We analyse the temporal evolution of the inclination component of the magnetic field vector for the penumbral area of 25 isolated sunspots. Compared to previous works, the use of data from the HMI instrument aboard the SDO observatory facilitates the study of a very long time series (≈1 week) with a good spatial and temporal resolution. We used the wavelet technique and we found some filamentary-shaped events with large wavelet power. Their distribution of periods is broad, ranging from the lower limit for this study of 48 min up to 63 h. An interesting property of these events is that they do not appear homogeneously all around the penumbra but they seem to concentrate at particular locations. The cross-comparison of these wavelet maps with AIA data shows that the regions where these events appear are visually related to the coronal loops that connect the outer penumbra to one or more neighbouring opposite polarity flux patches.