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

Figure 8

The results of multiple 20 tests on single CP detection by using 2000 synthetic time series in Dataset1 of Exp1, with random parameters of sample size (N) from 2^10 to 2^15, actual tCP from start to end of sample length (N), and variance (V) from 1.0 to 3.7. For TST, BST, KS, T, and SSA models, the dynamic tracks of (a) hit rate, (b) miss rate, (c) error rate, and (d) MWED versus simulation tests range from 1 to 20. In addition, the mean analyses on (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 the TST, BST, KS, T, and SSA models, respectively.

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