Detection and estimation of multiple transient changes

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a re-adjustment and return to initial state. A base distribution ‘in-control’ state changes ‘out-of-control’ unknown periods time. Likelihood based sequential retrospective tools estimation each pair change-points. The accuracy obtained change-point estimates assessed. Proposed offer simultaneous control familywise false alarm rates at pre-chosen levels.