Variability and Time Series Analysis
6-11 Oct 2019 Autrans (France)

Proceedings

The proceedings of this school are now available! They are published by EDP Sciences.

You can find here the codes and data.

Cover

 

Table of Contents
     Foreword
1 - AN OVERVIEW OF THIS BOOK. Examples of time series. Modelization by linear regression
     Gérard Grégoire
2 - TIME SERIES, FUNDAMENTAL CONCEPTS
     Gérard Grégoire
3 - ARMA AND ARIMA TIME SERIES
     Gérard Grégoire
4 - COMPLEMENTS AND APPLICATIONS
     Gérard Grégoire
5 - KALMAN FILTER AND TIME SERIES
     Gérard Grégoire
6 - AN INTRODUCTION TO STATE SPACE MODELS
     Randal Douc, Éric Moulines & David Stoffer

Welcome

The topic of the 2019 session is the time series (including variabilities and transient events) that, from celestial mechanics to gravitational waves, from exoplanets to quasars, concern nearly all the astrophysics. Variable phenomena are ubiquitous in the Universe: periodic (orbits, cycles, pulses, rotations...), transient (explosions, bursts, stellar activity...), random (accretion, ejection...) or regular (apparent motions...). The detection, the characterization and the classification of these variabilities is a discipline of statistics called time series analysis. In astrophysics, the detection can be immediate to alert other telescopes, or very detailed to identify some exoplanets or probe the interior of stars. The characterization is required for the physical modeling and understanding. Classification is of course necessary to organize the observations.

Time series analysis is not new in astrophysics, but it is widespread in many other disciplines (meteorology, finance, economy, medical sciences...) so that this is an important branch of statistics with huge developments that astronomers often ignore.

 

The primary goal of the School of Statistics for Astrophysics is to train astronomers to the use of modern statistical techniques. It also aims at bridging the gap between the two communities by emphasizing on the practice during works in common, to give firm grounds to the theoretical lessons, and to initiate works on problems brought by the participants. There have been three previous sessions of this school, one on regression, one on clustering and classification and one on Bayesian methodology.

 

Organizers

Didier Fraix-Burnet (IPAG)

Stéphane Girard (Inria)

Gérard Grégoire (UGA/LJK)

 

 

 

Sponsors

IPAGInriaUGAGrenoble INPIdex ComUGALJK

PNCGPNGRAMPNPSPNHE Labex Persyval

MaDICS

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