Table 5.
Results of the Monte Carlo simulation (N = 500). Synthesized signals. Average Accuracy, Correlation coefficient and associated parameters (Memory Based CUSUM Detector).
| Optimal value | MBCD-Acc. | MBCD-Ang. | MBCD-SUM. | MBCD-PROD. |
|---|---|---|---|---|
| Accuracy | 0.9257 ± 0.0145 | 0.9098 ± 0.0180 | 0.9100 ± 0.0180 | 0.9373 ± 0.0168 |
| Correlation coeff. | 0.8339 ± 0.0289 | 0.80002 ± 0.034774 | 0.80066 ± 0.034845 | 0.85877 ± 0.037214 |
| Window length | 8.4584 ± 3.1602 | 7.6108 ± 2.4729 | 6.0644 ± 2.1265 | 11.1192 ± 3.2323 |
| Threshold | 1.749e−6 ± 5.389e−7 | 0.1117 ± 0.0179 | 0.0925 ± 0.0182 | 0.1068 ± 0.0267 |