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Power spectrum inference of irregularly sampled time series using Gaussian Processes in Julia

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mlefkir/Pioran.jl

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Banner of pioran power spectrum inference of random time series

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Pioran is a Julia package to estimate the power spectrum of any time series using bending power laws. This method is based on Gaussian process regression with the fast algorithm of Foreman-Mackey, et al. 2017 and by approximating the power spectrum model with basis functions. The method is described in Lefkir, et al. 2023 (in prep).

Installation

using Pkg; Pkg.add("Pioran")

Documentation

See the documentation at https://www.mehdylefkir.fr/Pioran.jl.

Examples

Example scripts are provided in the examples directory. To infer the parameters of the power spectrum, I use either Turing.jl for Hamiltonian Monte Carlo or the Python library ultranest for nested sampling. The scripts are written in a way that you can use either of these libraries.