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

Table 4

The mean analyses on five CPD models in one representative MCPs detection test with N_MCPs ###XXX###3D; 25.

items	Methods
	TST	BST	KS	T	SSA
MWTD	0.9655	0.9319	0.8836	0.6042	0.5779
Hit rate	0.9310	0.5667	0.3030	0.2222	0.0727
Miss rate	0.0345	0.0333	0.0303	0.0635	0.0000
Error rate	0.0345	0.4333	0.6970	0.7619	0.8909
MWED	0.0345	0.0681	0.1164	0.3958	0.4221
Time	0.0004	0.0003	0.1889	0.1209	0.6896