Figure 5

Simulation of nonlinear VAR model. Average AUROC and Average AUPR of different methods acrossing samples (100~300), noise intensities σ (0.1~1) respectively. The values of points in these figures are computed by averaging over 100 independent realizations. (a,b) with noise \({\mathscr{N}}\mathrm{(0,1)}\), while (c,d) with samples M = 100.