How to detect changes in amplitude? I have timeseries like this:

as you can see there are changes regarding the amplitude. Is there a test to check this kind of changes? 
Important annotations:


*

*I do not know if the series have changes in amplitude

*If there is a change in amplitude I do not know the point of the change

*The changes can be more then ONE (but I only need to know if there is a change in amplitude, for my tests the numbers of changes is not important)

*As you can see the means are common

*I do not have groups I have series in a numeric vector (R vector), I only subdivided the above series in three groups to show the three changes in amplidute, but it is very obvious.

 A: Try package ‘changepoint’, described here:
http://www.lancs.ac.uk/~killick/Pub/KillickEckley2011.pdf
It is able to detected changepoints in both mean and variance.
A: Changes in variance occur quite often in time series.We employ a search process based upon R. Tsay's  innovative work to find the point in time that the variance of the errors has changed. This leads directly to Generalized Least Squares or otherwise known as Weighted Least Squares. His work appeared in the Journal of Forecasting Vol 7 1-20 1988 and has been largely ignored by the major developers of commercial time series software but not by all .In our world we become aware of innovative research and then we implement the important improvements in analysis. This paper is very important. Note that one has to form an ARIMA model free of Anomalies (Pulses , Level Shifts, Seasonal Pulses and appropriately dertended/demeaned ) and then employ his approach otherwise false positives/false negatives would ensue. It would appear that you have at least two points in time where the variance (of the errors) has substantively changed.
