Inclan和 Tiao提出了迭代累积平方和算法（Iterative Cumulative Sums of Squares，ICSS）。该算法假定均值残差服 从正态独立同分布，通过构造刀统计量，对时间序列中的多个方差结构性变点进行测量。(Inclan and Tiao proposed the iterated cumulative squared sum algorithm (Iterative Cumulative Sums of Squares). The algorithm assume

时间序列模型icss算法找到方差结构突变点得到变点的位置和个数(The time series model icss algorithm finds the position and number of the change point of the variance structure mutation point.)

累计迭代平方和，运用于icss算法的实现，matlab软件直接运行即可(Cumulative sum of iterated squares)