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Inference with finite time series: Observing the gravitational Universe through windows

Talbot, Colm and Thrane, Eric and Biscoveanu, Sylvia and Smith, Rory (2021) Inference with finite time series: Observing the gravitational Universe through windows. Physical Review Research, 3 (4). Art. No. 043049. ISSN 2643-1564. doi:10.1103/physrevresearch.3.043049.

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Time series analysis is ubiquitous in many fields of science including gravitational-wave astronomy, where strain time series are analyzed to infer the nature of gravitational-wave sources, e.g., black holes and neutron stars. It is common in gravitational-wave transient studies to apply a tapered window function to reduce the effects of spectral artifacts from the sharp edges of data segments. We show that the conventional analysis of tapered data fails to take into account covariance between frequency bins, which arises for all finite time series—no matter the choice of window function. We discuss the origin of this covariance and derive a framework that models the correlation induced by the window function. We demonstrate this solution using both simulated Gaussian noise and real Advanced LIGO/Advanced Virgo data. We show that the effect of these correlations is similar in scale to widely studied systematic errors, e.g., uncertainty in detector calibration and power spectral density estimation.

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URLURL TypeDescription Paper ItemData
Talbot, Colm0000-0003-2053-5582
Thrane, Eric0000-0002-4418-3895
Biscoveanu, Sylvia0000-0001-7616-7366
Smith, Rory0000-0001-8516-3324
Additional Information:© 2021 Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI. Received 25 June 2021; revised 16 September 2021; accepted 20 September 2021; published 18 October 2021. We are grateful to Sharan Banagiri, Katerina Chatziiaonnou, Joe Romano, and Alan Weinstein for many fruitful discussions and the anonymous referee for a thoughtful and detailed review. C.T. acknowledges the support of the National Science Foundation (NSF), and the LIGO Laboratory. This work is supported through the Australian Research Council Centre of Excellence Grant No. CE170100004. S.B. is also supported by the Paul and Daisy Soros Fellowship for New Americans, the Australian-American Fulbright Commission, and the NSF Graduate Research Fellowship under Grant No. DGE-1122374. This research has made use of data, software, and/or web tools obtained from the Gravitational Wave Open Science Center [59–61], a service of LIGO Laboratory, the LIGO Scientific Collaboration, and the Virgo Collaboration. LIGO is funded by the NSF. Virgo is funded by Centre National de Recherche Scientifique, Italian Istituto Nazionale della Fisica Nucleare, and the Dutch Nikhef, with contributions by Polish and Hungarian institutes. The authors are grateful for computational resources provided by the LIGO Laboratory and supported by NSF Grants No. PHY-0757058 and No. PHY-0823459. This is Document No. LIGO-P2100090.
Funding AgencyGrant Number
Australian Research CouncilCE170100004
Paul and Daisy Soros Fellowships for New AmericansUNSPECIFIED
Australian-American Fulbright CommissionUNSPECIFIED
NSF Graduate Research FellowshipDGE-1122374
Centre National de la Recherche Scientifique (CNRS)UNSPECIFIED
Istituto Nazionale di Fisica Nucleare (INFN)UNSPECIFIED
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Other Numbering System NameOther Numbering System ID
LIGO DocumentP2100090
Issue or Number:4
Record Number:CaltechAUTHORS:20211022-221806822
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:111617
Deposited By: Tony Diaz
Deposited On:22 Oct 2021 22:45
Last Modified:26 Oct 2021 19:37

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