Segment
size
remains
constant
Line of minimal
segment size
0.0
0.1
0.2
0.3
0.4
0.5
0
250
500
750
weeks
h - parameter
Selection of segments
with minimal size
Breakpoint next
to minimal segment
Coloured lines indicate segments with minimum number of observations (only selection shown).
Borussia Dortmund - Historical Stock Price Break Detection
Function call: bfast(ts.bvb.w, h = h - parameter, season = "none", max.iter = 1)