Time Series Analysis in the Search for Other Worlds Through Transit Photometry

The Kepler Mission launched in June 2009 to commence NASA's first mission to search for potentially habitable, Earth-size planets orbiting Sun-like stars. Kepler discovered explanets via the transit method: searching for minute (100 ppm) drops in brightness lasting 1 - 13 hours corresponding to occasions where the planet crosses the face of its host star from Kepler's point of view. The exquisite precision required to carry out the Kepler mission (20 ppm in 6.5 hours) pushed astronomical time series analysis to the limits, and motivated the development of novel algorithmic approaches. Transit signatures of rocky planets are often dwarfed by the intrinsic stellar variability, which is not white noise, and often is non-stationary, and by instrumental systematic effects, which can include transients and electronic artifacts. Surmounting this challenging regime of weak, temporally compact, periodic signals in observation noise with strong systematics and other sources of variability motivated the development of 1) an overcomplete, non-decimated, wavelet-based matched filter to jointly estimate the properties of the non-stationary, non-white observation noise process, and 2) a multi-scale, maximum a posteriori (msMAP) approach to identifying and removing instrumental systematic effects. After over nine years of observations, the Kepler spacecraft finally ran out of fuel in November 2018, ending its data collection activities. Over 2300 planets were discovered by Kepler in its primary mission, and over 355 have been discovered by K2, the repurposed mission that followed Kepler's primary mission after the loss of a second reaction wheel in May 2013. We have ported the Kepler science pipeline for the Transiting Exoplanet Survey Satellite (TESS) Mission, which began science observations in July 2019, and report initial results and performance of the modified science pipeline.The Kepler and TESS Missions are supported by NASA's Science Mission Directorate.