From 0765faf2c77ffedf8fac6d173f2cdfb2e924a43d Mon Sep 17 00:00:00 2001
From: Peter Luenenschloss <peter.luenenschloss@ufz.de>
Date: Thu, 3 Dec 2020 14:43:52 +0100
Subject: [PATCH] sphinx bugs solved
---
saqc/funcs/spikes_detection.py | 77 ++++++++++++++++++++--------------
1 file changed, 45 insertions(+), 32 deletions(-)
diff --git a/saqc/funcs/spikes_detection.py b/saqc/funcs/spikes_detection.py
index bbbe96b97..13bf8c467 100644
--- a/saqc/funcs/spikes_detection.py
+++ b/saqc/funcs/spikes_detection.py
@@ -524,7 +524,7 @@ def spikes_flagRaise(
**kwargs,
):
"""
- The function flags rises and drops in value courses, that exceed a certain threshold
+ The function flags raises and drops in value courses, that exceed a certain threshold
within a certain timespan.
The parameter variety of the function is owned to the intriguing
@@ -554,11 +554,11 @@ def spikes_flagRaise(
See condition (2) of the description linked in the references. Window is inclusively defined.
The window defaults to 1.5 times the size of `raise_window`
mean_raise_factor : float, default 2
- See condition (2) of the description linked in the references.
+ See second condition listed in the notes below.
min_slope : {None, float}, default None
- See condition (3) of the description linked in the references
+ See third condition listed in the notes below.
min_slope_weight : float, default 0.8
- See condition (3) of the description linked in the references
+ See third condition listed in the notes below.
numba_boost : bool, default True
Returns
@@ -572,17 +572,22 @@ def spikes_flagRaise(
Notes
-----
The value :math:`x_{k}` of a time series :math:`x` with associated
- timestamps :math:`t_i`, is flagged a rise, if:
-
- 1. There is any value :math:`x_{s}`, preceeding :math:`x_{k}` within `raise_window` range, so that:
- * :math:` M = |x_k - x_s | > ` `thresh` :math:` > 0`
- 2. The weighted average :math:`\mu^*` of the values, preceeding :math:`x_{k}` within `average_window`
- range indicates, that :math:`x_{k}`$ doesnt return from an outliererish value course, meaning that:
- * :math:` x_k > \mu^* + ( M ` / `mean_raise_factor` :math:`)`
- 3. Additionally, if `min_slope` is not `None`, :math:`x_{k}` is checked for being sufficiently divergent from its
- very predecessor $`x_{k-1}`$, meaning that, it is additionally checked if:
- * :math:`x_k - x_{k-1} > ` `min_slope`
- * :math:`t_k - t_{k-1} > ` `min_slope_weight`*`intended_freq`
+ timestamps :math:`t_i`, is flagged a raise, if:
+
+ * There is any value :math:`x_{s}`, preceeding :math:`x_{k}` within `raise_window` range, so that:
+
+ * :math:`M = |x_k - x_s | >` `thresh` :math:`> 0`
+
+ * The weighted average :math:`\\mu^{*}` of the values, preceding :math:`x_{k}` within `average_window`
+ range indicates, that :math:`x_{k}` does not return from an "outlierish" value course, meaning that:
+
+ * :math:`x_k > \\mu^* + ( M` / `mean_raise_factor` :math:`)`
+
+ * Additionally, if `min_slope` is not `None`, :math:`x_{k}` is checked for being sufficiently divergent from its
+ very predecessor :max:`x_{k-1}`$, meaning that, it is additionally checked if:
+
+ * :math:`x_k - x_{k-1} >` `min_slope`
+ * :math:`t_k - t_{k-1} >` `min_slope_weight` :math:`\\times` `intended_freq`
"""
@@ -883,13 +888,14 @@ def spikes_flagBasic(data, field, flagger, thresh, tolerance, window, numba_kick
The test classifies values/value courses as outliers by detecting not only a rise in value, but also,
checking for a return to the initial value level.
- Values x(n), x(n+1), .... , x(n+k) of a timeseries x are considered spikes, if
+ Values :math:`x_n, x_{n+1}, .... , x_{n+k}` of a timeseries :math:`x` with associated timestamps
+ :math:`t_n, t_{n+1}, .... , t_{n+k}` are considered spikes, if
- (1) |x(n-1) - x(n + s)| > `thresh`, for all s in [0,1,2,...,k]
+ 1. :math:`|x_{n-1} - x_{n + s}| >` `thresh`, for all :math:`s \\in [0,1,2,...,k]`
- (2) |x(n-1) - x(n+k+1)| < `tolerance`
+ 2. :math:`|x_{n-1} - x_{n+k+1}| <` `tolerance`
- (3) |x(n-1).index - x(n+k+1).index| < `windoow`
+ 3. :math:`|t_{n-1} - t_{n+k+1}| <` `window`
Note, that this definition of a "spike" not only includes one-value outliers, but also plateau-ish value courses.
@@ -1025,8 +1031,10 @@ def spikes_flagSpektrumBased(
See condition (2) (or reference [2]).
noise_func : {'CoVar', 'rVar'}, default 'CoVar'
Function to calculate noisiness of the data surrounding potential spikes.
- ``'CoVar'``: Coefficient of Variation
- ``'rVar'``: Relative Variance
+
+ * ``'CoVar'``: Coefficient of Variation
+ * ``'rVar'``: Relative Variance
+
noise_window : str, default '12h'
An offset string that determines the range of the time window of the "surrounding" data of a potential spike.
See condition (3) (or reference [2]).
@@ -1058,17 +1066,22 @@ def spikes_flagSpektrumBased(
-----
A value is flagged a spike, if:
- 1. The quotient to its preceding data point exceeds a certain bound:
- * :math:`|\frac{x_k}{x_{k-1}}| > 1 + ` `raise_factor`, or
- * :math:`|\frac{x_k}{x_{k-1}}| < 1 - ` `raise_factor`
-2. The quotient of the second derivative :math:`x''`, at the preceding
- and subsequent timestamps is close enough to 1:
- * :math:` |\frac{x''_{k-1}}{x''_{k+1}} | > 1 - ` `deriv_factor`, and
- * :math:` |\frac{x''_{k-1}}{x''_{k+1}} | < 1 + ` `deriv_factor`
-3. The dataset :math:`X = x_i, ..., x_{k-1}, x_{k+1}, ..., x_j`, with
- :math:`|t_{k-1} - t_i| = |t_j - t_{k+1}| =` `noise_window` fulfills the
- following condition:
- `noise_func`:math:`(X) <` `noise_thresh`
+ * The quotient to its preceding data point exceeds a certain bound:
+
+ * :math:`|\\frac{x_k}{x_{k-1}}| > 1 +` ``raise_factor``, or
+ * :math:`|\\frac{x_k}{x_{k-1}}| < 1 -` ``raise_factor``
+
+ * The quotient of the second derivative :math:`x''`, at the preceding
+ and subsequent timestamps is close enough to 1:
+
+ * :math:`|\\frac{x''_{k-1}}{x''_{k+1}} | > 1 -` ``deriv_factor``, and
+ * :math:`|\\frac{x''_{k-1}}{x''_{k+1}} | < 1 +` ``deriv_factor``
+
+ * The dataset :math:`X = x_i, ..., x_{k-1}, x_{k+1}, ..., x_j`, with
+ :math:`|t_{k-1} - t_i| = |t_j - t_{k+1}| =` ``noise_window`` fulfills the
+ following condition:
+
+ * ``noise_func``:math:`(X) <` ``noise_thresh``
"""
--
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