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