This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to detecting other types of change. The intuition from the problem of detecting a single change-point is helpful for understanding the variety of methods for detecting multiple changes.
翻译:本章概述一些关于发现和估计单一变化地点的工作,我们首先考虑最常见的变化点问题,即先探测平均值的变化,然后研究其他类型的变化的延伸,发现单一变化点的直觉有助于了解多种变化的发现方法。