Change Point Detection

Change Point Detection is concerned with the accurate detection of abrupt and significant changes in the behavior of a time series. Change point detection is the task of finding changes in the underlying model of a signal or time series. They are two main methods: 1) Online methods, that aim to detect changes as soon as they occur in a real-time setting 2) Offline methods that retrospectively detect changes when all samples are received. Source: Selective review of offline change point detection methods