Tom Van Baak skrev: > Yes, it is interesting that SP1065 uses words like: > "original Allan" (page 2, 3, 14) > "classic Allan variance" (page 11) > "normal Allan variance" (page 16) > as a way to distinguish the non- from the overlapping version. > We could throw in "traditional", "simple", "back-to-back", "plain".
Depending on the context of course. > I agree with the author (W.Riley) that these days ADEV is > moving towards being interpreted, and more frequently > implemented, as the overlapping variety, but that might take > a generation to sink in. Maybe. The J.J. Snyder article is from 1980 where as the Allan deviation is from 1966. It's only about half-a-generation. Maybe about the age difference of us two... > I mean, even his own Stable32 program calls the default > 2-sample variance "Allan" and if you want the overlapped > version you have to click on "Overlapping Allan". This could indicate where he is on the issue, but does not really resolve the question. > So you see why that Allan tool of mine labels the columns > adev and oadev? At least there's no ambiguity that way. That I agree with, in your context you certainly avoided ambiguity. > I should also point out that not all systems can calculate > overlapping Allan statistics. Some realtime analyzers, even > the fancy TSC boxes for example, cannot do full overlapping > (because you need access to the entire data set for that). > So plain adev is not dead yet. Actually... no. I have looked at this problem and you can calculate the overlapping Allan variance in real time with only the 2m tau of historic x values in memory. It is fairly trivial to implement out of the definition. You don't need the full data-set. However, you would need multiple accumulators for different choices of m. I can see how this might not is imminently apparent, but given the clues given I think it will become visible. The trickier part is to do drift rate compensation without having access to the full dataset. For Allan variance this is possible with a few tricks out of the statistics book. Using such an approach, you could see your AVAR/ADEV develop as the time series is consumed and be able to see how it stabilizes as you measure more and more. I think it is a rather pleasing approach. What I really need to learn is to calculate the confidence intervals. It keep nagging me all the time. Cheers, Magnus _______________________________________________ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.