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

Table 3

The performance analyses on MCPs detection by five CPD models in Exp2 under the RSW framework.

items	Methods
	TST	BST	KS	T	SSA
MWTD	0.9264	0.8856	0.7850	0.5141	0.5299
Hit rate	0.8629	0.6255	0.2256	0.2029	0.0820
Miss rate	0.0398	0.0585	0.0430	0.0471	0.0018
Error rate	0.1006	0.3421	0.7682	0.7661	0.8851
MWED	0.0736	0.1144	0.2150	0.4859	0.4701
Time	0.0004	0.0003	0.1483	0.1134	0.7376