Table 2 The performance of the EWS indicated by the changepoints of average mutual information. The first column shows different statistical measures for the prediction results based on the changepoints of average mutual information, while the second and third columns show the corresponding results for the China’s stock market and the U.S. stock market, respectively
|  | China’s stock market | The U.S. stock market |
|---|---|---|
Actual number of extreme positive events | 9 | 9 |
Number of events predicted | 8 | 7 |
Accuracy | 88.89% | 77.78% |
Actual number of extreme negative events | 9% | 9 |
Number of events predicted | 8 | 6 |
Accuracy | 88.89% | 66.67% |
Average lead days of EWSs | 36 | 17 |