Blackman-Tukey methods give equivalently good results.

Vanel, Florence O.↗

Studies in astronomical time series analysis. II - Statistical aspects of spectral analysis of unevenly spaced data

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

Scargle, J. D.↗

Multitaper Spectral Analysis and Wavelet Denoising Applied to Helioseismic Data

Estimates of solar normal mode frequencies from helioseismic observations can be improved by using Multitaper Spectral Analysis (MTSA) to estimate spectra from the time series, then using wavelet denoising of the log spectra. MTSA leads to a power spectrum estimate with reduced variance and better leakage properties than the conventional periodogram. Under the assumption of stationarity and mild regularity conditions, the log multitaper spectrum has a statistical distribution that is approximately Gaussian, so wavelet denoising is asymptotically an optimal method to reduce the noise in the estimated spectra. We find that a single m-upsilon spectrum benefits greatly from MTSA followed by wavelet denoising, and that wavelet denoising by itself can be used to improve m-averaged spectra. We compare estimates using two different 5-taper estimates (Stepian and sine tapers) and the periodogram estimate, for GONG time series at selected angular degrees l. We compare those three spectra with and without wavelet-denoising, both visually, and in terms of the mode parameters estimated from the pre-processed spectra using the GONG peak-fitting algorithm. The two multitaper estimates give equivalent results. The number of modes fitted well by the GONG algorithm is 20% to 60% larger (depending on l and the temporal frequency) when applied to the multitaper estimates than when applied to the periodogram. The estimated mode parameters (frequency, amplitude and width) are comparable for the three power spectrum estimates, except for modes with very small mode widths (a few frequency bins), where the multitaper spectra broadened the modest compared with the periodogram. We tested the influence of the number of tapers used and found that narrow modes at low n values are broadened to the extent that they can no longer be fit if the number of tapers is too large. For helioseismic time series of this length and temporal resolution, the optimal number of tapers is less than 10.

Komm, R. W.↗

Long-Term X-Ray Variability of Circinus X-1

We present an analysis of long term X-ray monitoring observations of Circinus X-1 (Cir X-1) made with four different instruments: Vela 5B, Ariel V ASM, Ginga ASM, and RXTE ASM, over the course of more than 30 years. We use Lomb-Scargle periodograms to search for the approx. 16.5 day orbital period of Cir X-1 in each of these data sets and from this derive a new orbital ephemeris based solely on X-ray measurements, which we compare to the previous ephemerides obtained from radio observations. We also use the Phase Dispersion Minimization (PDM) technique, as well as FFT analysis, to verify the periods obtained from periodograms. We obtain dynamic periodograms (both Lomb-Scargle and PDM) of Cir X-1 during the RXTE era, showing the period evolution of Cir X-1, and also displaying some unexplained discrete jumps in the location of the peak power.

CIRCINUS X-1↗

Periodicity significance testing with null-signal templates: reassessment of PTF’s SMBH binary candidates

Periodograms are widely employed for identifying periodicity in time series data, yet they often struggle to accurately quantify the statistical significance of detected periodic signals when the data complexity precludes reliable simulations. We develop a data-driven approach to address this challenge by introducing a null-signal template (NST). The NST is created by carefully randomizing the period of each cycle in the periodogram template, rendering it non-periodic. It has the same frequentist properties as a periodic signal template, and we show with simulations that the distribution of false positives is the same as with the original periodic template, regardless of the underlying data. Thus, performing a periodicity search with the NST acts as an effective simulation of the null (no-signal) hypothesis, without having to simulate the noise properties of the data. We apply the NST method to the supermassive black hole binaries (SMBHB) search in the Palomar Transient Factory (PTF), where Charisi et al. had previously proposed 33 high signal-to-noise candidates utilizing simulations to quantify their significance. Our approach reveals that these simulations do not capture the complexity of the real data. There are no statistically significant periodic signal detections above the non-periodic background. To improve the search sensitivity, we introduce a Gaussian quadrature based algorithm for the Bayes Factor with correlated noise as a test statistic. We show with simulations that this improves sensitivity to true signals by more than an order of magnitude. However, the Bayes Factor approach also results in no statistically significant detections in the PTF data.

79 ASTRONOMY AND ASTROPHYSICS↗

Investigation of oscillations above the acoustic cut-off frequency for a sample of Kepler stars. II. Identifying temporal frequency shifts

ABSTRACT Stellar oscillations with frequencies greater than the acoustic cut-off frequency are not trapped within the star’s interior. Geometric interference between these high-frequency waves produces a peak-like structure in the power spectrum of the star, known as the pseudo-modes. In this study, we aim to analyse 51 stars previously identified (from a sample of 91 Kepler stars) to contain statistically significant evidence for pseudo-modes, to determine if the pseudo-mode frequencies vary in time. We obtained these frequency variations and the uncertainty by the resampled periodogram approach, where periodogram realisations were created from successive, overlapping 90-d time segments, and a cross-correlation function was generated between them. The computed shifts were compared against temporal p-mode frequency shifts and a stellar magnetic activity proxy, $S_{\mathrm{ph}}$. We found that for 16 per cent of the stars pseudo-mode frequency shifts were significantly anticorrelated with p-mode shifts, as is the case for the Sun. However, we also found pseudo-mode and p-mode shifts to be significantly correlated in-phase in 8 per cent of our sample. The remainder showed no significant correlation. We also searched for trends between the maximum variation of pseudo-mode frequency shifts and stellar parameters. Whilst we found no correlation between the maximum variation and stellar photospheric and chromospheric proxies, we found frequency variations to have a greater amplitude for cooler and slower rotating stars, which is in opposition to p-mode frequency shift variation. Temporal changes to pseudo-mode frequencies may be attributable to variations in stellar magnetic activity, and therefore can contribute to our understanding of stellar activity cycles.

Millson, L. J. (ORCID:0009000342542676)↗

A Nonlinear Least Squares Phasor Estimation Algorithm with a Trust Metric

The paper presents a separable nonlinear least squares (NLLS)-based approach for estimation of fundamental-frequency phasors from sampled point-on-wave measurements. An analytical connection is established between the NLLS cost function and the discrete Fourier transform (DFT)-based periodogram of the input signal. This periodogram-based interpretation of the cost function offers an intuitive and easy-to-implement solution for the frequency estimate. Using the residual error of the NLLS-fit, the paper also presents an insightful measure for ascertaining the quality of the phasor estimates and their validity, especially for data windows containing signal transients.

Chatterjee, Kaustav↗

A Likely Magnetic Activity Cycle for the Exoplanet Host M Dwarf GJ 3512

Current radial velocity data from specialized instruments contain a large amount of information that may pass unnoticed if their analysis is not accurate. The joint use of Bayesian inference tools and frequency analysis has been shown as effective in revealing exoplanets but they have been used less frequently to investigate stellar activity. We intend to use radial velocity data of the exoplanet host star GJ 3512 to investigate its magnetic activity. Our study includes the analysis of the photometric data available. The main objectives of our work are to constrain the orbital parameters of the exoplanets in the system, to determine the current level of activity of the star and to derive an activity cycle length for it. An adaptive importance sampling method was used to determine the parameters of the exoplanets orbit. Generalized Lomb–Scargle periodograms were constructed with both radial velocity curve and photometric data. A careful analysis of the harmonic frequencies was conducted in each periodogram. Our fit to multiple Keplerian orbits constrained the orbital parameters of two giant gas planets orbiting the star GJ 3512. The host star showed an increase of its magnetic activity during the last observing campaign. The accurate fit of the radial velocity curve data to the multi-Keplerian orbit permitted to reveal the star rotation in the residuals of the best fit and estimate an activity cycle length of ~14 yr.

79 ASTRONOMY AND ASTROPHYSICS↗

Detecting Long-period Variability in the SDSS Stripe 82 Standards Catalog

We report the results of a search for long-period (100 < P < 600 days) periodic variability in the SDSS Stripe 82 standards catalog. The SDSS coverage of Stripe 82 enables such a search because there are on average 20 observations per band in ugriz bands for about one million sources, collected over about 6 yr, with a faint limit of r ~ 22 mag and precisely calibrated 1%–2% photometry. We calculated the periods of variable source candidates in this sample using the Lomb–Scargle periodogram and considered the three highest periodogram peaks in each of the gri filters as relevant. Only those sources with gri periods consistent within 0.1% were later studied. We use the Kuiper statistic to ensure uniform distribution of data points in phased light curves. We present five sources with the spectra consistent with quasar spectra and plausible periodic variability. This SDSS-based search bodes well for future sensitive large-area surveys, such as the Rubin Observatory Legacy Survey of Space and Time, which, due to its larger sky coverage (about a factor of 60) and improved sensitivity (~2 mag), will be more powerful for finding such sources.

79 ASTRONOMY AND ASTROPHYSICS↗

On the detection of other planetary systems by astrometric techniques

A quantitative method for astrometrically detecting perturbations induced in a star's motion by the presence of a planetary object is described. A periodogram is defined, wherein signals observed from a star show exactly periodic variations, which can be extracted from observational data using purely statistical methods. A detection threshold is defined for the frequency of occurrence of some detectable signal, e.g., the Nyquist frequency. Possible effects of a stellar orbital eccentricity and multiple companions are discussed, noting that assumption of a circular orbit assures the spectral purity of the signal described. The periodogram technique was applied to 12 yr of astrometric data from the U.S. Naval Observatory for three stars with low mass stellar companions. Periodic perturbations were confirmed. A comparison of the accuracy of different astrometric systems shows that the detection accuracy of a system is determined by the measurement accuracy and the number of observations, although the detection efficiency can be maximized by minimizing the number of data points for the case when observational errors are proportional to the square root of the number of data points. It is suggested that a space-based astrometric telescope is best suited to take advantage of the method.

Black, D. C.↗

Criteria and algorithms for spectrum parameterization of MST radar signals

The power spectra S(f) of MST radar signals contain useful information about the variance of refractivity fluctuations, the mean radial velocity, and the radial velocity variance in the atmosphere. When noise and other contaminating signals are absent, these quantities can be obtained directly from the zeroth, first and second order moments of the spectra. A step-by-step procedure is outlined that can be used effectively to reduce large amounts of MST radar data-averaged periodograms measured in range and time to a parameterized form. The parameters to which a periodogram can be reduced are outlined and the steps in the procedure, that may be followed selectively, to arrive at the final set of reduced parameters are given. Examples of the performance of the procedure are given and its use with other radars are commented on.

Rastogi, P. K.↗

Coherent lidar design and performance verification

The verification of LAWS beam alignment in space can be achieved by a measurement of heterodyne efficiency using the surface return. The crucial element is a direct detection signal that can be identified for each surface return. This should be satisfied for LAWS but will not be satisfied for descoped LAWS. The performance of algorithms for velocity estimation can be described with two basic parameters: the number of coherently detected photo-electrons per estimate and the number of independent signal samples per estimate. The average error of spectral domain velocity estimation algorithms are bounded by a new periodogram Cramer-Rao Bound. Comparison of the periodogram CRB with the exact CRB indicates a factor of two improvement in velocity accuracy is possible using non-spectral domain estimators. This improvement has been demonstrated with a maximum-likelihood estimator. The comparison of velocity estimation algorithms for 2 and 10 micron coherent lidar was performed by assuming all the system design parameters are fixed and the signal statistics are dominated by a 1 m/s rms wind fluctuation over the range gate. The beam alignment requirements for 2 micron are much more severe than for a 10 micron lidar. The effects of the random backscattered field on estimating the alignment error is a major problem for space based lidar operation, especially if the heterodyne efficiency cannot be estimated. For LAWS, the biggest science payoff would result from a short transmitted pulse, on the order of 0.5 microseconds instead of 3 microseconds. The numerically errors for simulation of laser propagation in the atmosphere have been determined as a joint project with the University of California, San Diego. Useful scaling laws were obtained for Kolmogorov atmospheric refractive turbulence and an atmospheric refractive turbulence characterized with an inner scale. This permits verification of the simulation procedure which is essential for the evaluation of the effects of refractive turbulence on coherent Doppler lidar systems. The analysis of 2 micron Doppler lidar data from Coherent Technologies, Inc. (CTI) has demonstrated many of the advantages of doppler lidar measurements of boundary layer winds. The effects of wind shear and wind turbulence over the pulse volume are probably the dominant source of the reduced performance. The effects of wind shear and wind turbulence on the statistical description of doppler lidar data has been derived and calculated.

Frehlich, Rod↗

Investigation of dispersion-relation-preserving scheme and spectral analysis methods for acoustic waves

Important characteristics of the aeroacoustic wave propagation are mostly encoded in their dispersion relations. Hence, a computational aeroacoustic (CAA) algorithm, which reasonably preserves these relations, was investigated. It was derived using an optimization procedure to ensure, that the numerical derivatives preserved the wave number and angular frequency of the differential terms in the linearized, 2-D Euler equations. Then, simulations were performed to validate the scheme and a compatible set of discretized boundary conditions. The computational results were found to agree favorably with the exact solutions. The boundary conditions were transparent to the outgoing waves, except when the disturbance source was close to a boundary. The time-domain data generated by such CAA solutions were often intractable until their spectra was analyzed. Therefore, the relative merits of three different methods were included in the study. For simple, periodic waves, the periodogram method produced better estimates of the steep-sloped spectra than the Blackman-Tukey method. Also, for this problem, the Hanning window was more effective when used with the weighted-overlapped-segment-averaging and Blackman-Tukey methods gave better results than the periodogram method. Finally, it was demonstrated that the representation of time domain-data was significantly dependent on the particular spectral analysis method employed.

Vanel, Florence O.↗