Estimating activity cycles with probabilistic methods II. The Mount Wilson Ca H&K data

Debate over the existence of branches in the stellar activity-rotation diagrams continues. Application of modern time series analysis tools to study the mean cycle periods in chromospheric activity index is lacking. We develop such models, based on Gaussian processes, for one-dimensional time series and apply it to the extended Mount Wilson Ca H&K sample. Our main aim is to study how the previously commonly used assumption of strict harmonicity of the stellar cycles as well as handling of the linear trends affects the results. We introduce three methods of different complexity, starting with the simple Bayesian harmonic model and followed by Gaussian Process models with periodic and quasi-periodic covariance functions. We confirm the existence of two populations in the activity-period diagram. We find only one significant trend in the inactive population, namely that the cycle periods get shorter with increasing rotation. This is in contrast with earlier studies, that postulate the existence of trends in both of the populations. In terms of rotation to cycle period ratio, our data is consistent with only two activity branches such that the active branch merges together with the transitional one. The retrieved stellar cycles are uniformly distributed over the R'HK activity index, indicating that the operation of stellar large-scale dynamos carries smoothly over the Vaughan-Preston gap. At around the solar activity index, however, indications of a disruption in the cyclic dynamo action are seen. Our study shows that stellar cycle estimates depend significantly on the model applied. Such model-dependent aspects include the improper treatment of linear trends, while the assumption of strict harmonicity can result in the appearance of double cyclicities that seem more likely to be explained by the quasi-periodicity of the cycles.

Estimating activity cycles with probabilistic methods I. Bayesian Generalised Lomb-Scargle Periodogram with Trend

Period estimation is one of the central topics in astronomical time series analysis, where data is often unevenly sampled. Especially challenging are studies of stellar magnetic cycles, as there the periods looked for are of the order of the same length than the datasets themselves. The datasets often contain trends, the origin of which is either a real long-term cycle or an instrumental effect, but these effects cannot be reliably separated, while they can lead to erroneous period determinations if not properly handled. In this study we aim at developing a method that can handle the trends properly, and by performing extensive set of testing, we show that this is the optimal procedure when contrasted with methods that do not include the trend directly to the model. The effect of the form of the noise (whether constant or heteroscedastic) on the results is also investigated. We introduce a Bayesian Generalised Lomb-Scargle Periodogram with Trend (BGLST), which is a probabilistic linear regression model using Gaussian priors for the coefficients and uniform prior for the frequency parameter. We show, using synthetic data, that when there is no prior information on whether and to what extent the true model of the data contains a linear trend, the introduced BGLST method is preferable to the methods which either detrend the data or leave the data untrended before fitting the periodic model. Whether to use noise with different than constant variance in the model depends on the density of the data sampling as well as on the true noise type of the process.