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

[Magnus Danielson]

Hi,

DAVAR is very good to find variations over time, often indicate any
number of time-events.

Stable32 seems to run nicely for me directly in Windows, or virtually on
Linux and MacOS, but there is sure things to be done.

I'll try to reach out to you offline.

Cheers,
Magnus

On 2020-09-16 14:48, Ole Petter Ronningen wrote:
> 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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