ADWIN is an adaptive sliding window algorithm for detecting change and keeping updated statistics from a data stream, and use it as a black-box in place or counters in learning and mining algorithms initially not designed for drifting data.
Advanced analysis of data streams is quickly becoming a key area of data mining research as the number of applications demanding such processing increases. Online mining when such data streams evolve over time, that is when concepts drift or change completely, is becoming one of the core issues.
ADWIN is available in Java or in C++. Download