arXiv subjects

Nick James

Publications and source records attributed to Nick James.

43 records · Page 3Linked to original sources

arXiv2020

Cluster-based dual evolution for multivariate time series: analyzing COVID-19

This paper proposes a cluster-based method to analyze the evolution of multivariate time series and applies this to the COVID-19 pandemic. On each day, we partition countries into clusters according to both their case and death counts. The total number of clusters and individual countries' cluster memberships are algorithmically determined. We study the change in both quantities over time, demonstrating a close similarity in the evolution of cases and deaths. The changing number of clusters of the case counts precedes that of the death counts by 32 days. On the other hand, there is an optimal offset of 16 days with respect to the greatest consistency between cluster groupings, determined by a new method of comparing affinity matrices. With this offset in mind, we identify anomalous countries in the progression from COVID-19 cases to deaths. This analysis can aid in highlighting the most and least significant public policies in minimizing a country's COVID-19 mortality rate.

stat.ME↗

arXiv2019

Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and dependency of financial time series in a non-parametric fashion assuming that the time series consists of a finite, but unknown number, of locally stationary processes, the locations of which are also unknown. The model allows a non-parametric estimate of the dependency structure by modelling the auto-covariance function in the spectral domain. All our estimates are made within a Bayesian framework where we use aReversible Jump Markov Chain Monte Carlo algorithm for inference. We study the frequentist properties of our estimates via a simulation study, and present a novel way of generating time series data from a nonparametric spectrum. Results indicate that our techniques perform well across a range of data generating processes. We apply our method to a number of real examples and our results indicate that several financial time series exhibit both long-range dependency and non-stationarity.

q-fin.ST↗

arXiv2016

Repetitive Patterns in Rapid Optical Variations in the Nearby Black-hole Binary V404 Cygni

How black holes accrete surrounding matter is a fundamental, yet unsolved question in astrophysics. It is generally believed that matter is absorbed into black holes via accretion disks, the state of which depends primarily on the mass-accretion rate. When this rate approaches the critical rate (the Eddington limit), thermal instability is supposed to occur in the inner disc, causing repetitive patterns of large-amplitude X-ray variability (oscillations) on timescales of minutes to hours. In fact, such oscillations have been observed only in sources with a high mass accretion rate, such as GRS 1915+105. These large-amplitude, relatively slow timescale, phenomena are thought to have physical origins distinct from X-ray or optical variations with small amplitudes and fast ($\lesssim$10 sec) timescales often observed in other black hole binaries (e.g., XTE J1118+480 and GX 339-4). Here we report an extensive multi-colour optical photometric data set of V404 Cygni, an X-ray transient source containing a black hole of nine solar masses (and a conpanion star) at a distance of 2.4 kiloparsecs. Our data show that optical oscillations on timescales of 100 seconds to 2.5 hours can occur at mass-accretion rates more than ten times lower than previously thought. This suggests that the accretion rate is not the critical parameter for inducing inner-disc instabilities. Instead, we propose that a long orbital period is a key condition for these large-amplitude oscillations, because the outer part of the large disc in binaries with long orbital periods will have surface densities too low to maintain sustained mass accretion to the inner part of the disc. The lack of sustained accretion -- not the actual rate -- would then be the critical factor causing large-amplitude oscillations in long-period systems.

astro-ph.HE↗

arXiv2015

Survey of Period Variations of Superhumps in SU UMa-Type Dwarf Novae. VII: The Seventh Year (2014-2015)

Continuing the project described by Kato et al. (2009, arXiv:0905.1757), we collected times of superhump maxima for 102 SU UMa-type dwarf novae observed mainly during the 2014-2015 season and characterized these objects. Our project has greatly improved the statistics of the distribution of orbital periods, which is a good approximation of the distribution of cataclysmic variables at the terminal evolutionary stage, and confirmed the presence of a period minimum at a period of 0.053 d and a period spike just above this period. The number density monotonically decreased toward the longer period and there was no strong indication of a period gap. We detected possible negative superhumps in Z Cha. It is possible that normal outbursts are also suppressed by the presence of a disk tilt in this system. There was no indication of enhanced orbital humps just preceding the superoutburst, and this result favors the thermal-tidal disk instability as the origin of superoutbursts. We detected superhumps in three AM CVn-type dwarf novae. Our observations and recent other detections suggest that 8% of objects showing dwarf nova-type outbursts are AM CVn-type objects. AM CVn-type objects and EI Psc-type object may be more abundant than previously recognized. OT J213806, a WZ Sge-type object, exhibited a remarkably different feature between the 2010 and 2014 superoutbursts. Although the 2014 superoutburst was much fainter the plateau phase was shorter than the 2010 one, the course of the rebrightening phase was similar. This object indicates that the O-C diagrams of superhumps can be indeed variable at least in WZ Sge-type objects. Four deeply eclipsing SU UMa-type dwarf novae (ASASSN-13cx, ASASSN-14ag, ASASSN-15bu, NSV 4618) were identified. We studied long-term trends in supercycles in MM Hya and CY UMa and found systematic variations of supercycles of ~20%.

astro-ph.SR↗

arXiv2014

Study of Negative and Positive Superhumps in ER Ursae Majoris

We carried out the photometric observations of the SU UMa-type dwarf nova ER UMa during 2011 and 2012, which showed the existence of persistent negative superhumps even during the superoutburst. We performed two-dimensional period analysis of its light curves by using a method called "least absolute shrinkage and selection operator" (Lasso) and "phase dispersion minimization" (PDM) analysis, and we found that the period of negative superhumps systematically changed between a superoutburst and the next superoutburst. The trend of the period change can beinterpreted as reflecting the change of the disk radius. This change of the disk radius is in good agreement with the predicted change of the disk radius by the thermal-tidal instability (TTI) model. The normal outbursts within a supercycle showed a general trend that the rising rate to maximum becomes slower as the next superoutburst approaches. The change can be interpreted as the consequence of the increased gas-stream flow onto the inner region of the disk as the result of the tilted disk. Some of the superoutbursts were found to be triggered by a precursor normal outburst when the positive superhumps appeared to develop. The positive and negative superhumps co-existed during the superoutburst. The positive superhumps were prominent only during four or five days after the supermaximum, while the signal of the negative superhumps became strong after the middle phase of the superoutburst plateau. A simple combination of the positive and negative superhumps was found to be insufficient in reproducing the complex profile variation. We were able to detect the developing phase of positive superhumps (stage A superhumps) for the first time in ER UMa-type dwarf novae. Using the period of stage A superhumps, we obtained a mass ratio of 0.100(15), which indicates that ER UMa is on the ordinary evolutional track of CVs.

astro-ph.SR↗

arXiv2013

Survey of Period Variations of Superhumps in SU UMa-Type Dwarf Novae. V: The Fifth Year (2012-2013)

Continuing the project described by Kato et al. (2009a, arXiv:0905.1757), we collected times of superhump maxima for SU UMa-type dwarf novae mainly observed during the 2012-2013 season. We found three objects (V444 Peg, CSS J203937 and MASTER J212624) having strongly positive period derivatives despite the long orbital period (Porb). By using the period of growing stage (stage A) superhumps, we obtained mass ratios for six objects. We characterized nine new WZ Sge-type dwarf novae. We made a pilot survey of the decline rate of slowly fading part of SU UMa-type and WZ Sge-type outbursts. The decline time scale was found to generally follow the expected Porb^(1/4) dependence and WZ Sge-type outbursts also generally follow this trend. There are some objects which show slower decline rates, and we consider these objects good candidates for period bouncers. We also studied unusual behavior in some objects, including BK Lyn which made a transition from an ER UMa-type state to the novalike (standstill) state in 2013 and unusually frequent occurrence of superoutbursts in NY Ser and CR Boo. We applied least absolute shrinkage and selection operator (Lasso) power spectral analysis, which has been proven to be very effective in analyzing the Kepler data, to ground-based photometry of BK Lyn and detected the dramatic disappearance of the signal of negative superhumps in 2013. We suggested that the mass-transfer rates did not vary strongly between the ER UMa-type state and novalike state in BK Lyn, and this transition was less likely caused by a systematic variation of the mass-transfer rate.

astro-ph.SR↗

arXiv2012

Survey of Period Variations of Superhumps in SU UMa-Type Dwarf Novae. III: The Third Year (2010--2011)

Continuing the project described by Kato et al. (2009, PASJ 61, S395, arXiv:0905.1757), we collected times of superhump maxima for 51 SU UMa-type dwarf novae mainly observed during the 2010-2011 season. Although most of the new data for systems with short superhump periods basically confirmed the findings by Kato et al. (2009) and Kato et al. (2010, PASJ 62, 1525, arXiv:1009.5444), the long-period system GX Cas showed an exceptionally large positive period derivative. An analysis of public Kepler data of V344 Lyr and V1504 Cyg yielded less striking stage transitions. In V344 Lyr, there was prominent secondary component growing during the late stage of superoutbursts, and the component persisted at least for two more cycles of successive normal outbursts. We also investigated the superoutbursts of two conspicuous eclipsing objects: HT Cas and the WZ Sge-type object SDSS J080434.20+510349.2. Strong beat phenomena were detected in both objects, and late-stage superhumps in the latter object had an almost constant luminosity during the repeated rebrightenings. The WZ Sge-type object SDSS J133941.11+484727.5 showed a phase reversal around the rapid fading from the superoutburst. The object showed a prominent beat phenomenon even after the end of the superoutburst. A pilot study of superhump amplitudes indicated that the amplitudes of superhumps are strongly correlated with orbital periods, and the dependence on the inclination is weak in systems with inclinations smaller than 80 deg.

astro-ph.SR↗