In this article we analyze several vibration time series measured on a real fan test rig before and after it is hit by a flying object. We show first evidence that a windowed autoregressive model may be used to detect the shock after it occurred. We compare these results with a second time series that measures the rotation period of the fan. Lastly we repeat this experiment using adaptive autoregressive estimation instead of the classical AR estimation algorithm. First results show that vibration data allow better prediction. Furthermore, the windowed AR estimation algorithm seems to perform better than the adaptive one.