|
| 情形1 | 情形2 | 情形3 | |||
变点 | CUSUM | S-BCUSUM | CUSUM | S-BCUSUM | CUSUM | S-BCUSUM | |
n = 200 m = 2 | 1.1 | 23.5 | 23.3 | 23.4 | 23.2 | 24.8 | 24.9 |
1.3 | 31.3 | 22.4 | 30.4 | 22.4 | 34.6 | 23.3 | |
1.5 | 38.9 | 22.1 | 37.3 | 22.2 | 43.3 | 22.6 | |
1.7 | 38.2 | 21.9 | 35.6 | 21.8 | 37.9 | 22.1 | |
n = 300 m = 2 | 1.1 | 27.1 | 26.6 | 26.9 | 26.2 | 28.4 | 27.9 |
1.3 | 36.2 | 25.5 | 35.0 | 25.4 | 39.2 | 26.5 | |
1.5 | 44.8 | 25.3 | 43.3 | 25.2 | 50.0 | 25.8 | |
1.7 | 51.1 | 25.2 | 47.8 | 24.8 | 52.3 | 25.5 | |
n = 500 m = 4 | 2.2 | 93.6 | 30.1 | 89.1 | 29.8 | 103.9 | 30.3 |
2.6 | 115.5 | 30.3 | 109.7 | 29.9 | 128.5 | 30.0 | |
3.0 | 137.6 | 30.3 | 130.7 | 29.9 | 154.0 | 30.0 | |
3.4 | 158.3 | 30.4 | 150.9 | 29.9 | 175.3 | 29.8 |