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

Table 1

The mean analyses of single CP detection in Exp1 by using TST, BST, KS, T, and SSA models.

Items	Methods
	TST	BST	KS	T	SSA
MWTD	0.9972	0.9633	0.9947	0.7030	0.8349
Hit rate	0.4040	0.1540	0.0430	0.0340	0.0585
Miss rate	0.0005	0.0035	0.0000	0.0005	0.0005
Error rate	0.0012	0.0038	0.0002	0.1202	0.0601
MWED	0.0028	0.0367	0.0053	0.2970	0.1651
Time	0.0032	0.0039	0.3126	0.5239	0.1566