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

<div>The scheme of error distance (ED) measurement on single CP detection in the data segment Segi. In the positive area, Xa represents the start point of Segi, and Xd is the position of resultant eCPi within the positive area before the actual tCPi. On the other hand, Xb represents the endpoint of Segi, and Xe stands for the eCPj located within the negative area after the tCPi.</div>

Computational Intelligence and Neuroscience

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Figure 2

Figure 2: A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series 