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

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