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

Figure 14

The analyses on the frequency and WED distribution of resultant MCPs in the total 10 tests of Exp3. For the different MCP models of (a) TST, (b) BST, (c) KS, (d) T, and (e) SSA under the FSW framework, the frequency and WED distribution of resultant MCPs are illustrated within the NPED field ranging from −1 to 0 and the NNED field ranging from 0 to 1 in the x-axis.

(a)

(b)

(c)

(d)

(e)