Lishan Shi | Search arXiv

arXiv2026

Multivariate Continuous-Time Autoregressive Moving Average Processes for Astronomical Multiband Time Series

Large-scale astronomical surveys provide unprecedented volumes of multivariate time-series observations obtained through multiple optical filters. We develop a structured multivariate continuous-time autoregressive moving average (MCARMA) framework for multi-band time series with irregular sampling, heteroscedastic measurement errors, and partially observed bands. The framework allows band-specific stochastic dynamics while modeling cross-band dependence through correlated Brownian driving processes, with state-space and spectral representations enabling likelihood-based inference and interpretation of the fitted stochastic dynamics. We develop a two-stage estimation procedure in which a numerically stabilized preliminary fit initializes subsequent maximum likelihood estimation. Simulations show that higher-order stochastic structure can be recovered when its characteristic features are adequately resolved, but can become weakly identifiable because of limited temporal resolution or near pole--zero cancellation. Joint multivariate estimation improves parameter recovery in 23 of 27 settings and spectral recovery in 26 of 27 settings relative to separate single-band fits. Three Sloan Digital Sky Survey Stripe 82 quasars, respectively favoring MCARMA(1,0), MCARMA(2,0), and MCARMA(2,1), illustrate how joint multiband modeling uses cross-band dependence to inform marginal dynamics and can yield different model-order and spectral inference. The methodology is implemented in the Python package mcarma.

stat.AP↗

arXiv2026

Modeling Dependence Structures in Astronomical Multi-Band Time Series Data via Multi-Output Gaussian Processes

Modern astronomical time-domain surveys routinely collect multi-band light curves that provide complementary information about the physical processes governing source variability. Gaussian processes (GPs) provide a flexible probabilistic framework for modeling irregularly sampled and noisy time-series data. While considerable attention has been devoted to developing covariance kernels for individual time series, comparatively less attention has been paid to the statistical representation of dependence among multiple photometric bands. In this work, we present a unified statistical framework for modeling such dependence structures using multi-output GPs. Within this framework, we consider two complementary formulations. The covariance-based formulation specifies dependence directly through matrix-valued covariance functions and emphasizes the stochastic properties of the observed light curves, including covariance functions and power spectral densities. In contrast, the latent-process formulation represents the observed light curves as transformations of latent GPs and emphasizes the physical mechanisms generating the observed dependence. To illustrate these formulations, we develop covariance-based and latent-process multi-output damped random walk models and derive their corresponding spectral representations. We further demonstrate the practical implications of dependence-structure modeling through applications to multi-band active galactic nucleus variability and continuum reverberation mapping. Rather than advocating a universally preferred formulation, this work provides a principled basis for selecting dependence structures according to the scientific objectives and clarifies how this choice influences the statistical characterization and scientific interpretation of stochastic variability in astronomical sources.

astro-ph.IM↗