Using mutual information to measure time lags from nonlinear processes in astronomy

Measuring time lags between time series or light curves at different wavelengths from a variable or transient source in astronomy is an essential probe of physical mechanisms causing multiwavelength variability. Time lags are typically quantified using discrete correlation functions (DCFs), which ar...

Full description

Bibliographic Details
Main Authors: Nachiketa Chakraborty, Peter Jan van Leeuwen
Format: Article
Language:English
Published: American Physical Society 2022-01-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.4.013036
_version_ 1797210838915874816
author Nachiketa Chakraborty
Peter Jan van Leeuwen
author_facet Nachiketa Chakraborty
Peter Jan van Leeuwen
author_sort Nachiketa Chakraborty
collection DOAJ
description Measuring time lags between time series or light curves at different wavelengths from a variable or transient source in astronomy is an essential probe of physical mechanisms causing multiwavelength variability. Time lags are typically quantified using discrete correlation functions (DCFs), which are appropriate for linear relationships. However, in variable sources such as x-ray binaries, active galactic nuclei (AGNs), and other accreting systems, the radiative processes and the resulting multiwavelength light curves often have nonlinear relationships. For such systems it is more appropriate to use nonlinear information-theoretic measures of causation such as mutual information, routinely used in other disciplines. We demonstrate with toy models the limitations of using the standard DCF and show improvements when using a discrete mutual information function (DMIF). For nonlinear correlations, the latter accurately and sharply identifies the lag components as opposed to the DCF, which can be erroneous. Following that, we apply the DMIF to the multiwavelength light curves of AGN NGC 4593. We find that x-ray fluxes are leading UVW2 fluxes by ∼0.2 days, closer to model predictions from reprocessing by the accretion disk than the DCF estimate. The uncertainties with the current light curves are too large, though, to rule out negative lags. Additionally, we find another delay component at approximately −1 day, i.e., UVW2 leading x rays, consistent with inward propagating fluctuations in the accretion disk scenario. This is not detected by the DCF. Keeping in mind the nonlinear relation between x ray and UVW2, this is worthy of further theoretical investigation. From both the toy models and real observations, it is clear that the mutual-information-based estimator is highly sensitive to complex nonlinear relations. With sufficiently high temporal resolution and signal-to-noise ratio, we will precisely detect each of the lag features corresponding to these relations.
first_indexed 2024-04-24T10:16:58Z
format Article
id doaj.art-156bfd6ef3a644b1beac215259424793
institution Directory Open Access Journal
issn 2643-1564
language English
last_indexed 2024-04-24T10:16:58Z
publishDate 2022-01-01
publisher American Physical Society
record_format Article
series Physical Review Research
spelling doaj.art-156bfd6ef3a644b1beac2152594247932024-04-12T17:17:13ZengAmerican Physical SocietyPhysical Review Research2643-15642022-01-014101303610.1103/PhysRevResearch.4.013036Using mutual information to measure time lags from nonlinear processes in astronomyNachiketa ChakrabortyPeter Jan van LeeuwenMeasuring time lags between time series or light curves at different wavelengths from a variable or transient source in astronomy is an essential probe of physical mechanisms causing multiwavelength variability. Time lags are typically quantified using discrete correlation functions (DCFs), which are appropriate for linear relationships. However, in variable sources such as x-ray binaries, active galactic nuclei (AGNs), and other accreting systems, the radiative processes and the resulting multiwavelength light curves often have nonlinear relationships. For such systems it is more appropriate to use nonlinear information-theoretic measures of causation such as mutual information, routinely used in other disciplines. We demonstrate with toy models the limitations of using the standard DCF and show improvements when using a discrete mutual information function (DMIF). For nonlinear correlations, the latter accurately and sharply identifies the lag components as opposed to the DCF, which can be erroneous. Following that, we apply the DMIF to the multiwavelength light curves of AGN NGC 4593. We find that x-ray fluxes are leading UVW2 fluxes by ∼0.2 days, closer to model predictions from reprocessing by the accretion disk than the DCF estimate. The uncertainties with the current light curves are too large, though, to rule out negative lags. Additionally, we find another delay component at approximately −1 day, i.e., UVW2 leading x rays, consistent with inward propagating fluctuations in the accretion disk scenario. This is not detected by the DCF. Keeping in mind the nonlinear relation between x ray and UVW2, this is worthy of further theoretical investigation. From both the toy models and real observations, it is clear that the mutual-information-based estimator is highly sensitive to complex nonlinear relations. With sufficiently high temporal resolution and signal-to-noise ratio, we will precisely detect each of the lag features corresponding to these relations.http://doi.org/10.1103/PhysRevResearch.4.013036
spellingShingle Nachiketa Chakraborty
Peter Jan van Leeuwen
Using mutual information to measure time lags from nonlinear processes in astronomy
Physical Review Research
title Using mutual information to measure time lags from nonlinear processes in astronomy
title_full Using mutual information to measure time lags from nonlinear processes in astronomy
title_fullStr Using mutual information to measure time lags from nonlinear processes in astronomy
title_full_unstemmed Using mutual information to measure time lags from nonlinear processes in astronomy
title_short Using mutual information to measure time lags from nonlinear processes in astronomy
title_sort using mutual information to measure time lags from nonlinear processes in astronomy
url http://doi.org/10.1103/PhysRevResearch.4.013036
work_keys_str_mv AT nachiketachakraborty usingmutualinformationtomeasuretimelagsfromnonlinearprocessesinastronomy
AT peterjanvanleeuwen usingmutualinformationtomeasuretimelagsfromnonlinearprocessesinastronomy