A Bayesian multiple change-point model is proposed to analyse violations of
air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and
carbon monoxide (CO). The model is built on the assumption that the occurrence
of threshold exceedances may be described by a non-homogeneous Poisson process
with a step rate function. Unlike earlier approaches, our model is not
restricted by a predetermined number of change-points, nor does it involve any
covariates.