A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series

Figure 10

The analyses on the frequency and WED distribution of resultant MCPs in the total 10 tests of Exp2. For the different MCP models of (a) TST, (b) BST, (c) KS, (d) T, and (e) SSA under the RSW framework, the frequency and WED distribution of resultant MCPs are illustrated within the NPED ranging from −1 to 0, and the NNED ranging from 0 to 1 in the x-axis.

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