Modeling Stochastic Variability in Multiband Time-series Data

  title={Modeling Stochastic Variability in Multiband Time-series Data},
  author={Zhirui Hu and Hyungsuk Tak},
  journal={arXiv: Instrumentation and Methods for Astrophysics},
  • Zhirui Hu, H. Tak
  • Published 16 May 2020
  • Physics, Mathematics
  • arXiv: Instrumentation and Methods for Astrophysics
In preparation for the era of the time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multi-filter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman-filtering approach to evaluate the likelihood function, leading to maximum $O(k^3n)$ complexity, where $k$ is the number of available bands and $n$ is the… 
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