This tutorial was generated from an IPython notebook that can be downloaded here.

Fitting transit times

Fitting for or marginalizing over the transit times or transit timing variations (TTVs) can be useful for several reasons, and it is a compelling use case for exoplanet becuase the number of parameters in the model increases significantly because there will be a new parameter for each transit. The performance of the NUTS sampler used by exoplanet scales well with the number of parameters, so a TTV model should be substantially faster to run to convergence with exoplanet than with other tools. There are a few definitions and subtleties that should be considered before jumping in.

In this tutorial, we will be using a “descriptive” model orbits.TTVOrbit to fit the light curve where the underlying motion is still Keplerian, but the time coordinate is warped to make t0 a function of time. All of the other orbital elements besides t0 are shared across all orbits, but the t0 for each transit will be a parameter. This means that other variations (like transit duration variations) are not currently supported, but it would be possible to include more general effects. exoplanet also supports photodynamics modeling using the orbits.ReboundOrbit for more detailed analysis, but that is a topic for a future tutorial.

It is also important to note that “transit time” within exoplanet (and most other transit fitting software) is defined as the time of conjunction (called t0 in the code): the time when the true anomaly is \(\pi/2 - \omega\). Section 18 of the EXOFASTv2 paper includes an excellent discussion of some of the commonly used definitions of “transit time” in the literature.

Finally, there is a subtlety in the definition of the “period” of an orbit with TTVs. Two possible definitions are: (1) the average time between transits, or (2) the slope of a least squares fit to the transit times as a function of transit number. In exoplanet, we use the latter definition and call this parameter the ttv_period to distinguish it from the period of the underlying Keplerian motion which sets the shape and duration of the transit. By default, these two periods are constrained to be equal, but it can be useful to fit for both parameters since the shape of the transit might not be perfectly described by the same period. That being said, if you fit for both periods, make sure that you constrain ttv_period and period to be similar or things can get a bit ugly.

To get started, let’s generate some simulated transit times. We’ll use the orbits.ttv.compute_expected_transit_times() function to get the expected transit times for a linear ephemeris within some observation baseline:

import numpy as np
import matplotlib.pyplot as plt

import exoplanet as xo

true_periods = np.random.uniform(8, 12, 2)
true_t0s = true_periods * np.random.rand(2)
t = np.arange(0, 80, 0.01)
texp = 0.01
yerr = 5e-4

# Compute the transit times for a linear ephemeris
true_transit_times = xo.orbits.ttv.compute_expected_transit_times(
    t.min(), t.max(), true_periods, true_t0s

# Simulate transit timing variations using a simple model
true_ttvs = [
    (0.05 - (i % 2) * 0.1) * np.sin(2 * np.pi * tt / 23.7)
    for i, tt in enumerate(true_transit_times)
true_transit_times = [tt + v for tt, v in zip(true_transit_times, true_ttvs)]

# Plot the true TTV model
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(10, 5), sharex=True)
ax1.plot(true_transit_times[0], true_ttvs[0], ".k")
ax1.axhline(0, color="k", lw=0.5)
ax1.set_ylim(np.max(np.abs(ax1.get_ylim())) * np.array([-1, 1]))
ax1.set_ylabel("$O-C$ [days]")

ax2.plot(true_transit_times[1], true_ttvs[1], ".k")
ax2.axhline(0, color="k", lw=0.5)
ax2.set_ylim(np.max(np.abs(ax2.get_ylim())) * np.array([-1, 1]))
ax2.set_ylabel("$O-C$ [days]")

ax2.set_xlabel("transit time [days]")
ax1.set_title("true TTVs");

Now, like in the Transit fitting tutorial, we’ll set up the the model using PyMC3 and exoplanet, and then simulate a data set from that model.

import pymc3 as pm
import theano.tensor as tt


with pm.Model() as model:

    # This part of the model is similar to the model in the `transit` tutorial
    mean = pm.Normal("mean", mu=0.0, sd=1.0)
    u = xo.distributions.QuadLimbDark("u", testval=np.array([0.3, 0.2]))
    logr = pm.Uniform(
        testval=np.log([0.04, 0.06]),
    r = pm.Deterministic("r", tt.exp(logr))
    b = xo.distributions.ImpactParameter(
        "b", ror=r, shape=2, testval=0.5 * np.random.rand(2)

    # Now we have a parameter for each transit time for each planet:
    transit_times = []
    for i in range(2):

    # Set up an orbit for the planets
    orbit = xo.orbits.TTVOrbit(b=b, transit_times=transit_times)

    # It will be useful later to track some parameters of the orbit
    pm.Deterministic("t0", orbit.t0)
    pm.Deterministic("period", orbit.period)
    for i in range(2):
        pm.Deterministic("ttvs_{0}".format(i), orbit.ttvs[i])

    # The rest of this block follows the transit fitting tutorial
    light_curves = xo.LimbDarkLightCurve(u).get_light_curve(
        orbit=orbit, r=r, t=t, texp=texp
    light_curve = pm.math.sum(light_curves, axis=-1) + mean
    pm.Deterministic("light_curves", light_curves)
    y = xo.eval_in_model(light_curve)
    y += yerr * np.random.randn(len(y))
    pm.Normal("obs", mu=light_curve, sd=yerr, observed=y)

    map_soln = model.test_point
    map_soln = xo.optimize(start=map_soln, vars=transit_times)
    map_soln = xo.optimize(start=map_soln, vars=[r, b])
    map_soln = xo.optimize(start=map_soln, vars=transit_times)
    map_soln = xo.optimize(start=map_soln)
optimizing logp for variables: [tts_1, tts_0]
120it [00:05, 22.66it/s, logp=4.946128e+04]
message: Desired error not necessarily achieved due to precision loss.
logp: 49454.87884962603 -> 49461.28172640355
optimizing logp for variables: [b, logr]
18it [00:00, 20.24it/s, logp=4.946356e+04]
message: Optimization terminated successfully.
logp: 49461.28172640355 -> 49463.56218609357
optimizing logp for variables: [tts_1, tts_0]
53it [00:01, 47.23it/s, logp=4.946363e+04]
message: Desired error not necessarily achieved due to precision loss.
logp: 49463.56218609357 -> 49463.626773189084
optimizing logp for variables: [tts_1, tts_0, b, logr, u, mean]
113it [00:01, 88.47it/s, logp=4.946400e+04]
message: Desired error not necessarily achieved due to precision loss.
logp: 49463.626773189084 -> 49464.004718781114

Here’s our simulated light curve and the initial model:

plt.plot(t, y, ".k", ms=4, label="data")
for i, l in enumerate("bc"):
    plt.plot(t, map_soln["light_curves"][:, i], lw=1, label="planet {0}".format(l))
plt.xlim(t.min(), t.max())
plt.ylabel("relative flux")
plt.xlabel("time [days]")
plt.title("map model");

This looks similar to the light curve from the Transit fitting tutorial, but if we try plotting the folded transits, we can see that something isn’t right: these transits look pretty smeared out!

for n, letter in enumerate("bc"):

    # Get the posterior median orbital parameters
    p = map_soln["period"][n]
    t0 = map_soln["t0"][n]

    # Compute the median of posterior estimate of the contribution from
    # the other planet. Then we can remove this from the data to plot
    # just the planet we care about.
    other = map_soln["light_curves"][:, (n + 1) % 2]

    # Plot the folded data
    x_fold = (t - t0 + 0.5 * p) % p - 0.5 * p
    plt.errorbar(x_fold, y - other, yerr=yerr, fmt=".k", label="data", zorder=-1000)

    plt.legend(fontsize=10, loc=4)
    plt.xlim(-0.5 * p, 0.5 * p)
    plt.xlabel("time since transit [days]")
    plt.ylabel("relative flux")
    plt.title("planet {0}".format(letter))
    plt.xlim(-0.3, 0.3)
../../_images/ttv_9_0.png ../../_images/ttv_9_1.png

Instead, we can correct for the transit times by removing the best fit transit times and plot that instead:

with model:
    t_warp = xo.eval_in_model(orbit._warp_times(t), map_soln)

for n, letter in enumerate("bc"):

    p = map_soln["period"][n]
    other = map_soln["light_curves"][:, (n + 1) % 2]

    # NOTE: 't0' has already been subtracted!
    x_fold = (t_warp[:, n] + 0.5 * p) % p - 0.5 * p
    plt.errorbar(x_fold, y - other, yerr=yerr, fmt=".k", label="data", zorder=-1000)

    plt.legend(fontsize=10, loc=4)
    plt.xlim(-0.5 * p, 0.5 * p)
    plt.xlabel("time since transit [days]")
    plt.ylabel("relative flux")
    plt.title("planet {0}".format(letter))
    plt.xlim(-0.3, 0.3)
../../_images/ttv_11_0.png ../../_images/ttv_11_1.png

That looks better!


Now let’s run some MCMC as usual:

with model:
    trace = pm.sample(
Multiprocess sampling (4 chains in 4 jobs)
NUTS: [tts_1, tts_0, b, logr, u, mean]
Sampling 4 chains: 100%|██████████| 8000/8000 [01:55<00:00, 69.14draws/s]

Then check the convergence diagnostics:

pm.summary(trace, varnames=["mean", "u", "logr", "b", "tts_0", "tts_1"])
mean sd mc_error hpd_2.5 hpd_97.5 n_eff Rhat
mean -0.000003 0.000006 6.036550e-08 -0.000014 0.000008 7951.264445 0.999598
u__0 0.342717 0.171603 3.127874e-03 0.012857 0.625676 3307.235257 0.999786
u__1 0.178007 0.297945 5.648345e-03 -0.324534 0.719815 2888.604157 0.999622
logr__0 -3.222882 0.019438 3.078609e-04 -3.261813 -3.186574 3630.177143 0.999938
logr__1 -2.813157 0.012714 2.314427e-04 -2.839966 -2.790918 2983.225881 0.999739
b__0 0.394382 0.043633 8.273671e-04 0.305350 0.473317 2841.660084 1.000083
b__1 0.354436 0.030505 5.763580e-04 0.293155 0.408723 2606.185780 0.999798
tts_0__0 6.962988 0.004645 7.883311e-05 6.954894 6.972102 3957.707556 1.000532
tts_0__1 15.105173 0.006857 1.375224e-04 15.091271 15.116490 2590.207778 1.000638
tts_0__2 23.380438 0.002205 2.809419e-05 23.376013 23.384614 5843.603039 0.999822
tts_0__3 31.666856 0.003857 4.944050e-05 31.659030 31.673703 6286.150816 0.999847
tts_0__4 39.813239 0.002718 3.407893e-05 39.808318 39.818873 6735.112313 0.999776
tts_0__5 48.105357 0.003237 4.216364e-05 48.099165 48.111476 6479.282957 0.999918
tts_0__6 56.371431 0.003099 4.131000e-05 56.365803 56.378123 5316.468567 0.999730
tts_0__7 64.525313 0.001875 2.405386e-05 64.521625 64.528931 7065.382141 1.000028
tts_0__8 72.834911 0.002607 3.131700e-05 72.829892 72.840116 7760.060791 0.999530
tts_1__0 1.970518 0.001536 1.936021e-05 1.967514 1.973597 6230.401871 0.999885
tts_1__1 13.395061 0.001442 1.642121e-05 13.392272 13.397960 7184.991129 0.999723
tts_1__2 24.743927 0.001394 1.624029e-05 24.741089 24.746494 7539.455329 0.999579
tts_1__3 36.143523 0.001219 1.501228e-05 36.141029 36.145809 7086.565692 0.999945
tts_1__4 47.512046 0.001427 1.718606e-05 47.509357 47.514923 8361.206162 1.000228
tts_1__5 58.888722 0.001301 1.681865e-05 58.886356 58.891440 6284.273858 1.000194
tts_1__6 70.284253 0.001227 1.386730e-05 70.281896 70.286663 6423.395074 0.999581

And plot the corner plot of the physical parameters:

import corner

with model:
    truths = np.concatenate(
        list(map(np.atleast_1d, xo.eval_in_model([orbit.period, r, b])))
samples = pm.trace_to_dataframe(trace, varnames=["period", "r", "b"])
    labels=["period 1", "period 2", "radius 1", "radius 2", "impact 1", "impact 2"],

We could also plot corner plots of the transit times, but they’re not terribly enlightening in this case so let’s skip it.

Finally, let’s plot the posterior estimates of the the transit times in an O-C diagram:

fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(10, 5), sharex=True)

q = np.percentile(trace["ttvs_0"], [16, 50, 84], axis=0)
    np.mean(trace["tts_0"], axis=0), q[0], q[2], color="C0", alpha=0.4, edgecolor="none"
ref = np.polyval(
    np.polyfit(true_transit_times[0], true_ttvs[0], 1), true_transit_times[0]
ax1.plot(true_transit_times[0], true_ttvs[0] - ref, ".k")
ax1.axhline(0, color="k", lw=0.5)
ax1.set_ylim(np.max(np.abs(ax1.get_ylim())) * np.array([-1, 1]))

ax1.set_ylabel("$O-C$ [days]")

q = np.percentile(trace["ttvs_1"], [16, 50, 84], axis=0)
    np.mean(trace["tts_1"], axis=0), q[0], q[2], color="C1", alpha=0.4, edgecolor="none"
ref = np.polyval(
    np.polyfit(true_transit_times[1], true_ttvs[1], 1), true_transit_times[1]
ax2.plot(true_transit_times[1], true_ttvs[1] - ref, ".k", label="truth")
ax2.axhline(0, color="k", lw=0.5)
ax2.set_ylim(np.max(np.abs(ax2.get_ylim())) * np.array([-1, 1]))

ax2.set_ylabel("$O-C$ [days]")
ax2.set_xlabel("transit time [days]")
ax1.set_title("posterior inference");


As described in the Citing exoplanet & its dependencies tutorial, we can use exoplanet.citations.get_citations_for_model() to construct an acknowledgement and BibTeX listing that includes the relevant citations for this model.

with model:
    txt, bib = xo.citations.get_citations_for_model()
This research made use of textsf{exoplanet} citep{exoplanet} and its
dependencies citep{exoplanet:agol19, exoplanet:astropy13, exoplanet:astropy18,
exoplanet:exoplanet, exoplanet:kipping13, exoplanet:luger18, exoplanet:pymc3,
print("\n".join(bib.splitlines()[:10]) + "\n...")
  author = {Daniel Foreman-Mackey and Ian Czekala and Rodrigo Luger and
            Eric Agol and Geert Barentsen and Tom Barclay},
   title = {dfm/exoplanet v0.2.3},
   month = nov,
    year = 2019,
     doi = {10.5281/zenodo.1998447},
     url = {}