The detection of periodic signals from transiting exoplanets is often impeded by extraneous aperiodic photometric variability, either intrinsic to the star or arising from the measurement process. Frequently, these variations are autocorrelated wherein later flux values are correlated with previous ones. In this work, we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) and related statistical models that treat a wide variety of stochastic processes, as well as nonstationarity, to improve detection of new planetary transits. Providing a time series is evenly spaced or can be placed on an evenly spaced grid with missing values, these low-dimensional parametric models can prove very effective. We introduce a planet-search algorithm to detect periodic transits in the residuals after the application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), is closely related to the traditional Box-fitting Least Squares and provides an analogous periodogram. Finally, if a previously identified or simulated sample of planets is available, selected scalar features from different stages of the analysis -the original light curves, ARIMA fits, TCF periodograms, and folded light curves -can be collectively used with a multivariate classifier to identify promising candidates while efficiently rejecting false alarms. We use Random Forests for this task, in conjunction with Receiver Operating Characteristic (ROC) curves, to define discovery criteria for new, high fidelity planetary candidates. The ARPS methodology can be applied to both evenly spaced satellite light curves and densely cadenced ground-based photometric surveys.
The 4 yr light curves of 156,717 stars observed with NASA’s Kepler mission are analyzed using the autoregressive planet search (ARPS) methodology described by Caceres et al. The three stages of processing are maximum-likelihood ARIMA modeling of the light curves to reduce stellar brightness variations, constructing the transit comb filter periodogram to identify transit-like periodic dips in the ARIMA residuals, and Random Forest classification trained on Kepler team confirmed planets using several dozen features from the analysis. Orbital periods between 0.2 and 100 days are examined. The result is a recovery of 76% of confirmed planets, 97% when period and transit depth constraints are added. The classifier is then applied to the full Kepler data set; 1004 previously noticed and 97 new stars have light-curve criteria consistent with the confirmed planets, after subjective vetting removes clear false alarms and false positive cases. The 97 Kepler ARPS candidate transits mostly have periods of P < 10 days; many are ultrashort period hot planets with radii <1% of the host star. Extensive tabular and graphical output from the ARPS time series analysis is provided to assist in other research relating to the Kepler sample.
International audienceA least squares estimator for ARCH models in the presence of missing data is proposed. Strong consistency and asymptotic normality are derived. Monte Carlo simulation results are analysed and an application to real data of a Chilean stock index is reported
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