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. 2012 Dec 27;7(12):e52253. doi: 10.1371/journal.pone.0052253

Figure 4. Detection of change in constructed time series.

Figure 4

The detection time for a small change (Inline graphic, top panel) and large change (Inline graphic, bottom panel) versus false positive rate for the c-SiZer algorithm with p in the range 20 (left in plot) through 0.5 (right in plot). The mean detection time is shown as black line for the two cases, while the surrounding shaded regions show the 30/70 percent quantiles for the fitted Inline graphic distribution. The FPR for Inline graphic is indicated. The colored lines show the corresponding values for the comparison algorithms cpt (red), bayes (blue), and cusum(green) for three different binwidths, Inline graphic with (dashed, full, dotted) lines. Note that for cusum, the Inline graphic change is never detected using binwidth Inline graphic.