Table 2
Time series model components with parameters θ used in this work.
| Name | Function | θ | Prior PDF, P(θ;α) | θmin, θmax |
|
|
||||
| TSMod1 | ||||
| Off | b | b |
|
−∞,∞ |
| Sin |
|
a | Gamma(a;shape,scale) | 0,∞ |
| ν | Gamma(ν;shape,scale) | 0,∞ | ||
| φ | U(φ) | 0,1 | ||
|
|
||||
| TSMod2 | ||||
| Stoch |
|
ω | Gamma(ω;shape,scale) | 0,∞ |
| OUprocess | see appendix A | τ | Gamma(τ;shape,scale) | 0,∞ |
| c | Gamma(c;shape,scale) | 0,∞ | ||
| b |
|
−∞,∞ | ||
| μ [z1] |
|
−∞,∞ | ||
|
|
0,∞ | ||
Notes. The penultimate column shows the prior PDFs over these parameters, which themselves have (hyper)parameters α. These prior PDFs respect the limits on θ listed in the final column. U() is the uniform distribution between 0 and 1, so has no free parameters. Note that a in the Sin model is the peak-to-peak amplitude of the sinusoid. The uniform model for TSMod3 is used throughout (Eq. (5)).
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