Quick detection of common changes is critical in sequential monitoring of multistream data where a common change is a change that only occurs in a portion of panels. After a common change is detected by using a combined cumulative sum Shiryaev-Roberts (CUSUM-SR) procedure, we first study the joint distribution for values of the CUSUM process and the estimated delay detection time for the unchanged panels. A Benjamini-Hochberg (BH) method using the asymptotic exponential property for the CUSUM process is developed to isolate the changed panels with control on the false discovery rate (FDR). The common change point is then estimated based on the isolated changed panels. Simulation results show that the proposed method can also control the false non-discovery rate (FNR) by properly selecting the FDR.

快速检测公共变化对于顺序监视多数据流至关重要，在此情况下，公共变化是仅在面板的一部分中发生的变化。通过使用组合累积和Shiryaev-Roberts（CUSUM-SR）程序检测到共同的变化后，我们首先研究CUSUM过程值的联合分布以及未更改面板的估计延迟检测时间。开发了使用CUSUM过程的渐近指数性质的Benjamini-Hochberg（BH）方法，以控制错误发现率（FDR）隔离更改的面板。然后基于隔离的更改面板估计公共更改点。仿真结果表明，该方法还可以通过正确选择FDR来控制错误的未发现率（FNR）。