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

Figure 4

The scheme of NED evaluation for MCPs detection on tMCPset =  in a time series . For each resultant eCP_i, the value of equals to NpED_i or NnED_i depending on that the eCP_i is located at the positive or negative area ranging from −1 to 1 in the x-axis.