For those that have used DATA Step "First." and "Last." processing (or similar processing with DataFlux Expression Language) to perform analysis across records, the ESP Pattern window is not only instantly understandable but is also a revelation. Performing complex, cross-event (cross-record) analysis in real time against live event streams is foundation-shaking functionality.
To better understand the pattern window, lets look at a PowerPoint animation demonstrating the "Buy Front Running" pattern from the Broker Surveillance model which is delivered with the SAS ESP product. For some background on this model see here.
Now that we've seen a broker front running scenario animated in PowerPoint, let's see the same scenario (same model, same event stream) run through the actual SAS ESP engine. We'll follow the events one by one as they are processed by the Pattern window.
Hopefully those demonstrations gave you some insight into the power that SAS ESP provides. For more on the pattern window and other functionality within ESP, see the SAS ESP product page.