Astronomy & Celestial Mechanics
the sky, computed
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Periodograms — the series

2 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. A true peak at 0.3103 and a false one at 0.6897, from the same data. The Lomb–Scargle periodogram of 162 simulated observations taken over 419 nights from one site, of a star carrying a 4.2-unit sinusoid at 0.3103 cycles per day under 3 units of Gaussian noise per point. The injected signal is recovered at 0.3103 cycles per day, within the 0.0024 resolution element the baseline allows. The second peak, at 0.6899, is 87 per cent as tall and corresponds to nothing: it is 1 − f, the signal reflected in the one-cycle-per-day spike of the sampling. Neither peak is more real than the other in this picture — deciding between them needs a second site at a different longitude, or a run long enough for the seasonal window to separate them. The dashed line is the power a pure-noise series would exceed once in 1000 trials, computed from 586 independent frequencies rather than from the 4691 grid points searched; using the grid count instead would put the line 2.08 higher and reject a real detection.

    A period found in the gaps

    Astronomical time series are sampled when the sky is dark and clear and the target is up, which is a schedule with a spectrum of its own. That spectrum is convolved with the real one, so a single sinusoid produces several peaks — and the tallest is not always the true one.

    part 1 · starlight
  2. A peak worth 10.8 in a narrow search is worth nothing in a wide one. The probability that noise alone produces a peak at least as tall as a given power, for searches over four different numbers of independent frequencies. A single frequency examined in isolation gives a one-per-cent chance at a power of 4.6; searching fifty thousand frequencies for the same one-per-cent chance requires 15.4. The threshold rises as the logarithm of the width of the search, which is why the penalty is survivable — but it is a penalty, it is often not applied, and the number of independent frequencies in an unevenly sampled time series is not the number of frequencies on the grid. Overestimating that count is conservative and underestimating it is not, which is the one asymmetry worth remembering.

    The tallest peak in nothing at all

    A periodogram of pure noise has peaks in it, and the tallest is not small. How tall it has to be before it means something depends on how many frequencies were searched and on what the noise actually is — and astronomical noise is almost never the white noise the standard formula assumes.

    part 2 · starlight

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