When did the British royal house change its name from "Saxe-Coburg and Gotha" to Windsor?

The house of "Saxe-Coburg and Gotha" stems from Queen Victoria and Albert, Prince Consort. Albert was son of the Duke of Saxe-Coburg and Gotha (in present day Germany). Queen Victoria's son and successor, Edward VII styled the name of the house after his father's line. Edward was succeeded by his son, George V in 1910 and retained the house name for the first part of his reign. During the First World War anti-German sentiment in Britain was high and reached a peak during 1917 when German bombers started bombing London. The name of the bombers were Gotha G.IV, and became a household name which added to the already high anti-German feelings in Britain. It was decided that the royal house would renounce all German titles and change the house name as well.

In the royal proclamation of July 17, 1917, George V declared "Our House and Family shall be styled and known as the House and Family of Windsor...". The succeeding Kings (Edward VIII and George VI) retained the name of the House of Windsor. The successor to George VI, Elizabeth II, retained the name House of Windsor for her and her descendants who retain the style "His/Her Royal Highness" or Prince/Princess, otherwise they could use Mountbatten-Windsor, which comes from her husband's name, Philip Mountbatten.