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JAX-based scan anomaly detection for time-series residuals

Project description

jacscanomaly

jacscanomaly is a JAX-based framework for anomaly detection in time-series data.

The package is designed to detect microlensing planetary anomalies by scanning residuals after fitting a single lens model (e.g., PSPL), while remaining fast thanks to JAX.


Features

  • JAX-powered: fast, vectorized grid scans with JIT compilation
  • Scan-based anomaly detection on residuals
  • Built-in visualization: PSPL fit, residuals, and anomaly scan summary

Installation

pip install jacscanomaly

Quick Example

import numpy as np
import matplotlib.pyplot as plt
from jacscanomaly import Finder, FinderConfig

# load data (time, flux, flux_err)
data = np.load("example_data.npy")
time, flux, ferr = data[:, 0], data[:, 1], data[:, 2]

# run anomaly finder
config = FinderConfig(fitter_kind="pspl")
finder = Finder(config)
result = finder.run(time, flux, ferr)

# You can still pass an explicit initial guess if desired:
# p0 = np.array([10000, 10, 0.3])
# result = finder.run(time, flux, ferr, p0)

print("=== PSPL fit ===")
t0_pspl, tE_pspl, u0_pspl = result.fit.params
print(f"  t0          = {float(t0_pspl):.3f}")
print(f"  tE          = {float(tE_pspl):.3f}")
print(f"  u0          = {float(u0_pspl):.3f}")
print(f"  chi2 / dof  = {result.chi2_dof:.3f}\n")

b = result.best
print("=== Anomaly candidate ===")
print(f"  t0          = {b.t0:.3f}")
print(f"  teff        = {b.teff:.3f}")
print(f"  dchi2       = {b.dchi2:.3e}")
print(f"  score       = {b.score:.2f}")

Visualization

finder.plot_result()
finder.plot_anomaly_window()
plt.show()

These commands produce two complementary visualizations:

  1. Three-panel summary plot (finder.plot_result)

    • Top: Observed light curve with the best-fit baseline model (PSPL)
    • Middle: Residuals after baseline fitting
    • Bottom: Anomaly scan result (Δχ² vs. time), showing where localized deviations from the baseline model are detected
  2. Focused anomaly window plot (finder.plot_anomaly_window)

    • A zoomed-in view around the best anomaly candidate
    • Residuals are shown together with the anomaly template and the flat model

Method Overview

The workflow of jacscanomaly is:

  1. First fitting Fit a single lens model (e.g. PSPL) to the full light curve.

  2. Residual analysis Compute residuals:

    residual = data − single_lens_model
    
  3. Local anomaly scan For each grid point (t0, teff), compare:

    • a flat model
    • an anomaly template model within a local time window.
  4. Detection statistic The improvement is measured by:

    Δχ² = χ²_flat − χ²_anomaly
    

Anomaly Score

To quantify how significant the best anomaly candidate is relative to others, we define a score:

score = (Δχ²_best − median(Δχ²_others)) / std(Δχ²_others)

In practice, jacscanomaly estimates median(Δχ²_others) and std(Δχ²_others) from the bulk of the other cluster peaks, trimming values above best_score_trim_percentile first when possible. This makes the score less sensitive to a few strong secondary peaks.

This measures how strongly the best candidate stands out from the rest of the grid.


Configuration

Key parameters are controlled via FinderConfig:

from jacscanomaly import FinderConfig

config = FinderConfig(
    teff_init=0.03,      # initial anomaly timescale
    teff_grid_n=20,      # number of teff grid points
    sigma=3.0,           # threshold for outlier counting
    best_score_trim_percentile=95.0,  # trim upper tail for best-candidate score
)

See FinderConfig for the full list of options.


Example Data

The light curves used as examples in this repository are drawn from an original set of 2,371 simulated Roman light curves generated by the Roman Galactic Exoplanet Survey Project Infrastructure Team (RGES PIT), WG07 Survey Simulations and Pipeline Validation (Farzaneh Zohrabi, Matthew Penny, Macy Huston, Ali Crisp, et al).

This representative sample of 2,371 light curves was selected assuming the Cassan exoplanet mass function and consists of simulated Roman light curves of planetary microlensing events, including higher-order effects such as parallax and orbital motion.


Algorithmic Background

The anomaly scan implemented in jacscanomaly is inspired by the systematic anomaly search methodology developed for microlensing surveys (e.g., the KMTNet AnomalyFinder series). In particular, the approach of scanning residual light curves over a grid of anomaly times and durations is based on key ideas presented in:

Zang, W., Jung, Y., Yee, J., et al. (2021). Systematic KMTNet Planetary Anomaly Search, Paper I: OGLE-2019-BLG-1053Lb, A Buried Terrestrial Planet. The Astronomical Journal, 162, 163.
DOI: 10.3847/1538-3881/ac12d4 :contentReference[oaicite:3]{index=3}

This work described a semi-automated search algorithm that iteratively scans events for localized deviations relative to a baseline model and quantifies the significance of detected signals — an idea that is central to the grid-scan and Δχ² evaluation in jacscanomaly.


Finite-source magnification (FSPL)

Finite-source magnifications are computed using an external JAX-based implementation.

The original FFT-based extended-source algorithm is from: https://github.com/git-sunao/fft-extended-source

This algorithm is provided in JAX form by: https://github.com/ShotaMiyazaki94/microjax

Specifically, jacscanomaly uses the FFT disk-integration implementation available through:

from microjax.fastlens import fspl_disk

Note: jacscanomaly currently requires the GitHub source version of microjax. The PyPI package microjaxx==0.1.1 may not expose microjax.fastlens.fspl_disk.

Install microjax from source before using FSPL functionality:

git clone https://github.com/ShotaMiyazaki94/microjax.git
cd microjax
python -m pip install -e .

You can verify the installation with:

from microjax.fastlens import fspl_disk

Citation

If you use jacscanomaly in academic work, including journal articles, conference proceedings, or theses, please cite the software.

Citation metadata is provided in the citation.cff file in this repository, which can be used directly by GitHub and reference managers.


Requirements

  • Python ≥ 3.9
  • numpy
  • jax
  • jaxopt
  • matplotlib

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