Research Article
A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series
Figure 15
The simulations of MCPs detection on the total of 10 tests in Exp3 under the FSW framework, with random parameters of sample size Nsj from 2^12 to 2^15, the fixed number of tCPs NMCPs = 30, mean Uj from 1 to 0.1 × 30, and variance Vj from 1 to 2 × 30, respectively. For the different CPD models of TST, BST, KS, T, and SSA, 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 (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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