A little help? I've been hearing a buzzing sound near my window.?

Now of course your thinking "it's a bug". I thought the same however when I go to check there's nothing there. The buzz only happens when the sun comes up and all throughout the day, inconsistently. There's no pattern to the buzz (like a bug or an insect). Plus I'd think since my windows are closed, the buzz shouldn't be as loud as it is. It drives me crazy and I've been through my entire room but there's no sign of an insect. A little help?