pith:UVQLOHJA
Nested Sampling for ARIMA Model Selection in Astronomical Time-Series Analysis
Nested sampling computes Bayesian evidence to select optimal ARIMA orders for astronomical time series.
arxiv:2512.01929 v3 · 2025-12-01 · astro-ph.IM · astro-ph.EP · astro-ph.SR
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\pithnumber{UVQLOHJASVBRBUTEE4YLT2EXM5}
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Claims
Our results demonstrate that nested sampling offers a rigorous and computationally tractable alternative to autoregressive model selection in astronomical time-series analysis.
That astronomical time series are adequately described by linear ARIMA processes whose orders can be reliably distinguished by Bayesian evidence computed via nested sampling, without significant model misspecification or sampling failures in the high-dimensional parameter spaces of higher-order models.
Nested sampling applied to ARIMA models enables Bayesian order selection and parameter inference that recovers ground truth in simulations and fits stochastic variability in sunspot, Kepler, and TESS light curves.
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| First computed | 2026-06-12T00:07:48.734807Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/UVQLOHJASVBRBUTEE4YLT2EXM5 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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