  Quick detection of common changes is critical in sequential monitoring of
multi-stream data where a common change is referred as a change that only
occurs in a portion of panels. After a common change is detected by using a
combined 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. The BH method by using the asymptotic exponential property for the
CUSUM process is developed to isolate the changed panels with the control on
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
FNR by properly selecting FDR.
