Research Article
A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series
Figure 11
The simulations of MCPs detection on the total of 10 tests in Exp2 under the RSW framework, with random parameters of sample size Nsj from 2^12 to 2^15, the number of tCPs NMCPs from 15 to 30, mean Uj from 1 to 0.1 × NMCPs, and variance Vj from 1 to 2 × NMCPs, respectively. For the different TST, BST, KS, T, and SSA models, the performance analyses are denoted in (a) hit rate, (b) miss rate, (c) error rate, and (d) MWED, respectively. Furthermore, the mean analyses are illustrated in histograms of (e) hit rate, (f) miss rate, (g) error rate, and (h) MWED, in which, “1,” “2,” “3,” “4,” and “5” in x-axis refer to TST, BST, KS, T, and SSA, respectively.
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