Robust Forecasting of Non-Stationary Time Series

This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estimator. An additional advantage of the MM-estimator is that it provides a robust estimate of the local variability of the time series.Heteroscedasticity;Non-parametric regression;Prediction;Outliers;Robustness

About the morphology of dwarf spheroidal galaxies and their dark matter content

The morphological properties of the Carina, Sculptor and Fornax dwarfs are investigated using new wide field data with a total area of 29 square degrees. The stellar density maps are derived, hinting that Sculptor possesses tidal tails indicating interaction with the Milky Way. Contrary to previous studies we cannot find any sign of breaks in the density profiles for the Carina and Fornax dwarfs. The possible existence of tidal tails in Sculptor and of King limiting radii in Fornax and Carina are used to derive global M/L ratios, without using kinematic data. By matching those M/L ratios to kinematically derived values we are able to constrain the orbital parameters of the three dwarfs. Fornax cannot have M/L smaller than 3 and must be close to its perigalacticon now. The other extreme is Sculptor that needs to be on an orbit with an eccentricity bigger than 0.5 to be able to form tidal tails despite its kinematic M/L.Comment: 9 pages, 7 figures, accepted by A&

Vlasov simulation in multiple spatial dimensions

A long-standing challenge encountered in modeling plasma dynamics is achieving practical Vlasov equation simulation in multiple spatial dimensions over large length and time scales. While direct multi-dimension Vlasov simulation methods using adaptive mesh methods [J. W. Banks et al., Physics of Plasmas 18, no. 5 (2011): 052102; B. I. Cohen et al., November 10, 2010, http://meetings.aps.org/link/BAPS.2010.DPP.NP9.142] have recently shown promising results, in this paper we present an alternative, the Vlasov Multi Dimensional (VMD) model, that is specifically designed to take advantage of solution properties in regimes when plasma waves are confined to a narrow cone, as may be the case for stimulated Raman scatter in large optic f# laser beams. Perpendicular grid spacing large compared to a Debye length is then possible without instability, enabling an order 10 decrease in required computational resources compared to standard particle in cell (PIC) methods in 2D, with another reduction of that order in 3D. Further advantage compared to PIC methods accrues in regimes where particle noise is an issue. VMD and PIC results in a 2D model of localized Langmuir waves are in qualitative agreement

An Analysis of Fundamental Waffle Mode in Early AEOS Adaptive Optics Images

Adaptive optics (AO) systems have significantly improved astronomical imaging capabilities over the last decade, and are revolutionizing the kinds of science possible with 4-5m class ground-based telescopes. A thorough understanding of AO system performance at the telescope can enable new frontiers of science as observations push AO systems to their performance limits. We look at recent advances with wave front reconstruction (WFR) on the Advanced Electro-Optical System (AEOS) 3.6 m telescope to show how progress made in improving WFR can be measured directly in improved science images. We describe how a "waffle mode" wave front error (which is not sensed by a Fried geometry Shack-Hartmann wave front sensor) affects the AO point-spread function (PSF). We model details of AEOS AO to simulate a PSF which matches the actual AO PSF in the I-band, and show that while the older observed AEOS PSF contained several times more waffle error than expected, improved WFR techniques noticeably improve AEOS AO performance. We estimate the impact of these improved WFRs on H-band imaging at AEOS, chosen based on the optimization of the Lyot Project near-infrared coronagraph at this bandpass.Comment: 15 pages, 11 figures, 1 table; to appear in PASP, August 200

Robust Forecasting of Non-Stationary Time Series

This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estimator. An additional advantage of the MM-estimator is that it provides a robust estimate of the local variability of the time series.

A New Strategy for Deep Wide-Field High Resolution Optical Imaging

We propose a new strategy for obtaining enhanced resolution (FWHM = 0.12 arcsec) deep optical images over a wide field of view. As is well known, this type of image quality can be obtained in principle simply by fast guiding on a small (D = 1.5m) telescope at a good site, but only for target objects which lie within a limited angular distance of a suitably bright guide star. For high altitude turbulence this 'isokinetic angle' is approximately 1 arcminute. With a 1 degree field say one would need to track and correct the motions of thousands of isokinetic patches, yet there are typically too few sufficiently bright guide stars to provide the necessary guiding information. Our proposed solution to these problems has two novel features. The first is to use orthogonal transfer charge-coupled device (OTCCD) technology to effectively implement a wide field 'rubber focal plane' detector composed of an array of cells which can be guided independently. The second is to combine measured motions of a set of guide stars made with an array of telescopes to provide the extra information needed to fully determine the deflection field. We discuss the performance, feasibility and design constraints on a system which would provide the collecting area equivalent to a single 9m telescope, a 1 degree square field and 0.12 arcsec FWHM image quality.Comment: 46 pages, 22 figures, submitted to PASP, a version with higher resolution images and other supplementary material can be found at http://www.ifa.hawaii.edu/~kaiser/wfhr

A New Shear Estimator for Weak Lensing Observations

We present a new shear estimator for weak lensing observations which properly accounts for the effects of a realistic point spread function (PSF). Images of faint galaxies are subject to gravitational shearing followed by smearing with the instrumental and/or atmospheric PSF. We construct a `finite resolution shear operator' which when applied to an observed image has the same effect as a gravitational shear applied prior to smearing. This operator allows one to calibrate essentially any shear estimator. We then specialize to the case of weighted second moment shear estimators. We compute the shear polarizability which gives the response of an individual galaxy's polarization to a gravitational shear. We then compute the response of the population of galaxies, and thereby construct an optimal weighting scheme for combining shear estimates from galaxies of various shapes, luminosities and sizes. We define a figure of merit --- an inverse shear variance per unit solid angle --- which characterizes the quality of image data for shear measurement. The new method is tested with simulated image data. We discuss the correction for anisotropy of the PSF and propose a new technique involving measuring shapes from images which have been convolved with a re-circularizing PSF. We draw attention to a hitherto ignored noise related bias and show how this can be analyzed and corrected for. The analysis here draws heavily on the properties of real PSF's and we include as an appendix a brief review, highlighting those aspects which are relevant for weak lensing.Comment: 39 pages, 9 figure

Methods and Algorithms for Robust Filtering

We discuss filtering procedures for robust extraction of a signal from noisy time series. Moving averages and running medians are standard methods for this, but they have shortcomings when large spikes (outliers) respectively trends occur. Modified trimmed means and linear median hybrid filters combine advantages of both approaches, but they do not completely overcome the difficulties. Improvements can be achieved by using robust regression methods, which work even in real time because of increased computational power and faster algorithms. Extending recent work we present filters for robust online signal extraction and discuss their merits for preserving trends, abrupt shifts and extremes and for the removal of spikes

The effect of atmospheric turbulence on entangled orbital angular momentum states

We analyze the effect of atmospheric Kolmogorov turbulence on entangled orbital angular momentum states generated by parametric down-conversion. We calculate joint and signal photon detection probabilities and obtain numerically their dependence on the mode-width-to-Fried-parameter ratio. We demonstrate that entangled photons are less robust to the effects of Kolmogorov turbulence compared to single photons. In contrast, signal photons are more robust than single photons in the lowest-order mode. We also obtain numerically a scaling relation between the value of the mode-width-to-Fried-parameter ratio for which the joint detection probabilities is a maximum and the momentum mismatch between signal and idler photons after propagation through the medium.Comment: To appear in New Journal of Physic

Speckle Statistics in Adaptively Corrected Images

(abridged) Imaging observations are generally affected by a fluctuating background of speckles, a particular problem when detecting faint stellar companions at small angular separations. Knowing the distribution of the speckle intensities at a given location in the image plane is important for understanding the noise limits of companion detection. The speckle noise limit in a long-exposure image is characterized by the intensity variance and the speckle lifetime. In this paper we address the former quantity through the distribution function of speckle intensity. Previous theoretical work has predicted a form for this distribution function at a single location in the image plane. We developed a fast readout mode to take short exposures of stellar images corrected by adaptive optics at the ground-based UCO/Lick Observatory, with integration times of 5 ms and a time between successive frames of 14.5 ms ($\lambda=2.2$ $\mu$m). These observations temporally oversample and spatially Nyquist sample the observed speckle patterns. We show, for various locations in the image plane, the observed distribution of speckle intensities is consistent with the predicted form. Additionally, we demonstrate a method by which $I_c$ and $I_s$ can be mapped over the image plane. As the quantity $I_c$ is proportional to the PSF of the telescope free of random atmospheric aberrations, this method can be used for PSF calibration and reconstruction.Comment: 7 pages, 4 figures, ApJ accepte