Hans Glide wrote a piece entitled EP is real-time data mining? in April, 2008, and the Register has been wondering the same thing since at least June, 2006.  My opinion, expressed in a comment on Mr Glide's blog, is that one of CEP's most fertile sources for new algorithms and techniques is the existing body of work on data mining.

With that in mind, allow me to direct your attention to the Orange project from the A.I laboratory at the University of Ljubljana, Slovenia.  Orange provides a visual ("boxes and arrows") programming environment similar to the visual authoring paradigm available in the products of Aleri, Streambase, and others, but with boxes that implement various A.I.-inspired data mining and visualization functions (Classification trees, K-Means clustering, Nomograms, and so on). In addition to a data path/routing-based workflow, scripting functionality is offered via embedded Python. Check out this short white paper on the current set of widgets.

I would be very surprised if we didn't see some of this sort of technology appearing in the leading CEP platforms over the next year or two.