A bootstrap method for sinusoid detection in colored noise and uneven sampling. Application to exoplanet detection. Sulis, S., Mary, D., & Bigot, L. In 2017 25th European Signal Processing Conference (EUSIPCO), pages 1095-1099, Aug, 2017.
Paper doi abstract bibtex This study is motivated by the problem of evaluating reliable false alarm (FA) rates for sinusoid detection tests applied to unevenly sampled time series involving colored noise, when a (small) training data set of this noise is available. While analytical expressions for the FA rate are out of reach in this situation, we show that it is possible to combine specific periodogram standardization and bootstrap techniques to consistently estimate the FA rate. We also show that the procedure can be improved by using generalized extreme-value distributions. The paper presents several numerical results including a case study in exoplanet detection from radial velocity data.
@InProceedings{8081377,
author = {S. Sulis and D. Mary and L. Bigot},
booktitle = {2017 25th European Signal Processing Conference (EUSIPCO)},
title = {A bootstrap method for sinusoid detection in colored noise and uneven sampling. Application to exoplanet detection},
year = {2017},
pages = {1095-1099},
abstract = {This study is motivated by the problem of evaluating reliable false alarm (FA) rates for sinusoid detection tests applied to unevenly sampled time series involving colored noise, when a (small) training data set of this noise is available. While analytical expressions for the FA rate are out of reach in this situation, we show that it is possible to combine specific periodogram standardization and bootstrap techniques to consistently estimate the FA rate. We also show that the procedure can be improved by using generalized extreme-value distributions. The paper presents several numerical results including a case study in exoplanet detection from radial velocity data.},
keywords = {extrasolar planets;statistical analysis;time series;bootstrap method;colored noise;exoplanet detection;sinusoid detection tests;unevenly sampled time series;FA rate;specific periodogram standardization;radial velocity data;generalized extreme-value distributions;Time series analysis;Training data;Colored noise;Estimation;Computational modeling;Data models;Extrasolar planets;Bootstrap;colored noise;detection},
doi = {10.23919/EUSIPCO.2017.8081377},
issn = {2076-1465},
month = {Aug},
url = {https://www.eurasip.org/proceedings/eusipco/eusipco2017/papers/1570347488.pdf},
}
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