Why are MFCCs of two equivalent signals completely different?
You say: 


  I stream this file via VLC-Player and Icecast2-Server, receive it in Java (with the Player of Javazoom-Lib) 


When you receive the stream in Java, what is the stream format? 

You say that it is the "same" because the waveform and/or spectrogram look similar, but the MFCCs will come out different if the stream format (sample rate, bit depth, etc) are different. 

Can you confirm by printing out the stream formats 


Before sending to Java
Upon receiving from Java?


I recommend using Soxi to print out the stream format (if you cannot otherwise dump it from R, or Java) 

If you can eliminate stream format issues, mp3&lt;->wav issues (deal only in wav), if you analysis windows are identical (as jojek says), then your MFCCs should come out identical.