A Bootstrap Method for Sinusoid Detection in Colored Noise and Uneven Sampling. Application to Exoplanet Detection

被引:0
作者
Sulis, Sophia [1 ]
Mary, David [1 ]
Bigot, Lionel [1 ]
机构
[1] Univ Cote Azur, Observ Cote Azur, Lab Lagrange, UMR CNRS 7293, CS 34229, F-06304 Nice, France
来源
2017 25TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO) | 2017年
关键词
Bootstrap; colored noise; detection; TIME-SERIES; PERIODOGRAM PEAKS;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This study is motivated by the problem of evaluating reliable false alarm (FA) rates for sinusoid detection tests applied to unevenly sampled time series involving colored noise, when a (small) training data set of this noise is available. While analytical expressions for the FA rate are out of reach in this situation, we show that it is possible to combine specific periodogram standardization and bootstrap techniques to consistently estimate the FA rate. We also show that the procedure can be improved by using generalized extreme-value distributions. The paper presents several numerical results including a case study in exoplanet detection from radial velocity data.
引用
收藏
页码:1095 / 1099
页数:5
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