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

<div>The results of WED evaluation on the 100 samples with <i>N</i><sub><i>MCPs</i></sub> = 25 in Exp2. For the different MCP models of (a) TST, (b) BST, (c) KS, (d) T, and (e) SSA, 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 <i>x</i>-axis, respectively.</div>

Computational Intelligence and Neuroscience

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Figure 13

Figure 13: A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series 