From 45856f29feb1f3bbfffc864a213fa97b4ebed32a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Peter=20L=C3=BCnenschlo=C3=9F?= <peter.luenenschloss@ufz.de> Date: Tue, 4 Aug 2020 07:13:31 +0200 Subject: [PATCH] Update FormalDescriptions.md --- docs/funcs/FormalDescriptions.md | 30 +++++++++++++++++++++++++++++- 1 file changed, 29 insertions(+), 1 deletion(-) diff --git a/docs/funcs/FormalDescriptions.md b/docs/funcs/FormalDescriptions.md index d9be8ab09..7ea4a9748 100644 --- a/docs/funcs/FormalDescriptions.md +++ b/docs/funcs/FormalDescriptions.md @@ -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` \ No newline at end of file + `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` \ No newline at end of file -- GitLab