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Paper: Non-regular stellar variations and stochastic differential equations
Volume: 292, Interplay of Periodic, Cyclic and Stochastic Variability in Selected Areas of the H-R Diagram
Page: 335
Authors: Koen, C.
Abstract: Some example light curves of stars for which variations have a degree of unpredictability are shown. The nonregular nature of the variations could be small random deviations from an underlying deterministic form, or have the appearance of random trends with one or more time scales. If the observations are regularly spaced in time, fitting models of the ``autogregressive moving average" (ARMA) form could fruitfully be attempted. An example which demonstrates the power of the method is given. For irregularly spaced observations the ARMA models can be generalised to a continuous-time form, namely stochastic differential equations (SDEs). The statistical theory required to devise simulated solutions of SDEs is discussed at length, and a variety of numerical results are shown.
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