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Comparison of the PTDA when (A) the 5 five time series per simulation are assessed simultaneously, i.e., the whole system is taken into consideration, when (B) the time series are assessed independently, and (C) when the common CPA algorithm (with respect to the change of the mean) is applied to the single time series.

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https://figshare.com/articles/dataset/Comparison_of_the_PTDA_when_A_the_5_five_time_series_per_simulation_are_assessed_simultaneously_i_e_the_whole_system_is_taken_into_consideration_when_B_the_time_series_are_assessed_independently_and_C_when_the_common_CPA_algorithm_with_resp/19347698
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Based on the 300 simulated time series from 60 simulation runs with an induced change at T = 50, the table shows the mean change point of the algorithms, the standard deviation (SD), the precision, the false negative rate, and the false positive rate. Both algorithms are able to correctly detect the TP in most cases, but the percentages of false negative and false positive findings are much lower in the PTDA.
创建时间:
2022-03-11
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