[time-nuts] calculating stats with gaps in the data

Michael Wouters michaeljwouters at gmail.com
Thu May 25 17:12:59 EDT 2017

There are 'better' ways of handling gaps when calculating ADEV and
siblings. Patrizia Tavela has a nice method: you pad out the time series,
tagging missing points with NaNs say, and then if a difference contains a
missing data point, you drop it. It works very well. I expect this is in
Stable32. I think it's implemented in allantools. It's definitely
implemented in the Matlab functions I wrote (tftools on GitHub).


On Fri, 26 May 2017 at 12:00 am, Tom Van Baak <tvb at leapsecond.com> wrote:

> Only Stable32 handles data gaps seamlessly. Give it a try (read the manual
> for details).
> But also ask yourself how much gaps matter. Yes, they affect the accuracy
> of your y-axis sigma scale and your x-axis tau scale. A few seconds every
> 30 minutes is, what, a 0.1% error? That's like one pixel in a ADEV plot;
> not significant.
> What I've done when I need a perfectly seamless data set is just
> interpolate for rare and obviously missing phase data points. That keeps
> the timescale intact. This is especially important if you plan to Fourier
> transform the data: under no circumstances do you want to slip a sample in
> that case.
> /tvb
> ----- Original Message -----
> From: "jimlux" <jimlux at earthlink.net>
> To: "Discussion of precise time and frequency measurement" <
> time-nuts at febo.com>
> Sent: Thursday, May 25, 2017 6:11 AM
> Subject: [time-nuts] calculating stats with gaps in the data
> > I'm looking at the python AllanTools package.. does it deal with gaps in
> > the data series (e.g. I've got a series of phase and/or frequency
> > measurements, 1 per second, but there's gaps of a few seconds every 30
> > minutes or so)
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