Recreating a Time Series from Allan Variance: Maths for Defence

Eric Joseph Hall; Abdul-Lateef Haji-Ali

Recreating a Time Series from Allan Variance: Maths for Defence

Mathematics

Research output: Book/Report › Commissioned report

Abstract

This report provides context for and describes a method that can be used to simulate plausible synthetic time series clock signals with a prescribed Allan Variance, a standard time domain statistic in frequency-stability analysis. The method employs a generative clock model built of fractionally integrated process noise components. The synthetic time series, which represents a deviation from a precision oscillator, can be used for calibration and long-time stability analysis of synchronized oscillators.

Report number: DSTL/CR157952

Original language	English
Number of pages	16
Publication status	Published - 19 Mar 2024

Keywords

time series
Allan Variance
clocks
signal processing
frequency stability
fractionally integrated processes
generative models
power law noise
Synthetic data

Cite this

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title = "Recreating a Time Series from Allan Variance: Maths for Defence",

abstract = "This report provides context for and describes a method that can be used to simulate plausible synthetic time series clock signals with a prescribed Allan Variance, a standard time domain statistic in frequency-stability analysis. The method employs a generative clock model built of fractionally integrated process noise components. The synthetic time series, which represents a deviation from a precision oscillator, can be used for calibration and long-time stability analysis of synchronized oscillators.Report number: DSTL/CR157952",

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N2 - This report provides context for and describes a method that can be used to simulate plausible synthetic time series clock signals with a prescribed Allan Variance, a standard time domain statistic in frequency-stability analysis. The method employs a generative clock model built of fractionally integrated process noise components. The synthetic time series, which represents a deviation from a precision oscillator, can be used for calibration and long-time stability analysis of synchronized oscillators.Report number: DSTL/CR157952

AB - This report provides context for and describes a method that can be used to simulate plausible synthetic time series clock signals with a prescribed Allan Variance, a standard time domain statistic in frequency-stability analysis. The method employs a generative clock model built of fractionally integrated process noise components. The synthetic time series, which represents a deviation from a precision oscillator, can be used for calibration and long-time stability analysis of synchronized oscillators.Report number: DSTL/CR157952

KW - time series

KW - Allan Variance

KW - clocks

KW - signal processing

KW - frequency stability

KW - fractionally integrated processes

KW - generative models

KW - power law noise

KW - Synthetic data

M3 - Commissioned report

BT - Recreating a Time Series from Allan Variance

ER -

Recreating a Time Series from Allan Variance: Maths for Defence

Abstract

Keywords

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