Table 3.
Analysis of multiple transient changes. Familywise false alarm and false re-adjustment rates and the distribution of detected intervals of change.
Shift | Threshold | Probability of detecting k intervals | ||||||
---|---|---|---|---|---|---|---|---|
μ | h | FAR | FRR | k = 0 | k = 1 | k = 2 | k = 3 | |
0.1 | 4.14 | 0 | 0 | 0.77 | 0.23 | 0 | 0 | 0 |
0.2 | 5.60 | 0.001 | 0 | 0.44 | 0.49 | 0.07 | 0 | 0 |
0.3 | 6.36 | 0.002 | 0 | 0.09 | 0.37 | 0.41 | 0.13 | 0 |
0.4 | 6.84 | 0.007 | 0 | 0 | 0.07 | 0.36 | 0.56 | 0 |
0.5 | 7.18 | 0.013 | 0 | 0 | 0 | 0.11 | 0.87 | 0.01 |
0.6 | 7.44 | 0.020 | 0.002 | 0 | 0 | 0.02 | 0.96 | 0.02 |
0.7 | 7.64 | 0.024 | 0.003 | 0 | 0 | 0 | 0.97 | 0.03 |
0.8 | 7.79 | 0.028 | 0.006 | 0 | 0 | 0 | 0.97 | 0.03 |
0.9 | 7.94 | 0.027 | 0.008 | 0 | 0 | 0 | 0.97 | 0.03 |
1.0 | 8.01 | 0.030 | 0.010 | 0 | 0 | 0 | 0.96 | 0.04 |