The Living Thing / Notebooks :

Anomaly detection

I don't define what is normal, but I know it when I see it

Working out when something you are seeing is not something you should have been expecting, in some sense which will not be made rigorous here, not yet.

Nuit Blanche has a roundup.

Special case: “trend detection”. e.g. Gnip Trend detection Niko12 looks fun, and comes with a cute explanation of how you might do this nonparametrically.