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We introduce the Automatic Learning for the Rapid Classification of Events (ALeRCE) broker, an astronomical alert broker designed to provide a rapid and self-consistent classification of large etendue telescope alert streams, such as that provided by the Zwicky Transient Facility (ZTF) and, in the future, the Vera C. Rubin Observatory Legacy Survey of Space and Time (LSST). ALeRCE is a Chilean-led broker run by an interdisciplinary team of astronomers and engineers working to become intermediaries between survey and follow-up facilities. ALeRCE uses a pipeline that includes the real-time ingestion, aggregation, cross-matching, machine-learning (ML) classification, and visualization of the ZTF alert stream. We use two classifiers: a stamp-based classifier, designed for rapid classification, and a light curve-based classifier, which uses the multiband flux evolution to achieve a more refined classification. We describe in detail our pipeline, data products, tools, and services, which are made public for the community (see https://alerce.science). Since we began operating our real-time ML classification of the ZTF alert stream in early 2019, we have grown a large community of active users around the globe. We describe our results to date, including the real-time processing of 1.5 × 10 8 alerts, the stamp classification of 3.4 × 10 7 objects, the light-curve classification of 1.1 × 10 6 objects, the report of 6162 supernova candidates, and different experiments using LSST-like alert streams. Finally, we discuss the challenges ahead in going from a single stream of alerts such as ZTF to a multistream ecosystem dominated by LSST.

We introduce a class of stationary processes characterized by the behaviour of their infinite moving average parameters. We establish the asymptotic behaviour of the covariance function and the behaviour around zero of the spectral density of these processes, showing their antipersistent character. Then, we discuss the existence of an infinite autoregressive representation for this family of processes, and we present some consequences for fractional autoregressive moving average models. Copyright 2007 The Authors Journal compilation 2007 Blackwell Publishing Ltd.

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