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Commit 098d0078 authored by David Schäfer's avatar David Schäfer
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Update BreakDetection.md

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......@@ -15,9 +15,9 @@ breaks_spektrumBased(thresh_rel=0.1, thresh_abs=0.01,
| parameter | data type | default value | description |
|-------------------------|---------------------------------------------------------------|---------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| thresh_rel | float | `0.1` | Minimum relative difference between two values to consider the latter as break candidate. See condition (1) |
| thresh_abs | float | `0.01` | Minimum relative difference between two values to consider the latter as break candidate. See condition (2) |
| thresh_abs | float | `0.01` | Minimum abosulte difference between two values to consider the latter as break candidate. See condition (2) |
| first_der_factor | float | `10` | Factor of the first derivates "arithmetic middle bound". See condition (3). |
| first_der_window | [offset string](docs/ParameterDescriptions.md#offset-strings) | `"12h"` | Determining the size of the window, covering all the values included in the the arithmetic middle calculation of condition (3). |
| first_der_window | [offset string](docs/ParameterDescriptions.md#offset-strings) | `"12h"` | Determining the size of the window, covering all the values included in the the arithmetic middle calculation of condition (3) |
| scnd_der_ratio_margin_1 | float | `0.05` | Range of the area, covering all the values of the second derivatives quotient, that are regarded "sufficiently close to 1" for signifying a break. See condition (5). |
| scnd_der_ratio_margin_2 | float | `10.0` | Lower bound for the break succeeding second derivatives quotients. See condition (5). |
| smooth | bool | `True` | Smooth the timeseries before differenciation using the Savitsky-Golay filter |
......@@ -27,7 +27,7 @@ breaks_spektrumBased(thresh_rel=0.1, thresh_abs=0.01,
The function flags breaks (jumps/drops) by evaluating the derivatives of a time series.
A value $`x_k`$ of a data series $`x`$, is flagged a break, if:
A value $`x_k`$ of a data series $`x`$, is considered to be a break, if:
1. $`x_k`$ represents a sufficiently large relative jump:
* $`|\frac{x_k - x_{k-1}}{x_k}| >`$ `thresh_rel`
......@@ -35,9 +35,9 @@ A value $`x_k`$ of a data series $`x`$, is flagged a break, if:
* $`|x_k - x_{k-1}| >`$ `thresh_abs`
3. Let $`X_k`$ be the set of all values that lie within a `first_der_window` range around $`x_k`$. Then, for its arithmetic mean $`\bar{X_k}`$, following equation has to hold:
* $`|x'_k| >`$ `first_der_factor` $` \times \bar{X_k} `$
4. The second derivations quatients are "sufficiently equalling 1":
4. The quotient of the second derivatives is close to 1:
* $` 1 -`$ `scnd_der_ratio_margin_1` $`< |\frac{x''_{k-1}}{x_{k''}}| < 1 + `$`scnd_der_ratio_margin_1`
5. The the succeeding second derivatives values quotient has to be sufficiently high:
5. The quotient of the seconde derivatives is sufficiently hight:
* $`|\frac{x''_{k}}{x''_{k+1}}| > `$`scnd_der_ratio_margin_2`
NOTE:
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