We address the problem of detecting changes in the activity of a distant gas source from the response of an array of metal oxide (MOX) gas sensors deployed in an open sampling system. The main challenge is the turbulent nature of gas dispersion and the response dynamics of the sensors. We propose a change point detection approach and evaluate it on individual gas sensors in an experimental setup where a gas source changes in intensity, compound, or mixture ratio. We also introduce an efficient sensor selection algorithm and evaluate the change point detection approach with the selected sensor array subsets.