[vsnet-chat 7801] Period Analysis using the Lasso

[Taichi Kato]

   To those who are interested in period analysis.
It's now time to start learning R -- it's free and powerful
in data analysis.  R has been already widely used and discussed in 
Japanese variable star community (particularly amateurs), and we've found
it very suited for medium-sized data analysis (e.g. arXiv:1111.4286),
time-series analysis, one-dimensional spectroscopic analysis etc.

http://arxiv.org/abs/1205.4791

===

Title: Period Analysis using the Least Absolute Shrinkage and Selection
  Operator (Lasso)
Authors: Taichi Kato (Kyoto U) and Makoto Uemura (Hiroshima U)
Categories: astro-ph.IM
Comments: 9 pages, 13 figures, accepted for publication in PASJ
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
\\
  We introduced least absolute shrinkage and selection operator (lasso) in
obtaining periodic signals in unevenly spaced time-series data. A very simple
formulation with a combination of a large set of sine and cosine functions has
been shown to yield a very robust estimate, and the peaks in the resultant
power spectra were very sharp. We studied the response of lasso to low
signal-to-noise data, asymmetric signals and very closely separated multiple
signals. When the length of the observation is sufficiently long, all of them
were not serious obstacles to lasso. We analyzed the 100-year visual
observations of delta Cep, and obtained a very accurate period of 5.366326(16)
d. The error in period estimation was several times smaller than in Phase
Dispersion Minimization. We also modeled the historical data of R Sct, and
obtained a reasonable fit to the data. The model, however, lost its predictive
ability after the end of the interval used for modeling, which is probably a
result of chaotic nature of the pulsations of this star. We also provide a
sample R code for making this analysis.