scholarly journals 8. High Frequency Stellar Oscillations: IV: Photoelectric Monitoring of Southern White Dwarfs

1971 ◽  
Vol 42 ◽  
pp. 41-45
Author(s):  
J. E. Hesser ◽  
B. M. Lasker
Keyword(s):  
Time Series ◽  
High Frequency ◽  
White Dwarfs ◽  
Time Series Data ◽  
Power Spectra ◽  
Series Data ◽  
Period Range ◽  
Stellar Oscillations ◽  
Continuous Power

Time-series data for 14 stars in the list of Eggen and Greenstein have been used to compute their power spectra, which confirm previously found quiescency in the 4 to 700 sec period range. Additionally, characteristics of the continuous power spectra are considered.

scholarly journals A New Method to Detect Outliers in High-frequency Time Series

2018 ◽  
Vol 8 (1) ◽  
pp. 16
Author(s):  
Ilaria Lucrezia Amerise ◽  
Agostino Tarsitano
Keyword(s):  
Time Series ◽  
High Frequency ◽  
Time Series Data ◽  
New Method ◽  
Series Data ◽  
Absolute Difference ◽  
Data Preparation ◽  
Simple Method ◽  
Pass Through ◽  
Nonparametric Procedure

The objective of this research is to develop a fast, simple method for detecting and replacing extreme spikes in high-frequency time series data. The method primarily consists  of a nonparametric procedure that pursues a balance between fidelity to observed data and smoothness. Furthermore, through examination of the absolute difference between original and smoothed values, the technique is also able to detect and, where necessary, replace outliers with less extreme data. Unlike other filtering procedures found in the literature, our method does not require a model to be specified for the data. Additionally, the filter makes only a single pass through the time series. Experiments  show that the new method can be validly used as a data preparation tool to ensure that time series modeling is supported by clean data, particularly in a complex context such as one with high-frequency data.

scholarly journals High-Frequency Stellar Oscillations. The Cerro Tololo Search for Luminosity-Variable White Dwarfs

1971 ◽  
Vol 15 ◽  
pp. 160-168 ◽  
Author(s):  
James E. Hesser ◽  
Barry M. Lasker ◽  
W. Kunkel
Keyword(s):  
Time Series ◽  
Fourier Analysis ◽  
White Dwarf ◽  
High Frequency ◽  
White Dwarfs ◽  
Null Results ◽  
Stellar Oscillations ◽  
Hr Diagram

AbstractThe techniques and procedures of time-series monitoring and Fourier analysis which are used at Cerro Tololo to search for luminosity variations in white dwarfs are summarized. Further null results from this program, which are applicable to the problem of defining the region of white-dwarf variability in the HR-diagram, are considered; and the properties of the four known variables are reviewed as possible archetypes of a group.

scholarly journals A non-equilibrium formulation of food security resilience

2017 ◽  
Vol 4 (1) ◽  
pp. 160874 ◽  
Author(s):  
Matteo Smerlak ◽  
Bapu Vaitla
Keyword(s):  
Time Series ◽  
Food Security ◽  
High Frequency ◽  
Time Series Data ◽  
Security Policies ◽  
Series Data ◽  
Poor Countries ◽  
Long Run ◽  
Per Capita ◽  
Non Equilibrium

Resilience, the ability to recover from adverse events, is of fundamental importance to food security. This is especially true in poor countries, where basic needs are frequently threatened by economic, environmental and health shocks. An empirically sound formalization of the concept of food security resilience, however, is lacking. Here, we introduce a general non-equilibrium framework for quantifying resilience based on the statistical notion of persistence. Our approach can be applied to any food security variable for which high-frequency time-series data are available. We illustrate our method with per capita kilocalorie availability for 161 countries between 1961 and 2011. We find that resilient countries are not necessarily those that are characterized by high levels or less volatile fluctuations of kilocalorie intake. Accordingly, food security policies and programmes will need to be tailored not only to welfare levels at any one time, but also to long-run welfare dynamics.

IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING

2010 ◽  
Vol 14 (S1) ◽  
pp. 88-110 ◽  
Author(s):  
Phillip Wild ◽  
John Foster ◽  
Melvin J. Hinich
Keyword(s):  
Time Series ◽  
Electricity Market ◽  
High Frequency ◽  
Time Series Data ◽  
New South ◽  
Series Data ◽  
Serial Dependence ◽  
South Wales ◽  
High Volatility ◽  
Wholesale Electricity Market

In this article, we show how tests of nonlinear serial dependence can be applied to high-frequency time series data that exhibit high volatility, strong mean reversion, and leptokurtotis. Portmanteau correlation, bicorrelation, and tricorrelation tests are used to detect nonlinear serial dependence in the data. Trimming is used to control for the presence of outliers in the data. The data that are employed are 161,786 half-hourly spot electricity price observations recorded over nearly a decade in the wholesale electricity market in New South Wales, Australia. Strong evidence of nonlinear serial dependence is found and its implications for time series modeling are discussed.

ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005

2010 ◽  
Vol 27 (02) ◽  
pp. 287-300 ◽  
Author(s):  
XINHONG LU ◽  
KEN-ICHI KAWAI ◽  
KOICHI MAEKAWA
Keyword(s):  
Time Series ◽  
Exchange Rates ◽  
High Frequency ◽  
Value At Risk ◽  
Time Series Data ◽  
Model Performance ◽  
Series Data ◽  
Jump Model ◽  
Large Jump ◽  
Chinese Yuan

This paper analyzes the behavior of one-minute high-frequency time-series data of exchange rates for five currencies (Japanese Yen, Australian Dollar, Canadian Dollar, Euro, and Pound Sterling) against the US Dollar when the Chinese Yuan was revalued on July 21st, 2005. The data show the following distinctive features: (1) There is a large jump in the exchange rates time series at the time of the Yuan revaluation. (2) Large volatility in the returns of exchange rates is observed for a while after the jump. (3) There are many other jumps, possibly correlated, in each exchange rate time series. To capture these features we fit the following models to the data: (i) a univariate GARCH-Jump model with a large jump that is influential on volatility, and (ii) a bivariate GARCH-Jump model with correlated Poisson jumps. For comparison, we also estimate these GARCH models without the associated jumps. The model performance is evaluated based on Value-at-Risk (VaR).

An Analysis of Coincidence between KSE-100 and S&P 500 Index using Spectral Approach

2015 ◽  
Vol 4 (2) ◽  
Author(s):  
Syed Monis Jawed
Keyword(s):  
Time Series ◽  
Fourier Transform ◽  
Fast Fourier Transform ◽  
High Frequency ◽  
Time Series Data ◽  
Daily Basis ◽  
Series Data ◽  
Spectral Approach ◽  
In Series ◽  
Data Points

<span>When dealing with time series data, particularly of higher frequency,<br /><span>we are often interested in figuring out periods which are of vital<br /><span>importance. Here in this research, the returns on KSE-100 and S&amp;P<br /><span>500 index are taken on daily basis from September 2001 to June 2013.<br /><span>As thousands of data points (due to high frequency) are considered,<br /><span>it is impossible for us to figure out any pattern in series, unless<br /><span>suitable filtering is applied on them. For this purpose, a power<br /><span>spectrum will be made by means of a fast fourier transform. This will<br /><span>yield us the events that has influenced KSE-100 index considerably<br /><span>in post 9/11 scenario.</span></span></span></span></span></span></span></span></span><br /><br class="Apple-interchange-newline" /></span>

scholarly journals A SEARCH FOR PULSATION IN TWENTY-ONE WHITE DWARFS

2020 ◽  
Vol 56 (2) ◽  
pp. 193-199
Author(s):  
E. Paunzen ◽  
G. Handler ◽  
J. Janík ◽  
Z. Zemanová ◽  
M. Rode-Paunzen ◽  
...  
Keyword(s):  
Time Series ◽  
White Dwarfs ◽  
Time Series Data ◽  
Series Data ◽  
Upper Limits ◽  
Important Input

Well-defined astrophysical constraints of white dwarfs (WDs), such as on the presence or absence of pulsational variability, are very much needed to refine and develop current models. Because these stars are rather faint and variability periods are mostly below one hour, only a very limited amount of space-based data is currently available for these objects. We present about 68 hours of highquality ground-based photometric time-series data for twenty-one WDs acquired at five different observatories. No new pulsators were detected but the derived upper limits of variability, which are typically on the order of only a few mmags, provide important input for pulsation models.

Sign in / Sign up

Export Citation Format

Share Document