Manipulation and analysis of time series

Combining time series

The vstack(), and hstack() functions from the astropy.table module can be used to stack time series in different ways.

Time series can be stacked ‘vertically’ or row-wise using the vstack() function (although note that sampled time series cannot be combined with binned time series and vice-versa):

>>> from astropy.table import vstack
>>> from astropy import units as u
>>> from astropy_timeseries import TimeSeries
>>> ts_a = TimeSeries(time='2016-03-22T12:30:31',
...                          time_delta=3 * u.s,
...                          data={'flux': [1, 4, 5, 3, 2] * u.mJy})
>>> ts_b = TimeSeries(time='2016-03-22T12:50:31',
...                          time_delta=3 * u.s,
...                          data={'flux': [4, 3, 1, 2, 3] * u.mJy})
>>> ts_ab = vstack([ts_a, ts_b])
>>> ts_ab
<TimeSeries length=10>
          time            flux
                          mJy
         object         float64
----------------------- -------
2016-03-22T12:30:31.000     1.0
2016-03-22T12:30:34.000     4.0
2016-03-22T12:30:37.000     5.0
2016-03-22T12:30:40.000     3.0
2016-03-22T12:30:43.000     2.0
2016-03-22T12:50:31.000     4.0
2016-03-22T12:50:34.000     3.0
2016-03-22T12:50:37.000     1.0
2016-03-22T12:50:40.000     2.0
2016-03-22T12:50:43.000     3.0

Time series can also be combined ‘horizontally’ or column-wise with other tables using the hstack() function, though these should not be time series (as having multiple time columns would be confusing):

>>> from astropy.table import Table, hstack
>>> data = Table(data={'temperature': [40., 41., 40., 39., 30.] * u.K})
>>> ts_a_data = hstack([ts_a, data])
>>> ts_a_data
<TimeSeries length=5>
          time            flux  temperature
                          mJy          K
         object         float64    float64
----------------------- ------- -----------
2016-03-22T12:30:31.000     1.0        40.0
2016-03-22T12:30:34.000     4.0        41.0
2016-03-22T12:30:37.000     5.0        40.0
2016-03-22T12:30:40.000     3.0        39.0
2016-03-22T12:30:43.000     2.0        30.0

Sorting time series

Sorting time series in-place can be done using the sort() method, as for Table:

>>> ts = TimeSeries(time='2016-03-22T12:30:31',
...                        time_delta=3 * u.s,
...                        data={'flux': [1., 4., 5., 3., 2.]})
>>> ts
<TimeSeries length=5>
          time            flux
         object         float64
----------------------- -------
2016-03-22T12:30:31.000     1.0
2016-03-22T12:30:34.000     4.0
2016-03-22T12:30:37.000     5.0
2016-03-22T12:30:40.000     3.0
2016-03-22T12:30:43.000     2.0
>>> ts.sort('flux')
>>> ts
<TimeSeries length=5>
          time            flux
         object         float64
----------------------- -------
2016-03-22T12:30:31.000     1.0
2016-03-22T12:30:43.000     2.0
2016-03-22T12:30:40.000     3.0
2016-03-22T12:30:34.000     4.0
2016-03-22T12:30:37.000     5.0

Resampling

We provide a simple_downsample() function that can be used to bin values from a time series into bins of equal time, using a custom function (mean, median, etc.). This operation returns a BinnedTimeSeries. Note that this is a simple function in the sense that it does not for example know how to treat columns with uncertainties differently from other values, and it will blindly apply the custom function specified to all columns.

The following example shows how to use this to bin a light curve from the Kepler mission into 20 minute bins using a median function. First, we read in the data using:

(see Reading/writing time series for more details about reading in data). We can then downsample using:

import numpy as np
from astropy import units as u
from astropy_timeseries import simple_downsample
kepler_binned = simple_downsample(kepler, time_bin_size=20 * u.min, func=np.nanmedian)

We can take a look at the results:

import matplotlib.pyplot as plt
plt.plot(kepler.time.jd, kepler['sap_flux'], 'k.', markersize=1)
plt.plot(kepler_binned.time_bin_start.jd, kepler_binned['sap_flux'], 'r-', drawstyle='steps-pre')
plt.xlabel('Barycentric Julian Date')
plt.ylabel('SAP Flux (e-/s)')

(png, svg, pdf)

../_images/analysis-3.png

Folding

The TimeSeries class has a fold() method that can be used to return a new time series with a relative and folded time axis. This method takes the period as a Quantity, and optionally takes an epoch as a Time, which defines a zero time offset:

kepler_folded = kepler.fold(period=2.2 * u.day, midpoint_epoch='2009-05-02T20:53:40')

plt.plot(kepler_folded.time.jd, kepler_folded['sap_flux'], 'k.', markersize=1)
plt.xlabel('Time from midpoint epoch (days)')
plt.ylabel('SAP Flux (e-/s)')

(png, svg, pdf)

../_images/analysis-5.png

Arithmetic

Since time series objects are sub-classes of Table, they naturally support arithmetic on any of the data columns. As an example, we can take the folded Kepler time series we have seen in the examples above, and normalize it to the sigma-clipped median value.

from astropy.stats import sigma_clipped_stats

mean, median, stddev = sigma_clipped_stats(kepler_folded['sap_flux'])

kepler_folded['sap_flux_norm'] = kepler_folded['sap_flux'] / median

plt.plot(kepler_folded.time.jd, kepler_folded['sap_flux_norm'], 'k.', markersize=1)
plt.xlabel('Time from midpoint epoch (days)')
plt.ylabel('Normalized flux')

(png, svg, pdf)

../_images/analysis-7.png