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In this paper, we present a procedure that allows a quantile tracking procedure to cope with concept drift. We suggest using expected quantile loss, a popular loss function in quantile regression, to monitor the quantile tracking error, which, in turn, is used to efficiently adapt to concept drift. The suggested procedures adapt efficiently to concept drift, and the tracking performance is close to theoretically optimal. The procedures were further applied to three real-life streaming data sets related to Twitter event detection, activity recognition, and stock trading. The results show that the procedures are efficient at adapting to concept drift, thereby documenting the real-world applicability of the procedures. 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