Change Point Detection on Variance change synthetic data
99Detection Power (P_mean^2)GLR
Evaluation results
| Method | Links | |
|---|---|---|
| GLRd (dimension)=10, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GLRd (dimension)=10, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=1, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=10, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=50, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=100, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=500, n (window length)=35, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=1, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=10, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=50, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=100, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GSRd (dimension)=500, n (window length)=50, Significance level=2.5%2025.12 | 99 | |
| GLRd (dimension)=1, n (window length)=35, Significance level=2.5%2025.12 | 98 | |
| GLRd (dimension)=1, n (window length)=50, Significance level=2.5%2025.12 | 98 | |
| GECd (dimension)=10, n (window length)=50, Significance level=2.5%2025.12 | 97 | |
| GECd (dimension)=10, n (window length)=35, Significance level=2.5%2025.12 | 72 | |
| GECd (dimension)=1, n (window length)=50, Significance level=2.5%2025.12 | 46 | |
| GECd (dimension)=1, n (window length)=35, Significance level=2.5%2025.12 | 26 | |
| GECd (dimension)=50, n (window length)=50, Significance level=2.5%2025.12 | 26 | |
| GECd (dimension)=100, n (window length)=50, Significance level=2.5%2025.12 | 18 | |
| GECd (dimension)=50, n (window length)=35, Significance level=2.5%2025.12 | 9 | |
| T2d (dimension)=50, n (window length)=35, Significance level=2.5%2025.12 | 7 | |
| T2d (dimension)=50, n (window length)=50, Significance level=2.5%2025.12 | 7 | |
| GECd (dimension)=100, n (window length)=35, Significance level=2.5%2025.12 | 6 | |
| GECd (dimension)=500, n (window length)=35, Significance level=2.5%2025.12 | 4 | |
| T2d (dimension)=10, n (window length)=35, Significance level=2.5%2025.12 | 2 | |
| T2d (dimension)=10, n (window length)=50, Significance level=2.5%2025.12 | 2 | |
| T2d (dimension)=1, n (window length)=35, Significance level=2.5%2025.12 | 1 | |
| T2d (dimension)=1, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=1, n (window length)=35, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=1, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=10, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=50, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=100, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| Kerneld (dimension)=500, n (window length)=50, Significance level=2.5%2025.12 | 1 | |
| GECd (dimension)=500, n (window length)=50, Significance level=2.5%2025.12 | 0 | |
| Kerneld (dimension)=10, n (window length)=35, Significance level=2.5%2025.12 | 0 | |
| Kerneld (dimension)=50, n (window length)=35, Significance level=2.5%2025.12 | 0 | |
| Kerneld (dimension)=100, n (window length)=35, Significance level=2.5%2025.12 | 0 | |
| Kerneld (dimension)=500, n (window length)=35, Significance level=2.5%2025.12 | 0 |