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

<div>The scheme of WED metrics for MCPs detection on a set of target MCPs <i>tCPset</i> =  <svg height="12.5794pt" id="M85" style="vertical-align:-3.29107pt" version="1.1" viewbox="-0.0498162 -9.28833 96.0697 12.5794" width="96.0697pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M293 -169V-141C218 -131 209 -90 209 -44C209 19 222 85 222 152C222 207 198 255 139 269V273C199 286 222 334 222 388C222 454 209 523 209 588C209 632 218 671 293 681V709C234 709 148 695 148 577C147 513 155 438 155 372C155 337 152 291 64 285V256C152 250 155 204 155 169C156 105 148 31 148 -41C148 -157 234 -169 293 -169Z"></path></g><g transform="matrix(.013,0,0,-0.013,4.511,0)"><path d="M293 -169V-141C218 -131 209 -90 209 -44C209 19 222 85 222 152C222 207 198 255 139 269V273C199 286 222 334 222 388C222 454 209 523 209 588C209 632 218 671 293 681V709C234 709 148 695 148 577C147 513 155 438 155 372C155 337 152 291 64 285V256C152 250 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34 26 28L17 0H252L259 28L236 31C189 37 188 47 209 78C249 136 308 210 377 294L478 79C494 44 487 37 449 32L418 28L409 0H673L680 28C596 34 591 39 554 116L436 361C526 469 574 521 604 553C659 612 669 614 739 622L748 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,9.945,-5.741)"><path d="M310 541L304 571C290 586 211 619 185 610L80 76L131 52L310 541Z"></path></g></svg>.</span> For each <svg height="11.927pt" id="M87" style="vertical-align:-3.291101pt" version="1.1" viewbox="-0.0498162 -8.6359 23.8245 11.927" width="23.8245pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M391 364C391 409 353 448 295 448C249 448 198 426 152 393C65 331 23 225 23 139C23 14 96 -12 146 -12C198 -12 280 9 367 101L351 124C300 78 242 48 194 48C129 48 109 107 109 162V191C208 213 391 266 391 364ZM313 350C313 305 268 261 113 223C132 334 187 381 217 398C227 404 244 405 261 405C290 405 313 385 313 350Z"></path></g><g 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30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z"></path></g></svg> in the scattered distribution of resultant eCPs, the value of <svg height="11.9805pt" id="M88" style="vertical-align:-0.2063999pt" version="1.1" viewbox="-0.0498162 -11.7741 32.4628 11.9805" width="32.4628pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M962 650H739L732 622L760 619C812 613 819 604 798 552C760 457 671 267 606 131H604L511 638H480L237 131H233L183 554C177 607 183 614 226 619L248 622L257 650H24L17 622C88 615 92 611 103 524L173 -11H203L450 491H453L543 -11H575L839 529C882 609 886 613 953 622L962 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,11.625,0)"><path d="M593 650H142L136 622C219 616 224 611 209 531L130 120C114 39 108 34 23 28L17 0H501C518 32 557 130 568 158L540 169C519 132 495 93 469 70C439 43 409 35 332 35C272 35 241 37 225 50C211 61 211 89 222 149L253 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<i>WPED</i><sub><i>i</i></sub> or <i>WNED</i><sub><i>i</i></sub> according to whether the <svg height="11.9805pt" id="M89" style="vertical-align:-0.2063999pt" version="1.1" viewbox="-0.0498162 -11.7741 31.0926 11.9805" width="31.0926pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M822 650H589L583 622C660 617 677 607 674 561C672 534 664 481 647 390L600 137H596L273 650H126L120 622C176 620 194 615 207 594C221 571 225 557 214 504L161 257C141 166 129 112 121 85C108 42 83 30 29 28L23 0H260L266 28C193 33 173 42 176 89C178 122 186 172 202 255L256 527H259L583 -8H612L690 390C708 481 720 535 728 558C744 603 756 619 816 622L822 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,10.258,0)"><path d="M593 650H142L136 622C219 616 224 611 209 531L130 120C114 39 108 34 23 28L17 0H501C518 32 557 130 568 158L540 169C519 132 495 93 469 70C439 43 409 35 332 35C272 35 241 37 225 50C211 61 211 89 222 149L253 320H350C441 320 443 312 441 239H471L510 434H481C455 366 448 358 360 358H260L303 572C311 613 312 615 348 615H431C509 615 522 603 532 581C544 555 546 531 545 491L574 493C583 555 592 631 593 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,17.874,0)"><path d="M743 375C743 570 607 650 407 650H136L130 622C214 612 220 606 204 526L125 122C110 43 105 36 24 27L17 0H250C382 0 482 23 571 76C680 141 743 248 743 375ZM644 379C644 188 520 36 305 36C277 36 249 38 229 46C205 55 202 71 212 126L293 553C300 588 306 600 317 606C330 613 356 617 390 617C547 617 644 537 644 379Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,27.833,-5.741)"><path d="M250 606C250 634 233 656 203 656C168 656 146 618 146 593C146 564 169 545 192 545C227 545 250 573 250 606ZM227 95L212 119C187 98 152 71 135 71C129 71 128 78 134 102L207 373C219 418 217 451 194 451C165 451 92 411 30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z"></path></g></svg> is located at the positive-NpED or negative-NnED area ranging from −1 to 1 in the <i>x</i>-axis.</div>

Computational Intelligence and Neuroscience

fig5

Figure 5

Figure 5: A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series 