It sounds like the problem affects other people rather than you, but the source of the problem is interesting. Is your sleep pattern normal? Do you sleep regularly and get a good night's sleep? You may simply shout out whilst you are dreaming - some people do. If your sleep pattern is normal it's a bit difficult to know what to suggest. You could perhaps try looking at your pre-sleep behavior. Do you drink anything that has a stimulant effect like coffee? Do you eat soon before you sleep? Do you watch things like action movies that might stir up your imagination?

At a slightly more serious level, you might need to get other people involved. What is the content of what you are shouting? How long does it last? Is it just shouting or are other actions involved? Does shouting relate to stress in the day? and so on. It is just possible that you are suppressing memories that are coming out at night. In which case you may even want to consider therapy to help manage this.