Since 2020, aggregated from related topics
Change-point detection is a statistical method used to identify abrupt changes or shifts in the behavior of a system or process over time. This technique is commonly used in various fields such as signal processing, finance, environmental monitoring, and quality control. The goal of change-point detection is to accurately detect the timing and magnitude of a change in order to better understand and potentially mitigate the effects of that change. Various algorithms and statistical methods are used to identify change-points, including Bayesian methods, non-parametric methods, and maximum likelihood estimation.