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A simple test for periodic signals in red noise

By Simon A. Vaughan

Abstract

We demonstrate a simple method for testing the significance of peaks in the periodogram of red noise data. The\ud procedure was designed to test for spurious periodicities in X-ray light curves of active galaxies, but can be used quite generally\ud to test for periodic components against a background noise spectrum assumed to have a power law shape. The method provides\ud a simple and fast test of the significance of candidate periodic signals in short, well-sampled time series such as those obtained\ud from XMM-Newton observations of Seyfert galaxies, without the need for Monte Carlo simulations. A full account is made of\ud the number of trials and the uncertainties inherent to the model fitting. Ignoring these subtle effects can lead to substantially\ud overestimated significances. These difficulties motivate us to demand high standards of detection (minimum > 99.9 per cent\ud confidence) for periodicities in sources that normally show red noise spectra. The method also provides a simple means to estimate\ud the power spectral index, which may be an interesting parameter itself, regardless of the presence/absence of periodicities.Peer-reviewedPublisher versio

Topics: methods: data analysis, methods: statistical, X-rays: general, X-rays: galaxies
Publisher: EDP Sciences
Year: 2005
DOI identifier: 10.1051/0004-6361:20041453
OAI identifier: oai:lra.le.ac.uk:2381/816
Journal:

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Citations

  1. (2004). (Budapest: Akadémiai Kiado)
  2. (2003). den Heuvel (Cambridge: Cambridge Univ. doi

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