6,981 research outputs found
Efficient estimation of AUC in a sliding window
In many applications, monitoring area under the ROC curve (AUC) in a sliding
window over a data stream is a natural way of detecting changes in the system.
The drawback is that computing AUC in a sliding window is expensive, especially
if the window size is large and the data flow is significant.
In this paper we propose a scheme for maintaining an approximate AUC in a
sliding window of length . More specifically, we propose an algorithm that,
given , estimates AUC within , and can maintain this
estimate in time, per update, as the window slides.
This provides a speed-up over the exact computation of AUC, which requires
time, per update. The speed-up becomes more significant as the size of
the window increases. Our estimate is based on grouping the data points
together, and using these groups to calculate AUC. The grouping is designed
carefully such that () the groups are small enough, so that the error stays
small, () the number of groups is small, so that enumerating them is not
expensive, and () the definition is flexible enough so that we can
maintain the groups efficiently.
Our experimental evaluation demonstrates that the average approximation error
in practice is much smaller than the approximation guarantee ,
and that we can achieve significant speed-ups with only a modest sacrifice in
accuracy
Replicando características de ciclos econômicos: um estudo comparativo entre Redes Neurais Artificiais e modelos ARIMA
Adsorption desorption processes on mesoscopic pores conected to microscopic pores of complex geometry using the Ising model
In this work we report studies of nitrogen adsorption and desorption onto
solid surfaces using computer simulations of the three dimensional Ising model,
for systems with complex porous structures at the mesoscopic and microscopic
levels. A hysteresis cycle between the adsorption and desorption processes
appears and we find that its characteristics are dependent on the geometry of
the pore and on the strength of the surface fluid interaction. We obtained also
an average adsorption isotherm, which represents a combination of differently
shaped pores, and shows robust jumps at certain values of the chemical
potential as a consequence of the structures of the pores. Lastly, we compare
our results with experimental data and also report the filling process of
microscopic pores connected with mesopores. It is argued that these predictions
are useful for researchers working on the enhanced recovery of oil and for the
design of new nanomaterials, among others
- …