A period found in the gaps
Assumes Photon noise, The Doppler effect and Variable stars.
Almost every period quoted in astronomy was extracted from a series of measurements taken at whatever times the sky allowed. The star was above the horizon for six hours in November and eleven in February; it was cloudy for four nights running; the telescope was allocated to somebody else in March; and for three months of the year the target was on the far side of the Sun.
That schedule is not a nuisance to be averaged away. It has a spectrum, the data’s spectrum is the true one convolved with it, and every feature of the schedule is copied onto every real signal in the data.
The window function
Write the sampling as a set of times and define
This is the spectral window: the power spectrum of the observing schedule, containing no data whatever. It always has a peak at zero frequency, and every other peak in it is a periodicity in when the telescope was pointed.
The convolution statement is exact in the limit of a large number of samples and approximately true otherwise, and it is the single most useful fact in the subject. A real signal at frequency produces peaks at , at , at , and at plus any other frequency in the window — with heights in proportion to the window’s own peaks.
There is a subtlety in the position of that daily spike which repays attention. Weather and the working day repeat on the solar day; a target’s visibility repeats on the sidereal day, which is three minutes fifty-six seconds shorter. A long campaign therefore has two closely spaced spikes near one cycle per day rather than one, separated by about of a cycle per day — and since the resolution of a periodogram is , a run longer than a year resolves them. The pair is not a curiosity: it is the reason a multi-year baseline breaks aliases that a single season cannot, and the reason the alias structure of a survey changes character once its baseline passes a year.
The sinusoid at has a physical interpretation that makes the ambiguity feel less like an artefact. Between two observations one day apart, a wave at 0.31 cycles per day advances 0.31 of a turn; a wave at 0.69 cycles per day advances 0.69 of a turn, which is 0.31 of a turn backwards. Sampling once a night cannot tell those apart.
The statistic
For evenly sampled data the natural tool is the discrete Fourier transform. For unevenly sampled data it is not, because the transform of an irregular series has no clean statistical interpretation.
The way out, due to Lomb and Scargle, is to abandon the transform and fit. At each trial frequency, fit a sinusoid to the data by least squares, and record how much of the variance it removed. That is a well-posed question for any sampling whatever.
The algebra then collapses into something that looks like a transform:
with chosen so that the sine and cosine sums are orthogonal. That offset is the whole difference between this and a naive transform: it makes the statistic invariant under a shift of the time origin, which a naive transform of unevenly spaced data is not.
Two refinements matter in practice.
Fit a floating mean. The classical form above assumes the mean has been subtracted correctly, and for uneven sampling the sample mean is not the signal’s mean — if a sinusoid was observed preferentially near its maximum, subtracting the sample mean removes part of the signal. Fitting the offset as a third free parameter fixes it, and the resulting statistic is the one any modern implementation uses.
Weight by the errors. Points with different uncertainties should not contribute equally, and a weighted least squares is no harder than an unweighted one.
What a false alarm probability actually says
Under pure Gaussian noise, the normalised power at any single frequency is exponentially distributed with unit mean. The probability of exceeding some level at one frequency is , and the probability of the highest of independent frequencies exceeding it is .
Everything difficult is in the word independent.
Two other things have to be right before the arithmetic means anything, and both are about timekeeping rather than statistics. The times must be on a uniform scale — six kinds of second are in circulation and the differences between them reach tens of seconds — and they must be referred to the solar system’s barycentre rather than to the observatory, since the Earth’s own orbital motion introduces a light-travel variation of up to 16.6 minutes over a year. An uncorrected series carries an annual signal that nothing in the sky put there.
The resolution of a periodogram is , where is the baseline — two sinusoids closer together than that cannot be told apart by the data. So the number of independent frequencies in a search up to is about , and it does not change when the grid is made finer. Evaluating on a grid ten times denser finds the peaks more precisely and adds no independence at all.
Quoting a false-alarm probability computed from the number of grid points rather than the number of independent frequencies is a common and consequential error, and it goes in the conservative direction — it makes real detections look marginal — which is why it survives.
Red noise, which is the real problem
Stars are not constant, and they are not randomly variable either. Granulation, oscillations, spots rotating in and out of view, and long-term activity cycles all produce variability that is correlated in time — power that rises towards low frequencies rather than being flat.
For such noise the exponential distribution is wrong, and it is wrong in the dangerous direction: correlated noise produces high peaks far more often than white noise does, so a false-alarm probability computed under the white assumption can be too small by orders of magnitude. The practical responses are all empirical. Estimate the noise’s own power spectrum and use it in the significance calculation. Or bootstrap: shuffle the measured values among the observed times, recompute the highest peak, repeat ten thousand times, and read the false-alarm level off the resulting distribution. Shuffling preserves the sampling and destroys any real signal, so it measures exactly the thing wanted — how tall a peak this schedule produces from nothing.
The Nyquist frequency, and why it is not one
Even sampling has a hard ceiling: a series sampled every cannot distinguish frequencies above , because every higher frequency has a lower one that agrees with it at every sample. That is the Nyquist limit, and it is a theorem.
Uneven sampling does not have one — or rather, the limit is set by the precision of the times rather than by their spacing. Nights are not exactly 24 hours apart, observations within a night are scattered by hours, and each of those irregularities breaks a degeneracy that regular sampling would leave intact.
The consequence is one of the pleasant surprises in the subject. A star observed once a night can yield a period of a few hours, provided the times are recorded well enough and the run is long enough. Kepler’s long-cadence photometry, sampled every 29.4 minutes, routinely detects oscillations well above its nominal Nyquist frequency, because the spacecraft’s own barycentric motion modulates the sampling by a few seconds over a year and that is enough to separate a super-Nyquist signal from its reflection.
The limit is set by the irregularity, not by the average rate, which is the exact opposite of the intuition regular sampling trains.
Where the periods come from
The statistic is used far outside the case it was written for, and the applications are the reason it earns a place here.
The factor of two
There is a second ambiguity that has nothing to do with the window and that catches people more often, because it survives even perfect sampling.
A periodogram fits a sinusoid. A signal that is periodic but not sinusoidal has power at its fundamental and at its harmonics, and how that power is distributed depends on the waveform. For some shapes the tallest peak is not at the true period at all.
The standard case is an eclipsing binary with two similar components. Its light curve has two minima per orbit — one when each star passes in front of the other — and if the two eclipses are of similar depth the dominant Fourier component is at twice the orbital frequency. A period search returns half the true period, and folding on that half produces a perfectly clean single-eclipse light curve with no hint that anything is wrong.
The discriminant is the difference between the two minima. Two stars of different temperature produce eclipses of different depth, and folding on the true period separates them while folding on half superimposes them. So the test is to fold on twice the recovered period and look for an alternation: if the odd and even minima differ, the longer period is the right one.
That works when the components differ and fails when they are nearly identical, which is exactly the case that produces the ambiguity in the first place. For those systems the period is settled by radial velocities — which show one full cycle per orbit rather than two, because a velocity has a sign and a depth does not.
The same trap appears wherever a signal has two similar features per cycle. A spotted star with two active longitudes on opposite hemispheres gives a rotation period too short by a factor of two; a pulsator with a strong first overtone can be catalogued at the overtone rather than the fundamental. A period search returns the strongest periodicity in the data, and the strongest periodicity is not always the period, which is a distinction the statistic itself cannot draw.
A famous ambiguity
The alias problem is not academic, and the clearest cases come from radial-velocity searches for planets.
A survey observing a star from one site, on nights when it is up, produces exactly the window drawn above. A planet with a period near one year is therefore accompanied by a peak at the alias of one year — which is to say near infinity, or near zero frequency, where the star’s own long-term activity also lives. A planet with a period near a day is accompanied by a peak near infinity in the other direction.
The awkward middle case is a period of a few days to a few weeks, where the daily alias lands in a region where other planets plausibly are. More than one announced planet has turned out to be the alias of a signal at a different period, and more than one has turned out to be an alias of the star’s rotation. The corrections have been made by the same means each time: more data with a different window, from another longitude or another instrument, which moves the aliases without moving the truth.
The general test is that simple. A real signal sits at the same frequency in every window; an alias moves. Nothing about the height of a peak, the elegance of a fold or the smallness of a false-alarm probability substitutes for it.
Looking for the second signal
Most interesting time series contain more than one periodicity, and the standard procedure for finding them compounds every difficulty above.
The method is prewhitening: find the strongest peak, fit and subtract the corresponding sinusoid, recompute the periodogram of the residuals, and repeat until nothing significant remains. It is simple, it is what almost everybody does, and it has a failure mode that is worth naming.
If the first peak selected is an alias rather than the true frequency, the sinusoid subtracted is the wrong one. It removes some of the real signal — the alias and the truth agree at the sample times, which is why they were confusable — and it adds structure between the samples that was never there. The residuals then contain an artefact at the true frequency and at the differences between the two, and the second iteration finds one of those and reports it as a discovery.
The literature contains several multi-planet systems that have been reinterpreted this way, in which a claimed second signal turned out to be an artefact of having subtracted a first at an aliased frequency. The correction each time has been the same: fit all the signals simultaneously rather than sequentially, so that the model is compared against the data as a whole and no intermediate residual is ever formed.
Simultaneous fitting is more expensive and it removes the failure mode entirely, because a wrong frequency for one component is penalised by the fit to the others rather than being frozen into the residuals. It also makes the significance question honest: the quantity to compare is the likelihood of a two-signal model against a one-signal model, evaluated with the extra parameters counted, rather than the height of a peak in a residual spectrum whose noise properties nobody has characterised.
Subtracting a model to look for what is left assumes the model was right, and in a subject where the strongest peak is regularly at the wrong frequency that assumption does most of its damage on the second iteration rather than the first.
When the model is not a sinusoid
The Lomb–Scargle statistic is the least-squares fit of a sinusoid. When the signal has a different shape, fitting a sinusoid to it wastes most of the signal.
A transit is the extreme case: a flat line with a brief box-shaped dip, whose Fourier content is spread across many harmonics. Fitting a sinusoid captures a fraction of it, and the standard tool is instead a box-fitting statistic — the same idea, with the model replaced by a box of adjustable width, depth and phase. The general principle is worth stating because it is easy to miss: a periodogram is not a neutral measurement of periodicity. It is a matched filter for one particular waveform, evaluated at many frequencies, and anything shaped differently is detected inefficiently or not at all.
That has a consequence for what a survey finds. The set of objects a search recovers is the set whose signals resemble its model, at frequencies its window does not spoil, above a threshold set by noise it has assumed to be white — and every survey therefore draws a different sky. The detection efficiency of a period search is a function of period, amplitude and shape, and it is measured the same way a transit survey’s is: by injecting synthetic signals into the real time series and counting how many come back. A completeness curve for a periodogram is as necessary as one for a photometric survey, and is quoted far less often.
Where this ladder goes next
This rung has established what the statistic is, why the aliases exist, and what an independent frequency means.
The rung above is the treatment of correlated noise properly — modelling the star’s own variability as a Gaussian process with a kernel fitted alongside the signal, which is now standard practice in radial-velocity work and which changes both the recovered amplitudes and their uncertainties.
Beside it lies the multi-site and space-based answer to aliasing: a window function with no daily spike, obtained either by observing from several longitudes at once or by leaving the ground entirely.
And below it, the habit this rung is really about: a measurement inherits the structure of the schedule that produced it. Before believing a peak, look at the window; before quoting a significance, ask what the noise actually is; and before publishing a period, fold on it.
What this makes readable
Essays that name this one as a prerequisite.
- A planet that was the star's own rotation exoplanets
- The clock that starts by forgetting stars
- The tallest peak in nothing at all starlight
What links here
Essays that link to this one from their own argument.
The objects this essay names
Each one links to every other essay that touches it.
AliasBox least squaresFalse-alarm probabilityIndependent frequenciesThe Lomb–Scargle periodogramNyquist frequencyPhase foldingRed noiseSpectral leakageTime seriesUneven samplingWindow function