模型1:默认参数 | ||||||||
|
| RSD |
|
|
| |||
25% | 50% | 75% | 100% | |||||
SRCWQ | 2 | 2 | 2 | 86 | 0.00 | 0.995 | 0.99 | 0.985 |
DC | 2 | 2 | 2 | 64 | 0.00 | 0.97 | 0.98 | 0.95 |
MV | 2 | 2 | 3 | 84 | 0.75 | 0.975 | 0.99 | 0.965 |
FKF | 2 | 2 | 4 | 147 | 1.49 | 0.935 | 0.96 | 0.9 |
模型2:不均衡分布 | ||||||||
SRCWQ | 2 | 2 | 7 | 235 | 3.73 | 0.93 | 0.885 | 0.825 |
DC | 2 | 4 | 13 | 436 | 8.21 | 0.88 | 0.81 | 0.715 |
MV | 2 | 5 | 18.25 | 323 | 12.13 | 0.845 | 0.8 | 0.665 |
FKF | 3 | 11 | 29.5 | 498 | 19.78 | 0.79 | 0.675 | 0.51 |
模型3:增加异常点 | ||||||||
SRCWQ | 2 | 2 | 2 | 32 | 0.00 | 0.99 | 0.995 | 0.985 |
DC | 2 | 3 | 7 | 900 | 3.73 | 0.825 | 0.975 | 0.8 |
MV | 2 | 2 | 4.25 | 408 | 1.68 | 0.9 | 0.965 | 0.865 |
FKF | 2 | 3 | 11 | 329 | 6.72 | 0.815 | 0.935 | 0.76 |
模型4:改变协方差 | ||||||||
SRCWQ | 2 | 2 | 2 | 49 | 0.00 | 0.99 | 0.985 | 0.975 |
DC | 2 | 2 | 2 | 133 | 0.00 | 0.985 | 0.985 | 0.97 |
MV | 2 | 2 | 2 | 192 | 0.00 | 0.985 | 0.985 | 0.97 |
FKF | 2 | 2 | 3 | 569 | 0.75 | 0.97 | 0.945 | 0.92 |