An interpolated periodogram-based metric for comparison of time series with unequal lengths

We propose a periodogram-based metric for classification and clustering of time series with different sample sizes. For such cases, we know that the Euclidean distance between the periodogram ordinates cannot be used. One possible way to deal with this problem is to interpolate lineary one of the periodograms in order to estimate ordinates of the same frequencies.Classification; Cluster analysis; Interpolation; Periodogram; Time series

An interpolated periodogram-based metric for comparison of time series with unequal lengths

We propose a periodogram-based metric for classification and clustering of time series with different sample sizes. For such cases, we know that the Euclidean distance between the periodogram ordinates cannot be used. One possible way to deal with this problem is to interpolate lineary one of the periodograms in order to estimate ordinates of the same frequencies

An interpolated periodogram-based metric for comparison of time series with unequal lengths

We propose a periodogram-based metric for classification and clustering of time series with different sample sizes. For such cases, we know that the Euclidean distance between the periodogram ordinates cannot be used. One possible way to deal with this problem is to interpolate lineary one of the periodograms in order to estimate ordinates of the same frequencies

Period Estimation in Astronomical Time Series Using Slotted Correntropy

In this letter, we propose a method for period estimation in light curves from periodic variable stars using correntropy. Light curves are astronomical time series of stellar brightness over time, and are characterized as being noisy and unevenly sampled. We propose to use slotted time lags in order to estimate correntropy directly from irregularly sampled time series. A new information theoretic metric is proposed for discriminating among the peaks of the correntropy spectral density. The slotted correntropy method outperformed slotted correlation, string length, VarTools (Lomb-Scargle periodogram and Analysis of Variance), and SigSpec applications on a set of light curves drawn from the MACHO survey

Discrete hierarchy of sizes and performances in the exchange-traded fund universe

Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-periodic structure on the probability distribution of ETF sizes that dominates the details of the asymptotic tail. This allows us to propose a classification of the studied universe of ETFs into seven size layers approximately organized according to a multiplicative ratio of 3.5 in their total market capitalization. Introducing a similarity metric generalising the Herfindhal index, we find that the largest ETFs exhibit a significantly stronger intra-layer and inter-layer similarity compared with the smaller ETFs. Comparing the performance across the seven discerned ETF size layers, we find an inverse size effect, namely large ETFs perform significantly better than the small ones both in 2014 and 2015

Detections and Constraints on White Dwarf Variability from Time-Series GALEX Observations

We search for photometric variability in more than 23,000 known and candidate white dwarfs, the largest ultraviolet survey compiled for a single study of white dwarfs. We use gPhoton, a publicly available calibration/reduction pipeline, to generate time-series photometry of white dwarfs observed by GALEX. By implementing a system of weighted metrics, we select sources with variability due to pulsations and eclipses. Although GALEX observations have short baselines (< 30 min), we identify intrinsic variability in sources as faint as Gaia G = 20 mag. With our ranking algorithm, we identify 49 new variable white dwarfs (WDs) in archival GALEX observations. We detect 41 new pulsators: 37 have hydrogen-dominated atmospheres (DAVs), including one possible massive DAV, and four are helium-dominated pulsators (DBVs). We also detect eight new eclipsing systems; five are new discoveries, and three were previously known spectroscopic binaries. We perform synthetic injections of the light curve of WD 1145+017, a system with known transiting debris, to test our ability to recover similar systems. We find that the 3{\sigma} maximum occurrence rate of WD 1145+017-like transiting objects is < 0.5%.Comment: 17 pages, 13 figure