Change point problems can be found in many areas of science and engineering. The solutions vary according to the modeling setting. A search of the literature will reveal the large scope of solutions and settings. A shareware software option addressing the narrow areas of sequential processes, timeseries and control charts is Change-Point Analyze(CPA)
. CPA analyzes time ordered data to determine whether a change has taken place. It detects multiple changes and provides both confidence levels and confidence intervals for each change. Check out the 30 day demo at:
http://www.variation.com/cpa/
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