Algorithm 2: GTAD Detection Algorithm

Input: Dataset X = {x1, …, xN}, parameter θ

Output: Labels y: {yM+1, …, yN}

for t = L to M do

$x{\prime }_t^i$ _← GTAD (xt-L:t-1)

_$x_{t-l:t-1}^{’i}$← GTAD (xt-L+1:t)

$e_t=\sqrt{x_t^i-x{\prime }_t^i}+\theta \sqrt{{\displaystyle \sum }_{j=t-L+1}^t\left(x_j^i-x{\prime }_j^i\right)}$

end for

Threshold λ = threshold function (e1, …, eM)

for t = M + 1 to N do

$x{\mathrm{r}}_t^i$, _← GTAD (xt-L:t-1)

_$x_{t-L+1:t}^{’i}$← GTAD (xt-L+1:t)

$e_t=\sqrt{x_t^i-x{\prime }_t^i}+\theta \sqrt{{\displaystyle \sum }_{j=t-L+1}^t\left(x_j^i-x{\prime }_j^i\right)}$

If et > λ then

yt = 1

else

yt = 0

end if

end for