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The problem of change detection and data segmentation has received considerable attention in a research context and appears to be the central issue in various application on real systems.The analysis of the behavior of such real data reveals the most of the changes that occur are either changes in the mean level, or changes in spectral characteristics.In this framework, the problem of segmentation between "homogenous" parts of the data (or detection of changes in the data) arises more or less explicitly.Actually.