1. A method for anomaly detection in streaming data, the method implemented by a processor executing program code stored on non-transient computer-readable media, the method which when executed by the processor comprising: applying statistical analysis to streaming data in a sliding window, wherein the streaming data is received from at least one data source; extracting a feature from the streaming data, the feature identified based on a coefficient having a maximum magnitude in the sliding window; determining class assignment for the feature using class conditional probability densities and a threshold; and, identifying an event based at least in part upon the class assignment for the feature and responding to the event.