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Commit fbd84ef0 authored by David Schäfer's avatar David Schäfer
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Update BreakDetection.md

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......@@ -16,7 +16,7 @@ breaks_spektrumBased(thresh_rel=0.1, thresh_abs=0.01,
|-----------------------|---------------------------------------------------------------|---------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| thresh_rel | float | `0.1` | Minimum relative difference between two values to consider the latter as a break candidate. See condition (1) |
| thresh_abs | float | `0.01` | Minimum absolute difference between two values to consider the latter as a break candidate. See condition (2) |
| first_der_factor | float | `10` | Multiplication factor for arithmetic mean of the first derivatives surrounding a break candidate. See condition (3). |
| first_der_factor | float | `10` | Multiplication factor for the arithmetic mean of the first derivatives surrounding a break candidate. See condition (3). |
| first_der_window | [offset string](docs/ParameterDescriptions.md#offset-strings) | `"12h"` | Window around a break candidate for which the arithmetic mean is calculated. See condition (3) |
| scnd_der_ratio_range | 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_thresh | float | `10.0` | Threshold for the ratio of the second derivatives succeeding a break. See condition (5). |
......@@ -30,19 +30,27 @@ The function flags breaks (jumps/drops) by evaluating the derivatives of a time
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`
$`|\frac{x_k - x_{k-1}}{x_k}| >`$ `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:
$`|x_k - x_{k-1}| >`$ `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` $` \times \bar{X} `$
$`|x'_k| >`$ `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_range` $`< |\frac{x''_{k-1}}{x_{k''}}| < 1 + `$`scnd_der_ratio_range`
$` 1 -`$ `scnd_der_ratio_range` $`< |\frac{x''_{k-1}}{x_{k''}}| < 1 + `$`scnd_der_ratio_range`
5. The ratio (this/next) of the second derivatives is sufficiently height:
* $`|\frac{x''_{k}}{x''_{k+1}}| > `$`scnd_der_ratio_thresh`
$`|\frac{x''_{k}}{x''_{k+1}}| > `$`scnd_der_ratio_thresh`
NOTE:
- Only works for time series
......
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