# Outline

• Change detection in streaming data
• Applications
• Adaptive estimation using forgetting factors
• Extensions

# Data streams

A data stream is a sequence of random observations $x_1, x_2, \dots, x_N, \dots$

• observed sequentially
• potentially unending
• too many observations to store and analyse later
• observations arrive at a high frequency
• underlying distributions are often unknown
• unpredictable when and how changes occur