Journal of Time Series Analysis has just published a special issue on Data Segmentation in Time Series: Structural Breaks and Real-Time Monitoring, guest edited by Alexander Aue and Claudia Kirch.

In his seminal 1954 Biometrika paper, E. S. Page introduced the cumulative sum (CUSUM) control chart for change-point monitoring, a foundational idea that continues to underpin many modern approaches to time-series segmentation. This special issue highlights the breadth of recent advances in the field, spanning online and offline structural break detection, methodologies for high-dimensional and complex data, and techniques for estimating multiple change points.

Read their editorial here (free-to-read).