A weighted sequence is a sequence of probability distributions over an alphabet of size σ. Weighted sequences arise naturally in many applications. We study the problem of weighted pattern matching in which we are given a string pattern P of length m, a weight threshold , and a weighted text X arriving on-line. We say that P occurs in X at position i if the product of probabilities of the letters of P at positions in X is at least . We first discuss how to apply a known general scheme that transforms off-line pattern matching algorithms to on-line algorithms to obtain an on-line algorithm that requires or time per arriving position; with the space requirement however being . Our main result is a new algorithm that processes each arriving position of X in time using extra space.