search

StingraySoftware / stingray

Anything can happen in the next half hour (including spectral timing made easy)!
https://stingray.science/stingray
MIT License
172 stars 141 forks source link

Add ARIMA methods and similar? #389

Open matteobachetti opened 5 years ago

matteobachetti commented 5 years ago

One request from the statistical referee of ApJ is to add time-domain, autoregressive methods such as ARIMA, ARFIMA, and such. It might be a good addition to our code. I pin it here.

swapsha96 commented 5 years ago

I have used ARIMA model (and few others) for air quality monitoring+forecasting using a network on low-cost custom devices. I am familiar with its applications and use. Could you please share more details like its examples in astronomy, use (wrt Stingray) etc? I would like to work on it.

dhuppenkothen commented 5 years ago

Cool! I haven't had a time to do more than glance at it, but this paper seems very relevant: https://www.frontiersin.org/articles/10.3389/fphy.2018.00080/full

The author, Eric Feigelson, is one of the main proponents of ARIMA processes in astronomy. This paper describes methods that are related: https://arxiv.org/abs/1703.09710

swapsha96 commented 5 years ago

@dhuppenkothen I will read them this week.