Improving the Lomb–Scargle Periodogram with the Thomson Multitaper
Bibliographic record
Abstract
Abstract A common approach for characterizing the properties of time-series data that are evenly sampled in time is to estimate the power spectrum of the data using the periodogram. The periodogram as an estimator of the spectrum is (1) statistically inconsistent (i.e., its variance does not go to zero as infinite data are collected), (2) biased for finite samples, and (3) suffers from spectral leakage. In astronomy, time-series data are often unevenly sampled in time, and it is popular to use the Lomb–Scargle (LS) periodogram to estimate the spectrum. Unfortunately, from a statistical standpoint, the LS periodogram suffers from the same issues as the classical periodogram and has even worse spectral leakage. Here, we present an improvement on the LS periodogram by combining it with the Thomson multitaper approach. The multitaper spectral estimator is well established in the statistics and engineering literature for evenly sampled time series. It is attractive because it directly trades off bias and variance for frequency resolution, and is fast to compute: compared to an untapered spectral estimator, the multitaper adds no more than a couple of seconds for a time series with a million data points on a current desktop computer. Here, we describe an estimator that combines the multitaper with the LS periodogram. We show examples in which this new approach has improved properties compared to traditional approaches in the case of unevenly sampled time series. Finally, we demonstrate an application of the method to astronomy with an application to Kepler data.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.003 | 0.012 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.002 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".