The identification of copy number variants (CNVs) is essential to study human genetic variation and to understand the genetic basis of mendelian disorders and cancers. At present, genome-wide detection of CNVs can be achieved using microarray or second generation sequencing (SGS) data. Although these technologies are very different, the genomic profiles that they generate are mathematically very similar and consist of noisy signals in which a decrease or increase of consecutive data represent deletions or duplication of DNA. In this framework, the most important step of the analysis consists of segmenting genomic profiles for the identification of the boundaries of genomic regions with increased or decreased signal.