1.1 Background The problem of change-point detection appears to have been introduced in
the quality control context (Shewhart, 1925), where it was concerned with the monitoring of …

Change-point detection in abrupt change models is a very challenging research topic in
many fields of both methodological and applied Statistics. Due to strong irregularities …

Although the change-point analysis dates back to 1950s, it remains a very active area of
research and change-point methods are increasingly often applied to practical problems …

In the classical parametric change-point model, the distribution of observed data switches
abruptly at an unknown moment. However, this scenario is impractical in a number of …

A two‐stage procedure for simultaneously detecting multiple change‐points in linear models
is developed. In the cutting stage, the change‐point problem is converted into a model …

Multiple change-point detection (fitting a piecewise constant function to serial observations
is relevant to many applications, for instance to genetics or finance. Accordingly, this is a …

In many industrial applications of Statistics it is not reasonable to assume that the same
model remains adequate as time progresses. Models in which the environment and related …

Change-point detection is a popular statistical method for Phase I analysis in statistical
process control. The cpss package has been developed to provide users with multiple …

Sequential change point analysis aims to detect structural change as quickly as possible
when the process state changes. A good sequential change point detection procedure is …

In this paper, an M-estimation-based criterion is proposed for carrying out change point
analysis and variable selection simultaneously in linear models with a possible change …