Noise and drift analysis of non-equally spaced timing data

Generally, it is possible to obtain equally spaced timing data from oscillators. The measurement of the drifts and noises affecting oscillators is then performed by using a variance (Allan variance, modified Allan variance, or time variance) or a system of several variances (multivariance method). However, in some cases, several samples, or even several sets of samples, are missing. In the case of millisecond pulsar timing data, for instance, observations are quite irregularly spaced in time. Nevertheless, since some observations are very close together (one minute) and since the timing data sequence is very long (more than ten years), information on both short-term and long-term stability is available. Unfortunately, a direct variance analysis is not possible without interpolating missing data. Different interpolation algorithms (linear interpolation, cubic spline) are used to calculate variances in order to verify that they neither lose information nor add erroneous information. A comparison of the results of the different algorithms is given. Finally, the multivariance method was adapted to the measurement sequence of the millisecond pulsar timing data: the responses of each variance of the system are calculated for each type of noise and drift, with the same missing samples as in the pulsar timing sequence. An estimation of precision, dynamics, and separability of this method is given.