Analysis of research methods with change-point

In the study of processes in technology, biology, there are often processes that change at random points in time, according to which such moments should be called “change-point” moments. Detection of the fastest (with a certain level of false tracks) and accurate access to it allows us to monitor stochastic systems and control moving objects in the conditions of incomplete information. Different methods of detecting change-point help determine whether a process has reached a statistically controlled state at a properly defined level or remains in this state, and then maintain control and a high degree of homogeneity of the most important characteristics of a product or service by continuously recording information about the quality of a product in the process. The use of various detection methods and their careful analysis lead to a better understanding and improvement of the processes. According to the chronology of the development of the theory of processes with chainge-point, this paper provides a brief overview of existing methods.