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.. _timeseries-analysis:
Manipulation and analysis of time series
****************************************
.. |Table| replace:: :class:`~astropy.table.Table`
.. |TimeSeries| replace:: :class:`~astropy.timeseries.TimeSeries`
.. |BinnedTimeSeries| replace:: :class:`~astropy.timeseries.BinnedTimeSeries`
Combining time series
=====================
The :func:`~astropy.table.vstack` and :func:`~astropy.table.hstack` functions
from the :mod:`astropy.table` module can be used to stack time series in
different ways.
Time series can be stacked 'vertically' or row-wise using the
:func:`~astropy.table.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_start='2016-03-22T12:30:31',
... time_delta=3 * u.s,
... data={'flux': [1, 4, 5, 3, 2] * u.mJy})
>>> ts_b = TimeSeries(time_start='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
Note that :func:`~astropy.table.vstack` does not automatically sort, nor get rid
of duplicates - this is something you would need to do explicitly afterwards.
Time series can also be combined 'horizontally' or column-wise with other tables
using the :func:`~astropy.table.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
:meth:`~astropy.table.Table.sort` method, as for |Table|::
>>> ts = TimeSeries(time_start='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 :func:`~astropy.timeseries.aggregate_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:
.. plot::
:include-source:
:context: reset
:nofigs:
from astropy.timeseries import TimeSeries
from astropy.utils.data import get_pkg_data_filename
example_data = get_pkg_data_filename('timeseries/kplr010666592-2009131110544_slc.fits')
kepler = TimeSeries.read(example_data, format='kepler.fits')
(see :ref:`timeseries-io` for more details about reading in data). We can then
downsample using:
.. plot::
:include-source:
:context:
:nofigs:
import numpy as np
from astropy import units as u
from astropy.timeseries import aggregate_downsample
kepler_binned = aggregate_downsample(kepler, time_bin_size=20 * u.min, aggregate_func=np.nanmedian)
We can take a look at the results:
.. plot::
:include-source:
:context:
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('Julian Date')
plt.ylabel('SAP Flux (e-/s)')
Folding
=======
The |TimeSeries| class has a
:meth:`~astropy.timeseries.TimeSeries.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 :class:`~astropy.units.Quantity`, and optionally takes
an epoch as a :class:`~astropy.time.Time`, which defines a zero time offset:
.. plot::
:context: reset
:nofigs:
import numpy as np
from astropy import units as u
import matplotlib.pyplot as plt
from astropy.timeseries import TimeSeries
from astropy.utils.data import get_pkg_data_filename
example_data = get_pkg_data_filename('timeseries/kplr010666592-2009131110544_slc.fits')
kepler = TimeSeries.read(example_data, format='kepler.fits')
.. plot::
:include-source:
:context:
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)')
Note that in this example we happened to know the period and midpoint from a
previous periodogram analysis - see the example in :doc:`index` for how you
might do this.
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.
.. plot::
:context: reset
:nofigs:
import numpy as np
from astropy import units as u
import matplotlib.pyplot as plt
from astropy.timeseries import TimeSeries
from astropy.utils.data import get_pkg_data_filename
example_data = get_pkg_data_filename('timeseries/kplr010666592-2009131110544_slc.fits')
kepler = TimeSeries.read(example_data, format='kepler.fits')
kepler_folded = kepler.fold(period=2.2 * u.day, midpoint_epoch='2009-05-02T20:53:40')
.. plot::
:include-source:
:context:
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')