A financial market is a platform to produce data streams continuously and around 1. 145 Trillion MB of data per day. Estimation and the analysis of unknown or dynamic behaviors of these systems is one the challenging tasks. Analysis of these systems is very much essential to strengthen the environmental parameters to stabilize society activities. This can elevate the living style of society to the next level. In this connection, the proposed paper is trying to accommodate the financial data stream using the sliding window approach and random forest algorithm to provide a solution to handle concept drift in the financial market to stabilize the behavior of the system through drift estimation. The proposed approach provides promising results in terms of accuracy in detecting concept drift over the state of existing drift detection methods like one class drifts detection (OCDD), Adaptive Windowing ADWIN), and the Page-Hinckley test.

Data is incredibly significant in today's digital age because data represents facts and numbers from our regular life transactions. Data is no longer arriving in a static form; it is now arriving in a streaming fashion. Data streams are the arrival of limitless, continuous, and rapid data. The healthcare industry is a major generator of data streams. Processing data streams is extremely complex due to factors such as volume, pace, and variety. Data stream classification is difficult owing to idea drift. Concept drift occurs in supervised learning when the statistical properties of the target variable that the model predicts change unexpectedly. We focused on solving various forms of concept drift problems in healthcare data streams in this research, and we outlined the existing statistical and machine learning methodologies for dealing with concept drift. It also emphasizes the use of deep learning algorithms for concept drift detection and describes the various healthcare datasets utilized for concept drift detection in data stream categorization.