Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Poul-Henning Kamp

In message 544ad1d1.4040...@rubidium.dyndns.org, Magnus Danielson writes:

A great way to illustrate the point of degrees of freedom and the number 
of sample-points needed to get tight confidence intervals is to see how 
the high-tau end of a curve updates in TimeLab and behaves as the 
jiggeling end of a long rope, and as more samples comes in, the 
jiggeling end moves towards higher taus, but for a particular tau, the 
amplitude of the jiggeling decreases until it almost stops. This is the 
effect of the confidence intervals becoming tighter, the range within 
the real value is becomes smaller and eventually is very tight.

ADEV snakes about at the far right end primarily becuase of the
phase jitter which dominates at your minimum tau.

If you have a phase measurement white noise of 1 ns = ADEV(tau=1)
and you expect your ADEV curve to bottom out around 1e-12 at some
larger tau, then you have a factor thousand of noise to average
out, before a valid ADEV comes out of the noise.

This is not any different from any other average out the noise
situation in any significant way, sqrt(N) rules, and there is
nothing you can do about.

*except* to decrease your phase measurement white noise, which is
why tuning your 5370 for peak performance is worth days of measurements
at the other end of the ADEV.

-- 
Poul-Henning Kamp   | UNIX since Zilog Zeus 3.20
p...@freebsd.org | TCP/IP since RFC 956
FreeBSD committer   | BSD since 4.3-tahoe
Never attribute to malice what can adequately be explained by incompetence.
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread WarrenS via time-nuts


Some of the reasons that ADEV values change over time may be
caused by one of  these two things that I have seen cause poor plots.
Either of which can cause changes in the ADEV values across
a wide range of taus, and the effect can change over long run ins.
Hopefully Magnus will comment if ADEV is even an appropriate
tool to use if either of these noise types are present in the raw data.

The first thing that can cause trouble is if a bad data point
occurs every so often,   aka an outlier.
The other thing  is popcorn noise, a sudden frequency shift that
tends to hop between a few different values and happens at an
unpredictable time but at a somewhat repeatable rate.
I've seen Popcorn noise change over long time periods after days
or weeks of run in, say from a typical 1e-10 freq hop a few times a minute
to maybe 2e-11 hops a couple times every 5 minutes.
Even when this happened on some of my poor oscillators the basic
short tau ADEV values between hops stayed pretty much constant.
.
If either of these somewhat repeatable but random events are included in the
raw data, ADEV plots can become pretty misleading or downright useless.
For that reason Plotter allows outliers to be removed automatically.
As far as I know outliers have to be manually removed when using TimeLab.

ws

PS, and Yes the fact that I've posted this
shows that I have to be at least somewhat crazy,
aren't all time nuts in one way or another?.




From: Bob Camp
Subject: Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

Hi

Grab an OCXO that has been powered off for a long time.

Turn it on and start plotting ADEV. Do it from about 10 minutes after turn
on. Run 15 to 30 minute tests every so often for the first few hours.

Come back the next day and run the same series for a few hours. Repeat a
week later, and a month later.

Curve fit out the drift and run the ADEV numbers out to  100 seconds tau.
That’s true even if you compare the best of each batch. It really is
getting better.

Do that on enough oscillators and you will indeed find many that do get
better (like 2X better for some, 10 or 20% for others) on ADEV after they
have been on a while.

——

Run an OCXO and watch the ADEV on the Time Pod. Look at enough of them and
you will find some that drop ADEV for a while (say 10 minutes or so) and
then climb by a bit (say 1.5:1). Hmmm, what’s going on? Look at the phase
plot and there’s an abrupt shift in phase over some period ( which depends
on the cause, there’s more than one possibility). Let’s say it’s 10
seconds.  The whole ADEV plot climbs, not just the part for  10 second
tau. Why - there’s energy there both at short and long tau.

——

Look at a GPSDO / disciplined oscillator / temperature compensated Rb. Let
it run for a good long time. If it’s got a loop that steps out to *long*
time constants, it may only bump the frequency once every 15 minutes or
longer. Plot the ADEV over the time segment when it steps and compare it
to the time period it does not step. Short tau ADEV is worse at the step.



Look at a very normal OCXO on your TimePod. After 100 seconds, the 1
second ADEV *should* be pretty well determined. After 1000 seconds it
should be *very* well determined. Flip on the error bars if you want an
idea of how good it should be.

Watch for a while, Does it move outside the error bars? H ….. It’s not
the error bars that are the problem. The math is correct. The statistics
are what is the issue. The ADEV hast changed for the worse as the run has
gone on. It’s a very common thing.

———

Those are just the first few off the top of my head.

Bob

**


ADEV most certainly does change with time, even for short tau's.


Can you elaborate?


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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp

 On Oct 24, 2014, at 6:25 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Tom,
 
 On 10/24/2014 11:31 PM, Tom Van Baak wrote:
 ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 Such as when, why, what kind of change, how much change,
 at how short of tau's, over how long of time,
 and using what type Oscillators?
 Do you know what in the freq or Phase plot is causing the ADEV to change?
 
 I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
 he's talking about thermal noise, in which case I now believe him 100%.
 
 OTOH, for time intervals of minutes to hours or days, the plotted ADEV can 
 often vary. When in doubt, enable error bars in your ADEV calculations or 
 use DAVAR in Stable32, or use Trace History of TmeLab to expose how little 
 or much the computed ADEV depends on tau and N.
 
 In general, never do an ADEV calculation without visually checking the phase 
 or frequency time series first.
 
 You should make sure that you remove all forms of systematic effects before 
 turning the residue random noise over to ADEV.
 
 If you have random noise being modulated in amplitude, you need to measure 
 long enough for the averaging end not to have a great impact on the result.

Is days long enough for a 1 second tau? If you define 1,000 x tau as “long 
enough” you are being way more conservative than just about anybody out there. 
My claim is that rather than telling everybody to run for 10,000 or 100,000 x 
tau, simply accept that ADEV does / may change.

Removing this or that *before* you do ADEV can get you on a very slippery slope 
indeed. Removing drift (either time or frequency) - fine. Removing this or that 
couple of minutes of data because it makes the result look better, that’s 
likely to get you in trouble. Your customer (or system, or test setup) isn’t 
likely to accept a “ADEV is ok most of the time” specification. 

Is ADEV a good way to measure temperature stability - no of course not.  We do 
indeed have rooms that vary in temperature. They do impact ADEV on a Rb. 
Removing the delta temperature related data from your ADEV input is not at all 
easy (1,000 to 10,000 second data …) and I believe it would mis-represent the 
part. Running in the real world, it’s going to have that ADEV hump. 

Yes indeed you can find FCS papers with all sorts of interesting “adjustments” 
or no processing at all. The consensus seems to be that if you go past drift 
correction, you really should have a footnote.

Bob

 
 Of the many OCXO type Oscillators that I've tested (HP10811  MV89),
 seldom have I seen any significant change (say greater than 10%),
 in the short tau (0.01 sec to 1 sec) ADEV values,  after the systematic
 type errors are removed. (even when starting soon after turn on)
 
 This is not my experience at all. Let's figure out what's happening to you.
 
 If all your standards look sort the same from tau 0.01 to tau 0.1 to tau 1 
 then either you need more oscillators to play with or maybe you have a 
 measurement problem. This is especially true if you are doing 
 post-comparator averaging. Averaging, by definition, tends to remove noise, 
 to smooth things out. If your goal is to measure noise, the last thing you 
 want to do is create any electronics or use any analog or digital or 
 numerical filtering that removes or reduces the very thing you're trying to 
 measure.
 
 I remind you of this page http://leapsecond.com/pages/adev-avg/ of the 
 perils of averaging data.
 
 For most of the world, there's signal and noise. Signal good. Noise bad. But 
 for us, measuring precision clocks, the noise is the signal. So don't do 
 anything that removes or reduces noise.
 
 Systematic signals is however disturbances for the ADEV.
 
 ADEV is used to measure random types of noise so there are of
 course the statistical uncertainty variations that are a function of
 the number of valid data points. I find that using a minimum of
 a thousand points at each tau gives good consistent results.
 
 Are you crazy? The minimum is just 3 or 4 or 5 data points. Not 1000! You 
 should not see much difference at 10 or 100 or 1000 points. If so, something 
 is wrong with your measurement model. If ADEV(tau) is *that* dependent on 
 tau, check the frequency time-series. Consider removing drift or using HDEV 
 instead of ADEV. We need to talk. If your logic was true, we'd all have to 
 wait 3 years before we could compute the ADEV of a GPSDO at tau 1 day.
 
 No, he is not crazy on this point. While the algorithm only needs 3 points to 
 produce a value, that value will have so bad degrees of freedom that the 
 confidence interval is WAAAY out there.
 The reason that we don't need to wait 3 years for tau of 1 day is that we 
 learned to use interleaving spans of time. We have since had much more 
 development in the algorithms to improve the degrees of freedom for the same 
 N samples, all in an effort to achieve as small confidence interval as 

Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

In fact, even without any “weird” stuff in the data, you can see short tau ADEV 
drop as an OCXO runs for days / weeks / months. You can test this by taking 
your 15 to 30 minute test run and breaking it into three or four sub runs.

Bob

 On Oct 25, 2014, at 7:04 AM, WarrenS via time-nuts time-nuts@febo.com wrote:
 
 
 Some of the reasons that ADEV values change over time may be
 caused by one of  these two things that I have seen cause poor plots.
 Either of which can cause changes in the ADEV values across
 a wide range of taus, and the effect can change over long run ins.
 Hopefully Magnus will comment if ADEV is even an appropriate
 tool to use if either of these noise types are present in the raw data.
 
 The first thing that can cause trouble is if a bad data point
 occurs every so often,   aka an outlier.
 The other thing  is popcorn noise, a sudden frequency shift that
 tends to hop between a few different values and happens at an
 unpredictable time but at a somewhat repeatable rate.
 I've seen Popcorn noise change over long time periods after days
 or weeks of run in, say from a typical 1e-10 freq hop a few times a minute
 to maybe 2e-11 hops a couple times every 5 minutes.
 Even when this happened on some of my poor oscillators the basic
 short tau ADEV values between hops stayed pretty much constant.
 .
 If either of these somewhat repeatable but random events are included in the
 raw data, ADEV plots can become pretty misleading or downright useless.
 For that reason Plotter allows outliers to be removed automatically.
 As far as I know outliers have to be manually removed when using TimeLab.
 
 ws
 
 PS, and Yes the fact that I've posted this
 shows that I have to be at least somewhat crazy,
 aren't all time nuts in one way or another?.
 
 
 
 From: Bob Camp
 Subject: Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)
 
 Hi
 
 Grab an OCXO that has been powered off for a long time.
 
 Turn it on and start plotting ADEV. Do it from about 10 minutes after turn
 on. Run 15 to 30 minute tests every so often for the first few hours.
 
 Come back the next day and run the same series for a few hours. Repeat a
 week later, and a month later.
 
 Curve fit out the drift and run the ADEV numbers out to  100 seconds tau.
 That’s true even if you compare the best of each batch. It really is
 getting better.
 
 Do that on enough oscillators and you will indeed find many that do get
 better (like 2X better for some, 10 or 20% for others) on ADEV after they
 have been on a while.
 
 ——
 
 Run an OCXO and watch the ADEV on the Time Pod. Look at enough of them and
 you will find some that drop ADEV for a while (say 10 minutes or so) and
 then climb by a bit (say 1.5:1). Hmmm, what’s going on? Look at the phase
 plot and there’s an abrupt shift in phase over some period ( which depends
 on the cause, there’s more than one possibility). Let’s say it’s 10
 seconds.  The whole ADEV plot climbs, not just the part for  10 second
 tau. Why - there’s energy there both at short and long tau.
 
 ——
 
 Look at a GPSDO / disciplined oscillator / temperature compensated Rb. Let
 it run for a good long time. If it’s got a loop that steps out to *long*
 time constants, it may only bump the frequency once every 15 minutes or
 longer. Plot the ADEV over the time segment when it steps and compare it
 to the time period it does not step. Short tau ADEV is worse at the step.
 
 
 
 Look at a very normal OCXO on your TimePod. After 100 seconds, the 1
 second ADEV *should* be pretty well determined. After 1000 seconds it
 should be *very* well determined. Flip on the error bars if you want an
 idea of how good it should be.
 
 Watch for a while, Does it move outside the error bars? H ….. It’s not
 the error bars that are the problem. The math is correct. The statistics
 are what is the issue. The ADEV hast changed for the worse as the run has
 gone on. It’s a very common thing.
 
 ———
 
 Those are just the first few off the top of my head.
 
 Bob
 
 **
 
 ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Magnus Danielson

Bob,

On 10/25/2014 02:02 PM, Bob Camp wrote:



On Oct 24, 2014, at 6:25 PM, Magnus Danielson mag...@rubidium.dyndns.org 
wrote:

Tom,

On 10/24/2014 11:31 PM, Tom Van Baak wrote:

ADEV most certainly does change with time, even for short tau's.


Can you elaborate?
Such as when, why, what kind of change, how much change,
at how short of tau's, over how long of time,
and using what type Oscillators?
Do you know what in the freq or Phase plot is causing the ADEV to change?


I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
he's talking about thermal noise, in which case I now believe him 100%.

OTOH, for time intervals of minutes to hours or days, the plotted ADEV can often vary. 
When in doubt, enable error bars in your ADEV calculations or use DAVAR in Stable32, or 
use Trace History of TmeLab to expose how little or much the computed ADEV 
depends on tau and N.

In general, never do an ADEV calculation without visually checking the phase or 
frequency time series first.


You should make sure that you remove all forms of systematic effects before 
turning the residue random noise over to ADEV.

If you have random noise being modulated in amplitude, you need to measure long 
enough for the averaging end not to have a great impact on the result.


Is days long enough for a 1 second tau? If you define 1,000 x tau as “long 
enough” you are being way more
conservative than just about anybody out there. My claim is that rather than 
telling everybody to run for 10,000 or
100,000 x tau, simply accept that ADEV does / may change.


I did not say that you need to do 1000xtau, that was what someone else 
said. If you paid attention I said that the number of samples N and the 
tau0-multiple m for a particular dominant noise (of that tau) creates a 
certain degree of freedom for a particular ADEV estimator algorithm. 
Discussing the length of the measure without discussing which estimator 
algorithm you're using and what confidence interval you aim to reach is 
just taking a single value and run with it without thinking about it.


For ITU-T telecom standards, the measurement length is 12 times the 
maximum tau, using the overlapping estimator (see O.172, §10.5.1 for 
limit and G.810 §II.3 for TDEV algorithm). That was chosen to ensure 
comparability between different implementations for the same type of 
measure. See O.172 for other relevant details on limits for 
implementation, tau0 has an upper limit, so does bandwidth. Naturally, 
these limits is for this specific purpose, algorithms etc. which may not 
fit the needs of other needs or choices.


It's only when you do old style non-overlapping that you need to go 
towards 1000*tau for some reasonable results.



Removing this or that *before* you do ADEV can get you on a very slippery slope 
indeed. Removing drift (either time
or frequency) - fine.  Removing this or that couple of minutes of data because it makes the 

result look better, that’s

likely to get you in trouble. Your customer (or system, or test setup) isn’t 
likely to accept a “ADEV is ok most of
the time” specification.


Agreed. But I've never advocated cutting away samples like that, but 
rather cancel out the systematics which is not part of the random noise.



Is ADEV a good way to measure temperature stability - no of course not.  We do 
indeed have rooms that vary in
temperature. They do impact ADEV on a Rb. Removing the delta temperature 
related data from your ADEV input is not at
all easy (1,000 to 10,000 second data …) and I believe it would mis-represent 
the part. Running in the real world,
it’s going to have that ADEV hump.


ADEV hump for such systematic is maybe an indication, but not the best 
way of represent that. It's also not part of the ADEV intended purpose, 
namely to estimate the random noise effects.



Yes indeed you can find FCS papers with all sorts of interesting “adjustments” 
or no processing at all. The consensus
seems to be that if you go past drift correction, you really should have a 
footnote.


When you do not make a drift compensation, and that line shows up, you 
better explain that too.


In the end, ADEV is overused to represent things for which it is not a 
good tool. You will need other tools in the tool-box to build a good 
estimation of how that oscillator will behave at some tau.


Cheers,
Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

 On Oct 25, 2014, at 3:39 AM, Poul-Henning Kamp p...@phk.freebsd.dk wrote:
 
 
 In message 544ad1d1.4040...@rubidium.dyndns.org, Magnus Danielson writes:
 
 A great way to illustrate the point of degrees of freedom and the number 
 of sample-points needed to get tight confidence intervals is to see how 
 the high-tau end of a curve updates in TimeLab and behaves as the 
 jiggeling end of a long rope, and as more samples comes in, the 
 jiggeling end moves towards higher taus, but for a particular tau, the 
 amplitude of the jiggeling decreases until it almost stops. This is the 
 effect of the confidence intervals becoming tighter, the range within 
 the real value is becomes smaller and eventually is very tight.
 
 ADEV snakes about at the far right end primarily becuase of the
 phase jitter which dominates at your minimum tau.
 
 If you have a phase measurement white noise of 1 ns = ADEV(tau=1)
 and you expect your ADEV curve to bottom out around 1e-12 at some
 larger tau, then you have a factor thousand of noise to average
 out, before a valid ADEV comes out of the noise.
 
 This is not any different from any other average out the noise
 situation in any significant way, sqrt(N) rules, and there is
 nothing you can do about.

In the case of the TimePod, the data can be presented when you have *very* few 
samples to work with. That said, it is interesting to watch it bring up error 
bars (which are indeed correctly calculated) and then see the trace walk 
outside those error bars as the run progresses. There are other measurements 
that are a bit less susceptible to this. None of them have any magic to get 
around sqrt(N).

Bob

 
 *except* to decrease your phase measurement white noise, which is
 why tuning your 5370 for peak performance is worth days of measurements
 at the other end of the ADEV.
 
 -- 
 Poul-Henning Kamp   | UNIX since Zilog Zeus 3.20
 p...@freebsd.org | TCP/IP since RFC 956
 FreeBSD committer   | BSD since 4.3-tahoe
 Never attribute to malice what can adequately be explained by incompetence.
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Tom Van Baak
 In the case of the TimePod, the data can be presented when you have *very* 
 few samples to work with.
 That said, it is interesting to watch it bring up error bars (which are 
 indeed correctly calculated)
 and then see the trace walk outside those error bars as the run progresses.
 There are other measurements that are a bit less susceptible to this.
 None of them have any magic to get around sqrt(N).
 
 Bob

Maybe I don't understand error bars. For a dynamic display like TimeLab, 
walking outside (1 sigma) error bars is expected about 1/3 of the time, no?

/tvb
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

If you plot the data versus the six sigma bars (should have been more precise), 
you will see it walk outside them as well.

Bob

 On Oct 25, 2014, at 1:06 PM, Tom Van Baak t...@leapsecond.com wrote:
 
 In the case of the TimePod, the data can be presented when you have *very* 
 few samples to work with.
 That said, it is interesting to watch it bring up error bars (which are 
 indeed correctly calculated)
 and then see the trace walk outside those error bars as the run progresses.
 There are other measurements that are a bit less susceptible to this.
 None of them have any magic to get around sqrt(N).
 
 Bob
 
 Maybe I don't understand error bars. For a dynamic display like TimeLab, 
 walking outside (1 sigma) error bars is expected about 1/3 of the time, no?
 
 /tvb
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Magnus Danielson



On 10/25/2014 07:06 PM, Tom Van Baak wrote:

In the case of the TimePod, the data can be presented when you have *very* few 
samples to work with.
That said, it is interesting to watch it bring up error bars (which are indeed 
correctly calculated)
and then see the trace walk outside those error bars as the run progresses.
There are other measurements that are a bit less susceptible to this.
None of them have any magic to get around sqrt(N).

Bob


Maybe I don't understand error bars. For a dynamic display like TimeLab, 
walking outside (1 sigma) error bars is expected about 1/3 of the time, no?


Error bars works a little differently, as they indicate with some 
probability (say 1-sigma) within which range the real value is.


By the way, sqrt(N) is not very accurate estimator.

Cheers,
Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi
 On Oct 25, 2014, at 12:19 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Bob,
 
 On 10/25/2014 02:02 PM, Bob Camp wrote:
 
 On Oct 24, 2014, at 6:25 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Tom,
 
 On 10/24/2014 11:31 PM, Tom Van Baak wrote:
 ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 Such as when, why, what kind of change, how much change,
 at how short of tau's, over how long of time,
 and using what type Oscillators?
 Do you know what in the freq or Phase plot is causing the ADEV to change?
 
 I'm happy to let Bob answer his own claim here. I'm curious as well. 
 Unless he's talking about thermal noise, in which case I now believe him 
 100%.
 
 OTOH, for time intervals of minutes to hours or days, the plotted ADEV can 
 often vary. When in doubt, enable error bars in your ADEV calculations or 
 use DAVAR in Stable32, or use Trace History of TmeLab to expose how 
 little or much the computed ADEV depends on tau and N.
 
 In general, never do an ADEV calculation without visually checking the 
 phase or frequency time series first.
 
 You should make sure that you remove all forms of systematic effects before 
 turning the residue random noise over to ADEV.
 
 If you have random noise being modulated in amplitude, you need to measure 
 long enough for the averaging end not to have a great impact on the result.
 
 Is days long enough for a 1 second tau? If you define 1,000 x tau as “long 
 enough” you are being way more
 conservative than just about anybody out there. My claim is that rather than 
 telling everybody to run for 10,000 or
 100,000 x tau, simply accept that ADEV does / may change.
 
 I did not say that you need to do 1000xtau, that was what someone else said. 
 If you paid attention I said that the number of samples N and the 
 tau0-multiple m for a particular dominant noise (of that tau) creates a 
 certain degree of freedom for a particular ADEV estimator algorithm. 
 Discussing the length of the measure without discussing which estimator 
 algorithm you're using and what confidence interval you aim to reach is just 
 taking a single value and run with it without thinking about it.
 
 For ITU-T telecom standards, the measurement length is 12 times the maximum 
 tau, using the overlapping estimator (see O.172, §10.5.1 for limit and G.810 
 §II.3 for TDEV algorithm). That was chosen to ensure comparability between 
 different implementations for the same type of measure. See O.172 for other 
 relevant details on limits for implementation, tau0 has an upper limit, so 
 does bandwidth. Naturally, these limits is for this specific purpose, 
 algorithms etc. which may not fit the needs of other needs or choices.


If you are using under 100 samples for the test (overlapping or not), your 
confidence is not as high as it might be. You can see ADEV “drift in” over a 
period of days, even with a lot more than 10 samples. 

 
 It's only when you do old style non-overlapping that you need to go towards 
 1000*tau for some reasonable results.
 
 Removing this or that *before* you do ADEV can get you on a very slippery 
 slope indeed. Removing drift (either time
 or frequency) - fine.  Removing this or that couple of minutes of data 
 because it makes the 
 result look better, that’s
 likely to get you in trouble. Your customer (or system, or test setup) isn’t 
 likely to accept a “ADEV is ok most of
 the time” specification.
 
 Agreed. But I've never advocated cutting away samples like that, but rather 
 cancel out the systematics which is not part of the random noise.
 
 Is ADEV a good way to measure temperature stability - no of course not.  We 
 do indeed have rooms that vary in
 temperature. They do impact ADEV on a Rb. Removing the delta temperature 
 related data from your ADEV input is not at
 all easy (1,000 to 10,000 second data …) and I believe it would 
 mis-represent the part. Running in the real world,
 it’s going to have that ADEV hump.
 
 ADEV hump for such systematic is maybe an indication, but not the best way of 
 represent that. It's also not part of the ADEV intended purpose, namely to 
 estimate the random noise effects.
 
 Yes indeed you can find FCS papers with all sorts of interesting 
 “adjustments” or no processing at all. The consensus
 seems to be that if you go past drift correction, you really should have a 
 footnote.
 
 When you do not make a drift compensation, and that line shows up, you better 
 explain that too.
 
 In the end, ADEV is overused to represent things for which it is not a good 
 tool. You will need other tools in the tool-box to build a good estimation of 
 how that oscillator will behave at some tau.

Except that ADEV is used by many as an acceptance test on systems and 
oscillators. Saying it’s OK to pull data out of a test run makes for a very 
interesting test design. We certainly use ADEV (without subtractions) here on 
the list to compare things like GPSDO’s at the 

Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

How many hours / days/ months / years had the OCXO been off power before the 
run was started?

How soon after turn on did you start taking data?

Bob

 On Oct 25, 2014, at 12:35 PM, Tom Van Baak t...@leapsecond.com wrote:
 
 Let's take a real example.
 
 Use your own phase data, or grab any of my large data sets 
 (http://leapsecond.com/pages/gpsdo-sim) like ocxo.dat.gz which is a good 
 example of real-life OCXO performance (400,000 seconds of data).
 
 Attached are Stable32 plots of frequency, ADEV/MDEV, and dynamic ADEV. As a 
 3D plot, the latter shows how ADEV(tau) varies during the run. In this case 
 the full data set is broken into about 90 pieces and ADEV is computed for 
 each segment of data (window). If you study the frequency plot you may be 
 able to convince yourself why the DADEV plot looks like it does; ADEV(small 
 tau) is quite constant, while ADEV(larger tau) varies quite a bit. To me, 
 this is as it should be, given how the raw data looks.
 
 To explore dynamic ADEV without Stable32 or to go deep with the effects of 
 sample size, see adev6.c / adev6.exe in my tools directory 
 (www.leapsecond.com/tools).
 
 Most programs compute ADEV based on the entire data set. But adev6 will 
 compute ADEV(tau) in user defined subsets of data. So, for example, instead 
 of computing ADEV(tau 1) from 400,000 points, you can compute ADEV(tau 1) 400 
 times in blocks of 1000 points each, or 4000 times in blocks of 100 points 
 each, etc. The default is back-to-back segments but you can specify 
 overlapping segments. Using various combination of parameters, it's pretty 
 instructive to see the noise in computed value of ADEV.
 
 The 4th attachment is a TimeLab plot of the data set with trace = 1 
 (default), 10, and 100. In some cases I prefer this sort of display. One can 
 get complacent with simple error bars and forget that 1 - 68% = 32% of the 
 points must always lie outside the error bars, by definition.
 
 /tvbocxo-freq-1.gifocxo-amdev-1.gifocxo-dadev-1.gifocxo-trace-1-10-100.gif___
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

 On Oct 25, 2014, at 2:18 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 
 
 On 10/25/2014 07:06 PM, Tom Van Baak wrote:
 In the case of the TimePod, the data can be presented when you have *very* 
 few samples to work with.
 That said, it is interesting to watch it bring up error bars (which are 
 indeed correctly calculated)
 and then see the trace walk outside those error bars as the run progresses.
 There are other measurements that are a bit less susceptible to this.
 None of them have any magic to get around sqrt(N).
 
 Bob
 
 Maybe I don't understand error bars. For a dynamic display like TimeLab, 
 walking outside (1 sigma) error bars is expected about 1/3 of the time, no?
 
 Error bars works a little differently, as they indicate with some probability 
 (say 1-sigma) within which range the real value is.
 
 By the way, sqrt(N) is not very accurate estimator.

But it is a common way to express the fact that your data is unlikely to 
converge any faster than sqrt(N)…

Bob

 
 Cheers,
 Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Tom Van Baak
 How many hours / days/ months / years had the OCXO been off power before the 
 run was started?

 How soon after turn on did you start taking data?

Hi Bob,

On the ocxo.dat data set, the frequency drift rate was down to just 5e-11 a day 
so it's likely the OCXO had been powered for many days, even weeks. I don't 
know for sure w/o finding an old log book. The web page says the data came from 
run3004/log50187.txt, which is was a free-running TBolt in November 2008 
measured with a TSC 5120 against a locked HP 58503B. I can re-run the 
measurement if you wish.

Why do you ask? I have many data sets here, both with lower drift (e.g., 
rubidium or masers), or higher drift, or a variety of phase measurement 
instruments. Lots of samples is usually better than few samples, but it doesn't 
take a lot to pin the stability of an oscillator down to a couple of dB.

In some cases, computed ADEV is not a number that gets more precise or more 
accurate the more data you collect. You can hit a floor and it starts to 
diverge if you collect for too many weeks or months. This is expected. HDEV 
would be better.

An analogy: no one is interested in the mean of 1,000,000 days of earth 
temperature data. Yes, it will be a very precise number, if you apply the 
mindless sqrt(N) rule-of-thumb. But once you get enough data, looking at 
periodicity, jumps, outliers, and trends over time is usually far more 
important than blindly calculating a simple mean or standard deviation from an 
entire data set.

You can argue all day if the ADEV(tau 1000s) should be 3.7e-12 or 3.75e-12 or 
4e-12. Regardless, it's clearly about halfway between 1e-12 and 1e-11. Below 1 
dB, the rest is what day it is, what hour you started the run, how long you 
collected data, or how your lab feels that day. Here's an example of ADEV(tau 
1000) from adev6:

C:\Tmpadev6 /a  ocxo.dat 1000
1000   0/40  a 3.706451e-012 398000

C:\Tmpadev6 /a  ocxo.dat 1000 4
1000   0/40  a 4.100519e-012 38000
1000   4/40  a 3.912714e-012 38000
1000   8/40  a 3.736134e-012 38000
1000  12/40  a 4.413685e-012 38000
1000  16/40  a 3.050424e-012 38000
1000  20/40  a 3.692079e-012 38000
1000  24/40  a 3.367214e-012 38000
1000  28/40  a 3.223972e-012 38000
1000  32/40  a 3.742055e-012 38000
1000  36/40  a 3.897041e-012 38000

C:\Tmpadev6 /a  ocxo.dat 1000 4000
1000   0/40  a 7.804138e-012 2000
10004000/40  a 4.085721e-012 2000
10008000/40  a 3.368610e-012 2000
1000   12000/40  a 2.890283e-012 2000
1000   16000/40  a 2.408464e-012 2000
1000   2/40  a 5.823737e-012 2000
1000   24000/40  a 4.127749e-012 2000
1000   28000/40  a 4.310555e-012 2000
1000   32000/40  a 3.375545e-012 2000
1000   36000/40  a 4.166632e-012 2000
1000   4/40  a 3.052641e-012 2000
1000   44000/40  a 4.718652e-012 2000
1000   48000/40  a 4.238576e-012 2000
1000   52000/40  a 5.275587e-012 2000
1000   56000/40  a 5.695453e-012 2000
1000   6/40  a 3.669497e-012 2000
1000   64000/40  a 3.107038e-012 2000
1000   68000/40  a 4.863025e-012 2000
1000   72000/40  a 1.882393e-012 2000
1000   76000/40  a 2.395768e-012 2000
1000   8/40  a 1.606562e-012 2000
1000   84000/40  a 6.180515e-012 2000
1000   88000/40  a 3.201972e-012 2000
1000   92000/40  a 2.023414e-012 2000
1000   96000/40  a 1.515005e-012 2000
1000  10/40  a 2.343072e-012 2000
1000  104000/40  a 4.249873e-012 2000
1000  108000/40  a 2.676816e-012 2000
1000  112000/40  a 1.656133e-012 2000
1000  116000/40  a 2.411179e-012 2000
1000  12/40  a 4.081474e-012 2000
1000  124000/40  a 2.997803e-012 2000
1000  128000/40  a 2.095393e-012 2000
1000  132000/40  a 5.760947e-012 2000
1000  136000/40  a 7.075811e-012 2000
1000  14/40  a 1.769521e-012 2000
1000  144000/40  a 3.358276e-012 2000
1000  148000/40  a 4.893182e-012 2000
1000  152000/40  a 1.936321e-012 2000
1000  156000/40  a 1.578596e-012 2000
1000  16/40  a 3.601683e-012 2000
1000  164000/40  a 2.287769e-012 2000
1000  168000/40  a 3.073412e-012 2000
1000  172000/40  a 2.291148e-012 2000
1000  176000/40  a 5.813071e-012 2000
1000  18/40  a 3.669111e-012 2000
1000  184000/40  a 1.766833e-012 2000
1000  188000/40  a 2.527836e-012 2000
1000  192000/40  a 1.982012e-012 2000
1000  196000/40  a 2.387086e-012 2000
1000  20/40  a 4.483388e-012 2000
1000  204000/40  a 1.825970e-012 2000
1000  208000/40  a 1.405565e-012 2000
1000  212000/40  a 5.431766e-012 2000
1000  216000/40  a 1.325479e-012 2000

Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Magnus Danielson

Bob,

On 10/25/2014 08:15 PM, Bob Camp wrote:

Hi

On Oct 25, 2014, at 12:19 PM, Magnus Danielson mag...@rubidium.dyndns.org 
wrote:

Bob,

On 10/25/2014 02:02 PM, Bob Camp wrote:



On Oct 24, 2014, at 6:25 PM, Magnus Danielson mag...@rubidium.dyndns.org 
wrote:

Tom,

On 10/24/2014 11:31 PM, Tom Van Baak wrote:

ADEV most certainly does change with time, even for short tau's.


Can you elaborate?
Such as when, why, what kind of change, how much change,
at how short of tau's, over how long of time,
and using what type Oscillators?
Do you know what in the freq or Phase plot is causing the ADEV to change?


I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
he's talking about thermal noise, in which case I now believe him 100%.

OTOH, for time intervals of minutes to hours or days, the plotted ADEV can often vary. 
When in doubt, enable error bars in your ADEV calculations or use DAVAR in Stable32, or 
use Trace History of TmeLab to expose how little or much the computed ADEV 
depends on tau and N.

In general, never do an ADEV calculation without visually checking the phase or 
frequency time series first.


You should make sure that you remove all forms of systematic effects before 
turning the residue random noise over to ADEV.

If you have random noise being modulated in amplitude, you need to measure long 
enough for the averaging end not to have a great impact on the result.


Is days long enough for a 1 second tau? If you define 1,000 x tau as “long 
enough” you are being way more
conservative than just about anybody out there. My claim is that rather than 
telling everybody to run for 10,000 or
100,000 x tau, simply accept that ADEV does / may change.


I did not say that you need to do 1000xtau, that was what someone else said. If 
you paid attention I said that the number of samples N and the tau0-multiple m 
for a particular dominant noise (of that tau) creates a certain degree of 
freedom for a particular ADEV estimator algorithm. Discussing the length of the 
measure without discussing which estimator algorithm you're using and what 
confidence interval you aim to reach is just taking a single value and run with 
it without thinking about it.

For ITU-T telecom standards, the measurement length is 12 times the maximum 
tau, using the overlapping estimator (see O.172, §10.5.1 for limit and G.810 
§II.3 for TDEV algorithm). That was chosen to ensure comparability between 
different implementations for the same type of measure. See O.172 for other 
relevant details on limits for implementation, tau0 has an upper limit, so does 
bandwidth. Naturally, these limits is for this specific purpose, algorithms 
etc. which may not fit the needs of other needs or choices.



If you are using under 100 samples for the test (overlapping or not), your 
confidence is not as high as it might be.
You can see ADEV “drift in” over a period of days, even with a lot more than 10 
samples.


Yes. One needs to look at what happens to judge when you can trust the 
values. In the standard case, there would be a lot of samples, with a 
minumum of 360 for the extreme-case.



Yes indeed you can find FCS papers with all sorts of interesting “adjustments” 
or no processing at all. The consensus
seems to be that if you go past drift correction, you really should have a 
footnote.


When you do not make a drift compensation, and that line shows up, you better 
explain that too.

In the end, ADEV is overused to represent things for which it is not a good 
tool. You will need other tools in the tool-box to build a good estimation of 
how that oscillator will behave at some tau.


Except that ADEV is used by many as an acceptance test on systems and 
oscillators. Saying it’s OK to pull data out
of a test run makes for a very interesting test design. We certainly use ADEV 
(without subtractions) here on the list
to compare things like GPSDO’s at the system level.


I use ADEV, TDEV, phase-plot and frequency plot to best illustrate and 
understand what is happening. Would be using FFT for long-term if only 
TimeLab would support it for normal counter measures. Would be using 
phase-noise more if I had a TimePod at work.


Cheers,
Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

 On Oct 25, 2014, at 4:04 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Bob,
 
 On 10/25/2014 08:15 PM, Bob Camp wrote:
 Hi
 On Oct 25, 2014, at 12:19 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Bob,
 
 On 10/25/2014 02:02 PM, Bob Camp wrote:
 
 On Oct 24, 2014, at 6:25 PM, Magnus Danielson 
 mag...@rubidium.dyndns.org wrote:
 
 Tom,
 
 On 10/24/2014 11:31 PM, Tom Van Baak wrote:
 ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 Such as when, why, what kind of change, how much change,
 at how short of tau's, over how long of time,
 and using what type Oscillators?
 Do you know what in the freq or Phase plot is causing the ADEV to 
 change?
 
 I'm happy to let Bob answer his own claim here. I'm curious as well. 
 Unless he's talking about thermal noise, in which case I now believe him 
 100%.
 
 OTOH, for time intervals of minutes to hours or days, the plotted ADEV 
 can often vary. When in doubt, enable error bars in your ADEV 
 calculations or use DAVAR in Stable32, or use Trace History of TmeLab 
 to expose how little or much the computed ADEV depends on tau and N.
 
 In general, never do an ADEV calculation without visually checking the 
 phase or frequency time series first.
 
 You should make sure that you remove all forms of systematic effects 
 before turning the residue random noise over to ADEV.
 
 If you have random noise being modulated in amplitude, you need to 
 measure long enough for the averaging end not to have a great impact on 
 the result.
 
 Is days long enough for a 1 second tau? If you define 1,000 x tau as “long 
 enough” you are being way more
 conservative than just about anybody out there. My claim is that rather 
 than telling everybody to run for 10,000 or
 100,000 x tau, simply accept that ADEV does / may change.
 
 I did not say that you need to do 1000xtau, that was what someone else 
 said. If you paid attention I said that the number of samples N and the 
 tau0-multiple m for a particular dominant noise (of that tau) creates a 
 certain degree of freedom for a particular ADEV estimator algorithm. 
 Discussing the length of the measure without discussing which estimator 
 algorithm you're using and what confidence interval you aim to reach is 
 just taking a single value and run with it without thinking about it.
 
 For ITU-T telecom standards, the measurement length is 12 times the maximum 
 tau, using the overlapping estimator (see O.172, §10.5.1 for limit and 
 G.810 §II.3 for TDEV algorithm). That was chosen to ensure comparability 
 between different implementations for the same type of measure. See O.172 
 for other relevant details on limits for implementation, tau0 has an upper 
 limit, so does bandwidth. Naturally, these limits is for this specific 
 purpose, algorithms etc. which may not fit the needs of other needs or 
 choices.
 
 
 If you are using under 100 samples for the test (overlapping or not), your 
 confidence is not as high as it might be.
 You can see ADEV “drift in” over a period of days, even with a lot more than 
 10 samples.
 
 Yes. One needs to look at what happens to judge when you can trust the 
 values. In the standard case, there would be a lot of samples, with a minumum 
 of 360 for the extreme-case.
 
 Yes indeed you can find FCS papers with all sorts of interesting 
 “adjustments” or no processing at all. The consensus
 seems to be that if you go past drift correction, you really should have a 
 footnote.
 
 When you do not make a drift compensation, and that line shows up, you 
 better explain that too.
 
 In the end, ADEV is overused to represent things for which it is not a good 
 tool. You will need other tools in the tool-box to build a good estimation 
 of how that oscillator will behave at some tau.
 
 Except that ADEV is used by many as an acceptance test on systems and 
 oscillators. Saying it’s OK to pull data out
 of a test run makes for a very interesting test design. We certainly use 
 ADEV (without subtractions) here on the list
 to compare things like GPSDO’s at the system level.
 
 I use ADEV, TDEV, phase-plot and frequency plot to best illustrate and 
 understand what is happening. Would be using FFT for long-term if only 
 TimeLab would support it for normal counter measures. Would be using 
 phase-noise more if I had a TimePod at work.

I would suggest adding the Hadamard deviation to that list. It highlights some 
things that the others do not.

Bob

 
 Cheers,
 Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi


 On Oct 25, 2014, at 3:34 PM, Tom Van Baak t...@leapsecond.com wrote:
 
 How many hours / days/ months / years had the OCXO been off power before the 
 run was started?
 
 How soon after turn on did you start taking data?
 
 Hi Bob,
 
 On the ocxo.dat data set, the frequency drift rate was down to just 5e-11 a 
 day so it's likely the OCXO had been powered for many days, even weeks. I 
 don't know for sure w/o finding an old log book. The web page says the data 
 came from run3004/log50187.txt, which is was a free-running TBolt in 
 November 2008 measured with a TSC 5120 against a locked HP 58503B. I can 
 re-run the measurement if you wish.
 
 Why do you ask?

I ask because the most common place I see ADEV changing over time without 
systematic issues is when they have been off power for a long time. If you warm 
them up and run them for a while, the ADEV tends to become much more 
predictable. 

Bob


 I have many data sets here, both with lower drift (e.g., rubidium or masers), 
 or higher drift, or a variety of phase measurement instruments. Lots of 
 samples is usually better than few samples, but it doesn't take a lot to pin 
 the stability of an oscillator down to a couple of dB.
 
 In some cases, computed ADEV is not a number that gets more precise or more 
 accurate the more data you collect. You can hit a floor and it starts to 
 diverge if you collect for too many weeks or months. This is expected. HDEV 
 would be better.
 
 An analogy: no one is interested in the mean of 1,000,000 days of earth 
 temperature data. Yes, it will be a very precise number, if you apply the 
 mindless sqrt(N) rule-of-thumb. But once you get enough data, looking at 
 periodicity, jumps, outliers, and trends over time is usually far more 
 important than blindly calculating a simple mean or standard deviation from 
 an entire data set.
 
 You can argue all day if the ADEV(tau 1000s) should be 3.7e-12 or 3.75e-12 or 
 4e-12. Regardless, it's clearly about halfway between 1e-12 and 1e-11. Below 
 1 dB, the rest is what day it is, what hour you started the run, how long you 
 collected data, or how your lab feels that day. Here's an example of ADEV(tau 
 1000) from adev6:
 
 C:\Tmpadev6 /a  ocxo.dat 1000
1000   0/40  a 3.706451e-012 398000
 
 C:\Tmpadev6 /a  ocxo.dat 1000 4
1000   0/40  a 4.100519e-012 38000
1000   4/40  a 3.912714e-012 38000
1000   8/40  a 3.736134e-012 38000
1000  12/40  a 4.413685e-012 38000
1000  16/40  a 3.050424e-012 38000
1000  20/40  a 3.692079e-012 38000
1000  24/40  a 3.367214e-012 38000
1000  28/40  a 3.223972e-012 38000
1000  32/40  a 3.742055e-012 38000
1000  36/40  a 3.897041e-012 38000
 
 C:\Tmpadev6 /a  ocxo.dat 1000 4000
1000   0/40  a 7.804138e-012 2000
10004000/40  a 4.085721e-012 2000
10008000/40  a 3.368610e-012 2000
1000   12000/40  a 2.890283e-012 2000
1000   16000/40  a 2.408464e-012 2000
1000   2/40  a 5.823737e-012 2000
1000   24000/40  a 4.127749e-012 2000
1000   28000/40  a 4.310555e-012 2000
1000   32000/40  a 3.375545e-012 2000
1000   36000/40  a 4.166632e-012 2000
1000   4/40  a 3.052641e-012 2000
1000   44000/40  a 4.718652e-012 2000
1000   48000/40  a 4.238576e-012 2000
1000   52000/40  a 5.275587e-012 2000
1000   56000/40  a 5.695453e-012 2000
1000   6/40  a 3.669497e-012 2000
1000   64000/40  a 3.107038e-012 2000
1000   68000/40  a 4.863025e-012 2000
1000   72000/40  a 1.882393e-012 2000
1000   76000/40  a 2.395768e-012 2000
1000   8/40  a 1.606562e-012 2000
1000   84000/40  a 6.180515e-012 2000
1000   88000/40  a 3.201972e-012 2000
1000   92000/40  a 2.023414e-012 2000
1000   96000/40  a 1.515005e-012 2000
1000  10/40  a 2.343072e-012 2000
1000  104000/40  a 4.249873e-012 2000
1000  108000/40  a 2.676816e-012 2000
1000  112000/40  a 1.656133e-012 2000
1000  116000/40  a 2.411179e-012 2000
1000  12/40  a 4.081474e-012 2000
1000  124000/40  a 2.997803e-012 2000
1000  128000/40  a 2.095393e-012 2000
1000  132000/40  a 5.760947e-012 2000
1000  136000/40  a 7.075811e-012 2000
1000  14/40  a 1.769521e-012 2000
1000  144000/40  a 3.358276e-012 2000
1000  148000/40  a 4.893182e-012 2000
1000  152000/40  a 1.936321e-012 2000
1000  156000/40  a 1.578596e-012 2000
1000  16/40  a 3.601683e-012 2000
1000  164000/40  a 2.287769e-012 2000
1000  168000/40  a 3.073412e-012 2000
1000  172000/40  a 2.291148e-012 2000
1000  176000/40  a 5.813071e-012 2000
1000  18/40  a 3.669111e-012 2000
1000  184000/40  a 1.766833e-012 2000

Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Magnus Danielson

Bob,

On 10/25/2014 08:54 PM, Bob Camp wrote:

Hi


On Oct 25, 2014, at 2:18 PM, Magnus Danielson mag...@rubidium.dyndns.org 
wrote:



On 10/25/2014 07:06 PM, Tom Van Baak wrote:

In the case of the TimePod, the data can be presented when you have *very* few 
samples to work with.
That said, it is interesting to watch it bring up error bars (which are indeed 
correctly calculated)
and then see the trace walk outside those error bars as the run progresses.
There are other measurements that are a bit less susceptible to this.
None of them have any magic to get around sqrt(N).

Bob


Maybe I don't understand error bars. For a dynamic display like TimeLab, 
walking outside (1 sigma) error bars is expected about 1/3 of the time, no?


Error bars works a little differently, as they indicate with some probability 
(say 1-sigma) within which range the real value is.

By the way, sqrt(N) is not very accurate estimator.


But it is a common way to express the fact that your data is unlikely to 
converge any faster than sqrt(N)…


Yes, but it gives you false hope of how quickly it really converged, as 
the cross-correlations make you converge even slower than sqrt(N).


Cheers,
Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Bob Camp
Hi

 On Oct 25, 2014, at 4:08 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 Bob,
 
 On 10/25/2014 08:54 PM, Bob Camp wrote:
 Hi
 
 On Oct 25, 2014, at 2:18 PM, Magnus Danielson mag...@rubidium.dyndns.org 
 wrote:
 
 
 
 On 10/25/2014 07:06 PM, Tom Van Baak wrote:
 In the case of the TimePod, the data can be presented when you have 
 *very* few samples to work with.
 That said, it is interesting to watch it bring up error bars (which are 
 indeed correctly calculated)
 and then see the trace walk outside those error bars as the run 
 progresses.
 There are other measurements that are a bit less susceptible to this.
 None of them have any magic to get around sqrt(N).
 
 Bob
 
 Maybe I don't understand error bars. For a dynamic display like TimeLab, 
 walking outside (1 sigma) error bars is expected about 1/3 of the time, no?
 
 Error bars works a little differently, as they indicate with some 
 probability (say 1-sigma) within which range the real value is.
 
 By the way, sqrt(N) is not very accurate estimator.
 
 But it is a common way to express the fact that your data is unlikely to 
 converge any faster than sqrt(N)…
 
 Yes, but it gives you false hope of how quickly it really converged, as the 
 cross-correlations make you converge even slower than sqrt(N).

Except that management would really like it to converge as N …

Bob

 
 Cheers,
 Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-25 Thread Magnus Danielson

Bob,

On 10/25/2014 11:45 PM, Bob Camp wrote:

Hi


On Oct 25, 2014, at 4:08 PM, Magnus Danielson mag...@rubidium.dyndns.org 
wrote:

Bob,

On 10/25/2014 08:54 PM, Bob Camp wrote:

Hi



Error bars works a little differently, as they indicate with some probability 
(say 1-sigma) within which range the real value is.

By the way, sqrt(N) is not very accurate estimator.


But it is a common way to express the fact that your data is unlikely to 
converge any faster than sqrt(N)…


Yes, but it gives you false hope of how quickly it really converged, as the 
cross-correlations make you converge even slower than sqrt(N).


Except that management would really like it to converge as N …


I bet they do, until you explain to them the consequence of that... with 
over-optimistic numbers making the product look bad when it hits reality 
and smearing the trust in the company and product names...


There is a certain art to potty-train management.

Cheers,
Magnus
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[time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-24 Thread WarrenS via time-nuts

Bob Camp posted  (Wed Oct 22 20:38:47 EDT 2014)
Re: [time-nuts] Phase, One edge or two?


ADEV most certainly does change with time, even for short tau's.


Can you elaborate?
Such as when, why, what kind of change, how much change,
at how short of tau's, over how long of time,
and using what type Oscillators?
Do you know what in the freq or Phase plot is causing the ADEV to change?


There all kinds of Oscillator things that change over time
and/or need a lot of time to properly measure,
but I was under the impression that this is not the case for short tau ADEV.


Of the many OCXO type Oscillators that I've tested (HP10811  MV89),
seldom have I seen any significant change (say greater than 10%),
in the short tau (0.01 sec to 1 sec) ADEV values,  after the systematic
type errors are removed. (even when starting soon after turn on)

ADEV is used to measure random types of noise so there are of
course the statistical uncertainty variations that are a function of
the number of valid data points. I find that using a minimum of
a thousand points at each tau gives good consistent results.

What I have seen when measuring  the ADEV on time nut type Osc,
is that it generally takes only a couple of minutes to get enough
samples to reliability predict what the short term tau is when
using a fast (120 sps), high resolution (0.1ps) tester.

Trouble shooting hint:
If the 0.1 sec to 10 second ADEV tau plot is not flat on a good
time nut type undisciplined OXCO, then the first places to look
for problems is in the tester, or the setup, or the procedure,
not the oscillator.

ws

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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-24 Thread Tom Van Baak
ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 Such as when, why, what kind of change, how much change,
 at how short of tau's, over how long of time,
 and using what type Oscillators?
 Do you know what in the freq or Phase plot is causing the ADEV to change?

I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
he's talking about thermal noise, in which case I now believe him 100%.

OTOH, for time intervals of minutes to hours or days, the plotted ADEV can 
often vary. When in doubt, enable error bars in your ADEV calculations or use 
DAVAR in Stable32, or use Trace History of TmeLab to expose how little or 
much the computed ADEV depends on tau and N.

In general, never do an ADEV calculation without visually checking the phase or 
frequency time series first.

 Of the many OCXO type Oscillators that I've tested (HP10811  MV89),
 seldom have I seen any significant change (say greater than 10%),
 in the short tau (0.01 sec to 1 sec) ADEV values,  after the systematic
 type errors are removed. (even when starting soon after turn on)

This is not my experience at all. Let's figure out what's happening to you.

If all your standards look sort the same from tau 0.01 to tau 0.1 to tau 1 then 
either you need more oscillators to play with or maybe you have a measurement 
problem. This is especially true if you are doing post-comparator averaging. 
Averaging, by definition, tends to remove noise, to smooth things out. If your 
goal is to measure noise, the last thing you want to do is create any 
electronics or use any analog or digital or numerical filtering that removes or 
reduces the very thing you're trying to measure.

I remind you of this page http://leapsecond.com/pages/adev-avg/ of the perils 
of averaging data.

For most of the world, there's signal and noise. Signal good. Noise bad. But 
for us, measuring precision clocks, the noise is the signal. So don't do 
anything that removes or reduces noise.

 ADEV is used to measure random types of noise so there are of
 course the statistical uncertainty variations that are a function of
 the number of valid data points. I find that using a minimum of
 a thousand points at each tau gives good consistent results.

Are you crazy? The minimum is just 3 or 4 or 5 data points. Not 1000! You 
should not see much difference at 10 or 100 or 1000 points. If so, something is 
wrong with your measurement model. If ADEV(tau) is *that* dependent on tau, 
check the frequency time-series. Consider removing drift or using HDEV instead 
of ADEV. We need to talk. If your logic was true, we'd all have to wait 3 years 
before we could compute the ADEV of a GPSDO at tau 1 day.

/tvb
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-24 Thread Magnus Danielson

Tom,

On 10/24/2014 11:31 PM, Tom Van Baak wrote:

ADEV most certainly does change with time, even for short tau's.


Can you elaborate?
Such as when, why, what kind of change, how much change,
at how short of tau's, over how long of time,
and using what type Oscillators?
Do you know what in the freq or Phase plot is causing the ADEV to change?


I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
he's talking about thermal noise, in which case I now believe him 100%.

OTOH, for time intervals of minutes to hours or days, the plotted ADEV can often vary. 
When in doubt, enable error bars in your ADEV calculations or use DAVAR in Stable32, or 
use Trace History of TmeLab to expose how little or much the computed ADEV 
depends on tau and N.

In general, never do an ADEV calculation without visually checking the phase or 
frequency time series first.


You should make sure that you remove all forms of systematic effects 
before turning the residue random noise over to ADEV.


If you have random noise being modulated in amplitude, you need to 
measure long enough for the averaging end not to have a great impact on 
the result.



Of the many OCXO type Oscillators that I've tested (HP10811  MV89),
seldom have I seen any significant change (say greater than 10%),
in the short tau (0.01 sec to 1 sec) ADEV values,  after the systematic
type errors are removed. (even when starting soon after turn on)


This is not my experience at all. Let's figure out what's happening to you.

If all your standards look sort the same from tau 0.01 to tau 0.1 to tau 1 then 
either you need more oscillators to play with or maybe you have a measurement 
problem. This is especially true if you are doing post-comparator averaging. 
Averaging, by definition, tends to remove noise, to smooth things out. If your 
goal is to measure noise, the last thing you want to do is create any 
electronics or use any analog or digital or numerical filtering that removes or 
reduces the very thing you're trying to measure.

I remind you of this page http://leapsecond.com/pages/adev-avg/ of the perils 
of averaging data.

For most of the world, there's signal and noise. Signal good. Noise bad. But 
for us, measuring precision clocks, the noise is the signal. So don't do 
anything that removes or reduces noise.


Systematic signals is however disturbances for the ADEV.


ADEV is used to measure random types of noise so there are of
course the statistical uncertainty variations that are a function of
the number of valid data points. I find that using a minimum of
a thousand points at each tau gives good consistent results.


Are you crazy? The minimum is just 3 or 4 or 5 data points. Not 1000! You 
should not see much difference at 10 or 100 or 1000 points. If so, something is 
wrong with your measurement model. If ADEV(tau) is *that* dependent on tau, 
check the frequency time-series. Consider removing drift or using HDEV instead 
of ADEV. We need to talk. If your logic was true, we'd all have to wait 3 years 
before we could compute the ADEV of a GPSDO at tau 1 day.


No, he is not crazy on this point. While the algorithm only needs 3 
points to produce a value, that value will have so bad degrees of 
freedom that the confidence interval is WAAAY out there.
The reason that we don't need to wait 3 years for tau of 1 day is that 
we learned to use interleaving spans of time. We have since had much 
more development in the algorithms to improve the degrees of freedom for 
the same N samples, all in an effort to achieve as small confidence 
interval as possible. Also, the degrees of freedom achieved varies with 
the tau0 multiple m, and with dominant noise-type.


A great way to illustrate the point of degrees of freedom and the number 
of sample-points needed to get tight confidence intervals is to see how 
the high-tau end of a curve updates in TimeLab and behaves as the 
jiggeling end of a long rope, and as more samples comes in, the 
jiggeling end moves towards higher taus, but for a particular tau, the 
amplitude of the jiggeling decreases until it almost stops. This is the 
effect of the confidence intervals becoming tighter, the range within 
the real value is becomes smaller and eventually is very tight.


The modern algorithms like TOTAL and Theo can cram out really impressive 
degrees of freedom for a particular set of N and m compared to older 
algorithms, which effectively translates into tighter confidence 
intervals for the same N and m.


Cheers,
Magnus
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Re: [time-nuts] Changing ADEV, (was Phase, One edge or two?)

2014-10-24 Thread Bob Camp
Hi

Grab an OCXO that has been powered off for a long time. 

Turn it on and start plotting ADEV. Do it from about 10 minutes after turn on. 
Run 15 to 30 minute tests every so often for the first few hours. 

Come back the next day and run the same series for a few hours. Repeat a week 
later, and a month later. 

Curve fit out the drift and run the ADEV numbers out to  100 seconds tau. 
That’s true even if you compare the best of each batch. It really is getting 
better. 

Do that on enough oscillators and you will indeed find many that do get better 
(like 2X better for some, 10 or 20% for others) on ADEV after they have been on 
a while. 

——

Run an OCXO and watch the ADEV on the Time Pod. Look at enough of them and you 
will find some that drop ADEV for a while (say 10 minutes or so) and then climb 
by a bit (say 1.5:1). Hmmm, what’s going on? Look at the phase plot and there’s 
an abrupt shift in phase over some period ( which depends on the cause, there’s 
more than one possibility). Let’s say it’s 10 seconds.  The whole ADEV plot 
climbs, not just the part for  10 second tau. Why - there’s energy there both 
at short and long tau.

——

Look at a GPSDO / disciplined oscillator / temperature compensated Rb. Let it 
run for a good long time. If it’s got a loop that steps out to *long* time 
constants, it may only bump the frequency once every 15 minutes or longer. Plot 
the ADEV over the time segment when it steps and compare it to the time period 
it does not step. Short tau ADEV is worse at the step.  



Look at a very normal OCXO on your TimePod. After 100 seconds, the 1 second 
ADEV *should* be pretty well determined. After 1000 seconds it should be *very* 
well determined. Flip on the error bars if you want an idea of how good it 
should be. 

Watch for a while, Does it move outside the error bars? H ….. It’s not the 
error bars that are the problem. The math is correct. The statistics are what 
is the issue. The ADEV hast changed for the worse as the run has gone on. It’s 
a very common thing.

———

Those are just the first few off the top of my head. 

Bob





 On Oct 24, 2014, at 5:31 PM, Tom Van Baak t...@leapsecond.com wrote:
 
 ADEV most certainly does change with time, even for short tau's.
 
 Can you elaborate?
 Such as when, why, what kind of change, how much change,
 at how short of tau's, over how long of time,
 and using what type Oscillators?
 Do you know what in the freq or Phase plot is causing the ADEV to change?
 
 I'm happy to let Bob answer his own claim here. I'm curious as well. Unless 
 he's talking about thermal noise, in which case I now believe him 100%.
 
 OTOH, for time intervals of minutes to hours or days, the plotted ADEV can 
 often vary. When in doubt, enable error bars in your ADEV calculations or use 
 DAVAR in Stable32, or use Trace History of TmeLab to expose how little or 
 much the computed ADEV depends on tau and N.
 
 In general, never do an ADEV calculation without visually checking the phase 
 or frequency time series first.
 
 Of the many OCXO type Oscillators that I've tested (HP10811  MV89),
 seldom have I seen any significant change (say greater than 10%),
 in the short tau (0.01 sec to 1 sec) ADEV values,  after the systematic
 type errors are removed. (even when starting soon after turn on)
 
 This is not my experience at all. Let's figure out what's happening to you.
 
 If all your standards look sort the same from tau 0.01 to tau 0.1 to tau 1 
 then either you need more oscillators to play with or maybe you have a 
 measurement problem. This is especially true if you are doing post-comparator 
 averaging. Averaging, by definition, tends to remove noise, to smooth things 
 out. If your goal is to measure noise, the last thing you want to do is 
 create any electronics or use any analog or digital or numerical filtering 
 that removes or reduces the very thing you're trying to measure.
 
 I remind you of this page http://leapsecond.com/pages/adev-avg/ of the perils 
 of averaging data.
 
 For most of the world, there's signal and noise. Signal good. Noise bad. But 
 for us, measuring precision clocks, the noise is the signal. So don't do 
 anything that removes or reduces noise.
 
 ADEV is used to measure random types of noise so there are of
 course the statistical uncertainty variations that are a function of
 the number of valid data points. I find that using a minimum of
 a thousand points at each tau gives good consistent results.
 
 Are you crazy? The minimum is just 3 or 4 or 5 data points. Not 1000! You 
 should not see much difference at 10 or 100 or 1000 points. If so, something 
 is wrong with your measurement model. If ADEV(tau) is *that* dependent on 
 tau, check the frequency time-series. Consider removing drift or using HDEV 
 instead of ADEV. We need to talk. If your logic was true, we'd all have to 
 wait 3 years before we could compute the ADEV of a GPSDO at tau 1 day.
 
 /tvb