The function flags breaks (jumps/drops) by evaluating the derivatives of a time series.
A value $`x_k`$ of a data series $`x`$, is considered to be a break, if:
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 in the course of data values:
2. $`x_k`$ represents a sufficient absolute jump:
* $`|x_k - x_{k-1}| >`$ `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: