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

Table 2

The analyses of one representative test on repetitive single CP detection by different CPD models.

items	Methods
	TST	BST	KS	T	SSA
MWTD	0.9998	.7315	0.9980	0.5708	0.6567
Hit rate	0.3400	0.0600	0.0400	0.0010	0.0020
Miss rate	0.0000	0.0001	0.0000	0.0000	0.0000
Error rate	0.0001	0.0259	0.0001	0.2496	0.1536
MWED	0.0002	0.2685	0.0020	0.4292	0.3433
Time	0.0012	0.0012	0.3276	0.5861	0.0840