Analysis of Time Sequences

[mike@ailab.EUR.NL]

Dear Connectionists,

I am working in a project where we want to use a neural network for
online analysis of sequences of sensor measurements over discrete
time steps to detect abnormalities as soon as possible.
The obvious thing to me to handle the problem of time would be to,
at a given time t, look back a fixed number of n time steps and
analyze the points from time t-n to t.
Now, I would like to know what alternative approaches for dealing with
time sequences there are.
Could anybody please give me any references on that topic?

Thank you in advance,

Michael Tepp
mike at ailab.eur.nl