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Commit 45856f29 authored by Peter Lünenschloß's avatar Peter Lünenschloß
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Update FormalDescriptions.md

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3 merge requests!193Release 1.4,!188Release 1.4,!78doc-string doc of test functionality
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......@@ -6,6 +6,7 @@ A collection of detailed mathematical descriptions.
- [spikes_flagRaise](#spikes_flagraise)
- [spikes_flagSpektrumBased](#spikes_flagspektrumbased)
- [breaks_flagSpektrumBased](#breaks_flagspektrumbased)
## spikes_flagRaise
......@@ -43,4 +44,31 @@ timestamps $`t_i`$ is considered a spikes, if:
3. The dataset $`X = x_i, ..., x_{k-1}, x_{k+1}, ..., x_j`$, with
$`|t_{k-1} - t_i| = |t_j - t_{k+1}| =`$ `noise_window` fulfills the
following condition:
`noise_func`$`(X) <`$ `noise_thresh`
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`noise_func`$`(X) <`$ `noise_thresh`
## breaks_flagSpektrumBased
A value $`x_k`$ of a time series $`x_t`$ with timestamps $`t_i`$, 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`
2. $`x_k`$ represents a sufficient absolute jump:
$`|x_k - x_{k-1}| >`$ `thresh_abs`
3. The dataset $`X = x_i, ..., x_{k-1}, x_{k+1}, ..., x_j`$, with $`|t_{k-1} - t_i| = |t_j - t_{k+1}| =`$ `first_der_window`
fulfills the following condition:
$`|x'_k| >`$ `first_der_factor` $` \cdot \bar{X} `$
where $`\bar{X}`$ denotes the arithmetic mean of $`X`$.
4. The ratio (last/this) 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 ratio (this/next) of the second derivatives is sufficiently height:
$`|\frac{x''_{k}}{x''_{k+1}}| > `$`scnd_der_ratio_margin_2`
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