[time-nuts] xDEV "spread" on parts of data

[Michael Wouters]

Hello Ole

Have you looked at dynamic Allan variance ? Patrizia Tavella wrote a few
papers about this.

Cheers
Michael

On Wed, 16 Sep 2020 at 7:28 pm, Ole Petter Ronningen <opronningen at gmail.com>
wrote:

> Hi, All
>
>
>
> I am currently working on some lather long time-series, and I find myself a
>
> little unsure of how to present the data. I've attached a TDEV plot below
>
> (that I hope makes it through) for illustration purposes, but the same
>
> dilemma holds for ADEV/MDEV etc. It concerns how instability is averaged
>
> out on long data series.
>
>
>
> The pink line below is the TDEV of the whole series and represents about 14
>
> days of data. The blue lines are generated by using the "trace history"
>
> facility in TimeLab, each line representing roughly 12-hour "chunks" of the
>
> same data.
>
>
>
> It can be seen that some of the blue plots are "worse" than the pink plot -
>
> not only at the tail end, where it might be expected but also at short tau.
>
> The implications are of course that there are stretches of data where the
>
> TDEV is better/worse than others, but it is also clear that the TDEV plot
>
> of the whole data in some sense masks this.
>
>
>
>  ADEV/TDEV/MDEV is what it is, and that is fine - but this is still
>
> information that is relevant when looking at the plot. The question at hand
>
> is how to convey this information in an accurate way? The error bars are
>
> really no help.
>
>
>
> Some kind of "min/max TDEV per tau displayed as error bars" comes to mind,
>
> but there are a number of issues with that approach.
>
>
>
> I am also hoping that perhaps this has been thought of before - is there
>
> some "standard" (or even good, or half-decent) way of calculating/showing
>
> this "spread of xDEV"?
>
>
>
> Thank you all,
>
> Ole
>
>
>
>
>
> [image: image.png]
>
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