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

Table 5

The mean analyses on MCPs detection in Exp3 by five CPD models under the FSW framework.

Items	Methods
	TST	BST	KS	T	SSA
MWTD	0.9875	0.7758	0.8268	0.5063	0.5009
Hit rate	0.7867	0.5167	0.3106	0.1862	0.0525
Miss rate	0.1900	0.0930	0.0894	0.0977	0.0633
Error rate	0.0200	0.4186	0.6194	0.7271	0.9004
MWED	0.0125	0.2242	0.1732	0.4937	0.4991
Time	0.0006	0.0008	0.1419	0.0766	0.7802