Breakout detection for Ruby

Andrew Kane

Last update: Dec 14, 2022

Related tags

Miscellaneous breakout

Overview

Breakout

🔥 BreakoutDetection for Ruby

Learn how it works

Installation

Add this line to your application’s Gemfile:

gem 'breakout-detection'

Getting Started

Detect breakouts in a time series

series = {
  Date.parse("2020-01-01") => 100,
  Date.parse("2020-01-02") => 150,
  Date.parse("2020-01-03") => 136,
  # ...
}

Breakout.detect(series)

Works great with Groupdate

series = User.group_by_day(:created_at).count
Breakout.detect(series)

Series can also be an array without times (the index is returned)

series = [100, 150, 136, ...]
Breakout.detect(series)

Options

Pass options - default values below

Breakout.detect(
  series,
  min_size: 30,        # minimum observations between breakouts
  method: "multi",     # multi or amoc (at most one change)
  degree: 1,           # degree of the penalization polynomial (multi only)
  beta: 0.008,         # penalization term (multi only)
  percent: nil,        # minimum percent change in goodness of fit statistic (multi only)
  alpha: 2,            # weight of the distance between observations (amoc only)
  exact: true          # exact or approximate median (amoc only)
)

Credits

This library uses the C++ code from the BreakoutDetection R package and is available under the same license.

References

Leveraging Cloud Data to Mitigate User Experience from ‘Breaking Bad’

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

Report bugs
Fix bugs and submit pull requests
Write, clarify, or fix documentation
Suggest or add new features

To get started with development:

git clone https://github.com/ankane/breakout.git
cd breakout
bundle install
bundle exec rake compile
bundle exec rake test

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Comments

How does this work?
Hi, thanks for releasing this! I didn't see a discussions tab, so I'm posting my question here.

I have a series with 2,590 entries. It consists of a UTC time and an integer value. Something like this:

require 'time' require 'breakout-detection' series = { Time.parse('2021-09-22T11:58:37Z') => 301590765, Time.parse('2021-09-22T12:05:15Z') => 9421127680, Time.parse('2021-09-22T12:25:32Z') => 301590765, # ... } results = Breakout.detect(series) # results=[]

Most of the values are in the range of 300,000,000, however, one value is 9,421,127,680. Should the breakout detect the 9 million value? Currently, it's returning an empty array.

Am I doing something wrong? Should I change a default setting?

Thanks!
opened by ejstembler 3