Subject Cross Validation improves Human Activity Recognition performance by up to 16%.
problem Overestimation of Human Activity Recognition performance using k-fold cross validation.
method Investigated Subject Cross Validation vs. k-fold cross validation for Human Activity Recognition.
result Subject Cross Validation increases performance by up to 16%.
We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an N0×N1 array and n0×n1 wi…
New study on time series anomaly detection shows overlapping inference improves performance.
problem Heterogeneous evaluation practices and inference procedures in time series anomaly detection.
method Unified training, tuning, and evaluation protocol on TSB-AD benchmark, analyzing overlapping vs. disjoint inference.
result Overlapping inference yields consistent improvements, with average relative gain up to +28%.
Novel time series forecasting method using sliding window signatures.
problem Challenges in forecasting nonlinear and delayed time series data.
method Ridge regression with signature features calculated on sliding windows.
result Signature features effectively encode temporal and nonlinear dependencies, leading to accurate forecasts.
Proposes a sliding window method for better portfolio trading.
problem Log-optimal portfolio problem with time-varying weights.
method Data-driven sliding window approach to solve log-optimal portfolio problem.
result Trading strategy outperforms classical log-optimal portfolio in cumulative returns.
Paper proposes efficient AUC estimation in sliding windows.
problem Efficiently monitoring AUC in large sliding windows over data streams.
method Algorithm groups data points to estimate AUC with O((logk)/ε) time per update. result Achieves significant speed-up over exact computation with modest accuracy loss.
Optimizes sliding window approach for tracking Gaussian densities.
problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.
New algorithms achieve optimal regret in sliding window model with limited memory.
problem Experts problem in the sliding window model with limited information.
method 2 queries, polylog(nT) memory, exponential improvement on memory.
result Achieve optimal regret of sqrt(nW)polylog(nT) with 2 queries and polylog(nT) memory.
Study predicts cryptocurrency trends using LSTM model.
problem Predicting cryptocurrency price trends.
method Combination of window-sliding and prediction range method with LSTM model.
result Established model for cryptocurrency price trend prediction.
Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.
problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.
TAKDE optimizes kernel density estimation for real-time dynamic processes.
problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.
A CNN-based method detects and counts corn kernels from images.
problem Manual counting of corn kernels is labor-intensive and prone to error.
method Sliding window approach with CNN for detection and NMS for overlapping removal.
result The method successfully detects and counts kernels with low error.
Bedside monitors in Intensive Care Units (ICUs) frequently sound incorrectly, slowing response times and desensitising nurses to alarms (Chambrin, 2001), causing true alarms to be missed (Hug et al., 2011). We compare sliding window predictors with recurrent predictors to classify patient state-of-health from ICU multi…
End-to-end CNN classifies environmental sounds from audio signals.
problem Classifying environmental sounds from audio signals.
method 1D Convolutional Neural Network (CNN) with overlapped frames and Gammatone filterbank initialization.
result 89% mean accuracy on UrbanSound8k dataset.
A new method for real-time CCA on streaming data.
problem Finding correlated features in online data streams.
method Sliding Window Informative Canonical Correlation Analysis (SWICCA) using streaming PCA.
result SWICCA provides real-time CCA components in high dimensions with theoretical guarantees.
We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window approach and provide performance guarantees for the regret evaluated against the op…
New robustness certificates for streaming models with a sliding window.
problem Applying robustness certificates to streaming data with correlated inputs.
method Deriving robustness certificates for models using a sliding window over a sequence of potentially correlated inputs.
result Guarantees hold for the average model performance across the entire stream, independent of stream size.
Statistical test verifies long-term rating system calibration with overlapping time windows.
problem Verifying supervisory requirements for overlapping time windows in rating systems.
method Analyzes long-run default rate distribution and correlation effects; presents conservative calibration test methods.
result Developed a test for individual and portfolio levels that can handle unknown variance.
Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.
problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.
The paper analyzes SW-SGD for MSE in biased and variance-reduced gradient estimators.
problem Analyzing MSE of SW-SGD in biased and variance-reduced gradient estimators.
method Using asymptotic normality, the paper characterizes SW-SGD's mean and variance, proving convergence and showing SW-SGD's superiority over SGD.
result SW-SGD incurs lower MSE than SGD on quadratic and convex problems.
We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two novel algorithms, namely, Round-Robin Sliding-Window Upper Confidence Bound\# (RR-…
Research predicts cryptocurrency staking rewards with high accuracy.
problem Predicting cryptocurrency staking rewards.
method Two predictive methodologies: sliding-window average and linear regression models.
result ETH staking rewards can be forecasted with RMSE within 0.7% and 1.1% of the mean value for 1-day and 7-day look-aheads respectively.
New TS algorithms improve performance in non-stationary multi-armed bandit problems.
problem Sequential decision-making with evolving action rewards.
method Sliding-window Thompson sampling approaches with different priors.
result Unified regret upper bound for arbitrary non-stationary MABs.
The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different timescales and then explore the eigenvalue spectrum over sliding …
The paper analyzes the sliding regret of stochastic bandit algorithms.
problem Measuring the one-shot behavior of no-regret algorithms in stochastic bandits.
method Introducing sliding regret to measure the worst pseudo-regret over a time-window.
result Randomized methods have optimal sliding regret, while index policies have the worst possible sliding regret.
Improved Kalman filtering with hierarchical variational approach.
problem Inconsistent process covariance estimation and slow convergence speed in traditional variational Kalman filtering.
method Introducing a surrogate variable for process-noise-free state, reformulating CAVI, and sliding-window hyperparameter estimation.
result Enhanced convergence speed and superior estimation accuracy compared to existing methods.
Designs efficient algorithms for online and sliding window models of subspace embeddings for all p.
problem Design efficient algorithms for online and sliding window models of subspace embeddings for all p.
method Develops nearly optimal ℓp subspace embeddings for all p∈(0,∞) in the online coreset and sliding window models. result First nearly optimal ℓp subspace embeddings for all p∈(0,∞) in the online coreset and sliding window models. A new algorithm estimates aggregate marginals from noisy data in an online manner.
problem Estimating aggregate marginals of a Markov chain from noisy aggregate observations.
method Sliding window Sinkhorn belief propagation (SW-SBP) algorithm.
result Demonstrated improved performance on inferring population flow.
CICLAD efficiently mines frequent closed itemsets from data streams with minimal memory usage.
problem Mining frequent closed itemsets from data streams is resource-intensive.
method CICLAD is an intersection-based sliding-window FCI miner that optimizes memory usage while maintaining performance.
result CICLAD achieves significantly lower memory footprint compared to existing methods.
Improved convergence of fixed-point methods using windowed Anderson acceleration.
problem Improving convergence of fixed-point methods for symmetric operators.
method Windowed Anderson acceleration for symmetric fixed-point iterations.
result Windowed Anderson acceleration improves convergence over standard fixed-point methods.
New sublinear sketches improve ANN and KDE for massive data streams.
problem Efficiently approximate nearest neighbors and kernel density estimation in large datasets.
method Developed sublinear space and query time algorithms for ANN and A-KDE in streaming and sliding-window models.
result Achieved near-optimal trade-offs between memory size and approximation error for ANN.
Efficient private matrix analysis algorithms for recent variants.
problem Private analysis of recent matrix updates.
method Identifying sufficient conditions on positive semidefinite matrices.
result First efficient differentially private algorithms for various matrix analysis tasks.
Study tackles infinitely many-armed bandits with rotting rewards, achieving tight regret bounds.
problem Infinitely many-armed bandits with rotting rewards.
method Adaptive sliding window UCB algorithm for slow and abrupt rotting scenarios.
result Achieves tight regret bounds for both slow and abrupt rotting scenarios.
MLAT improves kNN performance in time series by learning metrics that align and capture temporal dependencies.
problem Improving kNN performance in time series by learning metrics that effectively handle variations and temporal dependencies.
method MLAT uses a sliding window to augment time series data and applies time-invariant metric learning to derive the most appropriate distance measure.
result MLAT outperforms other existing algorithms in various real-world data sets.
Improved Granger causality method for dynamic time series data.
problem Traditional Granger causality method assumes constant causalities, failing to model dynamic causalities.
method Dynamic window-level Granger causality (DWGC) method with causality indexing.
result Improved DWGC method better detects window-level causalities.
New algorithm optimizes resource allocation in non-stationary networks.
problem Optimal resource allocation in non-stationary RMABs is computationally hard.
method Sliding-Window Online Whittle (SW-Whittle) policy for non-stationary transition kernels.
result Sub-linear dynamic regret achieved with unknown variation budget.
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent H_s=1/2, when the increments are nonstationary, as they are in FX markets. The nonstationarity arises from s…
Enhanced ECG biometric system improves authentication accuracy.
problem Traditional authentication methods have security issues.
method Developed an ECG-based authentication system using machine learning.
result Achieved up to 92% identification accuracy.
Deformations of compact Riemann surfaces are considered using a Čech cohomology sliding overlaps approach. Cocycles are calculated for conformal cutting and regluing deformations at zeros of Abelian differentials. A second order deformation expansion is presented for the Riemann period matrix. A complete deformation ex…
We propose an autoencoding sequence-based transceiver for communication over dispersive channels with intensity modulation and direct detection (IM/DD), designed as a bidirectional deep recurrent neural network (BRNN). The receiver uses a sliding window technique to allow for efficient data stream estimation. We find t…
PROPO tackles non-stationary MDPs with efficient policy optimization.
problem Non-stationary MDPs with varying reward and transition kernels.
method PROPO, a periodic restarted optimistic policy optimization algorithm with sliding-window-based policy evaluation and improvement.
result PROPO achieves near-optimal performance in non-stationary MDPs.
New GLB algorithm handles non-stationary data with forgetting.
problem Non-stationary GLB with non-convex projection or burn-in phases.
method Self-concordant GLB with sliding window or exponential weights for forgetting.
result Novel confidence-based algorithm for maximum likelihood estimator.
Increasingly, Internet of Things (IoT) domains, such as sensor networks, smart cities, and social networks, generate vast amounts of data. Such data are not only unbounded and rapidly evolving. Rather, the content thereof dynamically evolves over time, often in unforeseen ways. These variations are due to so-called con…
LAD detects anomalies in dynamic graphs using Laplacian matrix.
problem Anomaly detection in temporal graphs for real-world applications.
method LAD uses the spectrum of the Laplacian matrix to model graph snapshots and temporal dependencies.
result LAD outperforms state-of-the-art methods in synthetic and real-world datasets.
New algorithms for GLMs adapt to non-stationary contexts.
problem Dealing with abrupt changes in non-stationary environments.
method Upper Confidence Bound algorithms using sliding window or discounted maximum-likelihood.
result Theoretical guarantees on dynamic regret of order d^2/3 G^1/3 T^2/3.
CrossAD detects anomalies in time series data by considering cross-scale associations and cross-window modeling.
problem Anomaly detection in time series data is challenging due to varying patterns at different scales and fixed window sizes.
method CrossAD incorporates cross-scale reconstruction and a query library to capture dynamic cross-scale associations and comprehensive context.
result CrossAD achieves state-of-the-art performance in anomaly detection across multiple real-world datasets.
WS-II algorithm segments trajectories with high accuracy.
problem Trajectory segmentation for diverse data sources.
method Supervised learning with sliding window analysis.
result WS-II outperforms other methods in all datasets.
Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting anomalies in the underlying system modeled by the GGM. In order to detect structur…