# Time Keeps On Slippin'

This is picture of a watch. (Source: Wikipedia)

A couple of months ago, the Virtuosi Action Team (VAT) assembled for
lunch and the discussion quickly and unexpectedly turned to watches. As
Nic and Alemi argued over the finer parts of fancy-dancy watch
ownership, I looked down at my watch: the lowly Casio
F-91W. Though it certainly
isn't fancy, it is inexpensive, durable, and could potentially win me an
all-expense paid trip to the
Caribbean.
But how *good* of a watch is it? To find out, I decided to time it
against the official U.S. time for a couple of months. Incidentally,
about half-way in I found out that Chad over at Uncertain
Principles had done essentially
the same thing
already.
No matter, science is still fun even if you aren't the first person to
do it. So here's my "new-to-me" analysis. Alright, so how do we go about
quantifying how "good" a watch is? Well, there seem to be two main
things we can test. The first of these is accuracy. That is, how close
does this watch come to the *actual* time (according to some time
system)? If the official time is 3:00 pm and my watch claims it is 5:00
am, then it is not very accurate. The second measure of "good-ness" is
precision or, in watch parlance, stability. This is essentially a
measure of the consistency of the watch. If I have a watch that is
consistently off by 5 minutes from the official time, then it is not
accurate but it is still stable. In essence, a very consistent watch
would be just as good as an accurate one, because we can always just
subtract off the known offset. To test any of the above measures of how
"good" my cheap watch is, we will need to know the actual time. We will
adopt the official U.S. time as provided on the NIST
website. This time
is determined and maintained by a collection of really impressive atomic
clocks. One of these is in
Colorado and the other is secretly guarded by an ever-vigilant Time Lord
(see Figure 1).

Figure 1: Flavor Flav, Keeper of the Time

At 9:00:00 am EST on November 30th, I synchronized my watch with the time displayed on the NIST website. For the next 54 days, I kept track of the difference between my watch an the NIST time. On the 55th day, I forgot to check the time and the experiment promptly ended. The results are plotted below in Figure 2 (and, as with all plots, click through for a larger version).

Figure 2: Best-fit to time difference

As you can see from Figure 2, the amount of time the watch lost over the
timing period appears to be fairly linear. There does appear to be a
jagged-ness to the data, though. This is mainly caused by the fact that
both the watch and the NIST website only report times to the nearest
second. As a result, the finest time resolution I was willing to report
was about half a second. Adopting an uncertainty of half a second, I did
a least-squares fit of a straight line to the data and found that the
watch loses about 0.35 seconds per day. As far as accuracy goes, that's
not bad! No matter what, I'll have to set my watch at least twice a year
to appease the Daylight Savings Gods. The longest stretch between
resetting is about 8 months. If I synchronize my watch with the NIST
time to "spring forward" in March, it will only lose about $$ t_{loss}
= 8\~\mbox{months} \times 30\frac{\mbox{days}}{\mbox{month}}
\times 0.35 \frac{\mbox{sec}}{\mbox{day}} = 84\~\mbox{sec} $$
before I have to re-synchronize to "fall back" in November. Assuming the
loss rate is constant, I'll never be more than about a minute and a half
off the "actual" time. That's good enough for me. Furthermore, if the
watch is *consistently* losing 0.35 seconds per day and I know how long
ago I last synchronized, I can always correct for the offset. In this
case, I can always know the official time to within a second (assuming I
can add). But *is* the watch consistent? That's a good question. The
simplest means of finding the stability of the watch would be to look at
the timing residuals between the data and the model. That is, we will
consider how "off" each point is from our constant rate-loss model. A
plot of the results is shown below in Figure 3.

From Figure 3, we see that the data fit the model pretty well. There's a
little bit of a wiggle going on there and we see some strong short-term
correlations (the latter is an artifact of the fact that I could only
get times to the nearest second). To get some sense of the timing
stability from the residuals, we can calculate the standard deviation,
which will give us a figure for how "off" the data typically are from
the model. The standard deviation of the residuals is $$ \sigma_{res}
= 0.19\~\mbox{sec}. $$ A good guess at the fractional stability of the
watch would then just be the standard deviation divided by the sampling
interval, $$ \frac{\sigma_{res}}{T} = 0.19\~\mbox{sec} \times
\frac{1}{1\~\mbox{day}} \times
\frac{1\~\mbox{day}}{24\times3600\~\mbox{sec}} \approx
2\times10^{-6}.$$ In words, this means that each "tick" of the watch
is consistent with the average "tick" value to about 2 parts in a
million. That's nice...but isn't there something *fancier* we could be
doing? Well, I have been wanting to learn about Allan
variance for some time
now, so let's try that. The Allan variance (refs: original
paper and a
review) can be used to
find the fractional frequency stability of an oscillator over a wide
range of time scales. Roughly speaking, the Allan variance tells us how
averaging our residuals over different chunks of time affects the
stability of our data. The square root of the Allan variance,
essentially the "Allan standard deviation," is plotted against various
averaging times for our data below in Figure 4.

Figure 4: Allan variance of our residuals

From Figure 4, we see that as we increase the averaging time from one day to ten days, the Allan deviation decreases. That is, the averaging reduces the amount of variation in the frequency of the data, making it more stable. However, at around 10 days of averaging time it seems as though we hit a floor in how low we can go. Since the error bars get really big here, this may not be a real effect. If it is real, though, this would be indicative of some low-frequency noise in our oscillator. For those who prefer colors, this would be "red" noise. Since the Allan deviation gives the fractional frequency stability of the oscillator, we have that $$\sigma_A = \frac{\delta f}{f} = \frac{\delta(1/t)}{1/t} = \frac{\delta t}{t}. $$ Looking at the plot, we see that with an averaging time of one day, the fractional time stability of the watch is $$\frac{\delta t}{t} \approx 2\times10^{-6}, $$ which corresponds nicely to our previously calculated value. If we average over chunks that are ten days long instead, we get a fractional stability of $$\frac{\delta t}{t} \approx 10^{-7}, $$ which would correspond to a deviation from our model of about 0.008 seconds. Not bad. The initial question that started this whole ordeal was "How good is my watch?" and I think we can safely answer that with "as good as I'll ever need it to be." Hooray for cheap and effective electronics!

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