Feature values, which may be multi-dimensional, collected over successive
time slices, are efficiently processed for use, for example, in known
adaptive learning functions and event detection. A Markov chain in a
recursive function to calculate imputed values for data points by use of
a "nearest neighbor" matrix. Only data for the time slices currently
required to perform computations must be stored. Earlier data need not be
retained. A data selector, referred to herein for convenience as a window
driver, selects successive cells of appropriate adjacent values in one or
more dimensions to comprise an estimation set. The window driver
effectively indexes tables of data to efficiently deliver input data to
the matrix. In one form, feature inputs are divided into subgroups for
parallel, pipelined processing.