ABSTRACT: Learning methods use historic data points about a process past behavior to build a predictor (classifier), which can be employed to predict the process future behavior. However, in most real-world applications the data are non-stationary; they change continuously over time. This requires not only a continuous learning as new patterns are available, but the predictor needs to adjust itself (self-correct or adapt) to drifts in data characteristic over time or when new events happen or new conditions occur. The goal is to ensure an accurate prediction of process behavior according to the changes in the new incoming data characteristics. This requires a continuous learning over long period of time with the ability to forget data becoming obsolete and useless. In this tutorial, the problem of learning from data from time-based and complex non-stationary processes will be studied. Some efficient and adapted techniques to handle this problem will be presented and explained using several illustrative examples. Their application on some real-world problems will be discussed. In particular, two application examples will be detailed. The first one is the monitoring of the quality of folded pieces based on the analysis of acoustic signals characterizing the noises issued of the folding operation. The second application is the monitoring of the functioning of the steam generator in a nuclear reactor. This monitoring is based on the analysis of steam generator noises measured by two acoustic sensors.