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

[Ole Petter Ronningen]

Hi, Michael

Thanks for the pointer, found a good paper on it - I struggle to get
Stable32 running reliably, so I haven't tried DAVAR on this dataset, but
that seems to be the way to go! I guess I need to keep trying to help
Stable32 find happiness...

Br,
Ole

On Wed, Sep 16, 2020 at 2:12 PM Michael Wouters <michaeljwouters at gmail.com>
wrote:

> 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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