Here is a plot of the network variance fourier analysis.
There is no structure to be seen from this analysis.
I avoid some complications in the early data by ignoring
1998. This shouldn't matter since we are looking for a general persistent trend.
For your info, I remove 3 days of the data in Aug 2002. This is so the data is
commensurate over the period of one week. (You will recall there are already 4
days Aug 5-8, 2002 that are removed. Taking out 3 more allows the calendar week
to synchronize over the whole database)
The data I use comprises 2,070 full days. This are
consecutive, although there is the one week gap in Aug 2002.
Suggested plot caption:
Amplitudes of the Fourier transform of the network
variance. The plot is consistent with a lack of periodicity in the
data. Fourier amplitudes are calculated for the time-ordered sample variances of
network Z-scores. The continuous data extends from Jan. 1, 1999 to Sept. 7,
2001. The plot shows the first 5000 amplitudes of the series. Marks on the
horizontal axis indicate the amplitudes corresponding to periods of 7, 1
and 0.5 days, respectively. The bottom curve shows the plot after smoothing over
20 consecutive amplitudes. The red bars at 1 and 7 days are a guide for the
I have looked at the autocorrelation and it is also
without periodicity. The device variance has the same story, but is a bit more
complicated to represent since the degrees of freedom vary with the number of
regs online. This is not the case for the network variance so its a less
complicated time series.
I am still poking around. I've been trying different
smoothings, etc, but nothing shows structure in the amplitudes.
I'll send you plots as I have them.