Change-point detection - theory and applications

变化点是指观测或数据遵循两种不同模型的位置或时间：之前和之后。对变点问题的统计研究可以追溯到佩奇(1955)，并在20世纪80年代以来蓬勃发展。这些研究在广泛的领域得到了应用，包括质量控制、金融、环境计量学、医学、遗传学和地理学。这项拟议的研究计划的一个重要部分是开发快速而准确的变点检测方法。

A change point refers to a location or time at which observations or data obey two different models: before and after. Statistical studies of change-point problems date back to Page (1955) and have flourished especially since the 1980s. These studies have found applications in a wide range of areas, including quality control, finance, environmetrics, medicine, genetics and geography. An essential part of this proposed research program is to develop fast and accurate methods for change-point detection.