S-ACF: a selective estimator for the autocorrelation function of irregularly sampled time series

• Published in: Monthly notices of the Royal Astronomical Society Vol. 522; no. 4; pp. 5049 - 5061
• Main Authors: Kreutzer, Lars T, Gillen, Edward, Briegal, Joshua T, Queloz, Didier
• Format: Journal Article
• Language: English
• Published: Oxford University Press 11.05.2023
• Subjects: methods: analytical; methods: statistical; methods: data analysis; stars: rotation
• ISSN: 0035-8711; 1365-2966
• DOI: 10.1093/mnras/stad1223

ABSTRACT We present a generalized estimator for the autocorrelation function, S-ACF, which is an extended version of the standard estimator of the autocorrelation function (ACF). S-ACF is a versatile definition that can robustly and efficiently extract periodicity and signal shape information from a time series, independent of the time sampling and with minimal assumptions about the underlying process. Calculating the autocorrelation of irregularly sampled time series becomes possible by generalizing the lag of the standard estimator of the ACF to a real parameter and introducing the notion of selection and weight functions. We show that the S-ACF reduces to the standard ACF estimator for regularly sampled time series. Using a large number of synthetic time series, we demonstrate that the performance of the S-ACF is as good or better than commonly used Gaussian and rectangular kernel estimators, and is comparable to a combination of interpolation and the standard estimator. We apply the S-ACF to astrophysical data by extracting rotation periods for the spotted star KIC 5110407, and compare our results to Gaussian process (GP) regression and Lomb–Scargle (LS) periodograms. We find that the S-ACF periods typically agree better with those from GP regression than from LS periodograms, especially in cases where there is evolution in the signal shape. The S-ACF has a wide range of potential applications and should be useful in quantitative science disciplines where irregularly sampled time series occur. A python implementation of the S-ACF is available under the MIT license.