arXiv subjects

George Tzagkarakis

Publications and source records attributed to George Tzagkarakis.

6 recordsLinked to original sources

arXiv2026

Age of Incorrect Information for Generic Discrete-Time Markov Sources

This work introduces a framework for analyzing the Age of Incorrect Information (AoII) in a real-time monitoring system with a generic discrete-time Markov source. We study a noisy communication system employing a hybrid automatic repeat request (HARQ) protocol, subject to a transmission rate constraint. The optimization problem is formulated as a constrained Markov decision process (CMDP), and it is shown that there exists an optimal policy that is a randomized mixture of two stationary policies. To overcome the intractability of computing the optimal stationary policies, we develop a multiple-threshold policy class where thresholds depend on the source, the receiver, and the packet count. By establishing a Markov renewal structure induced by threshold policies, we derive closed-form expressions for the long-term average AoII and transmission rate. The proposed policy is constructed via a relative value iteration algorithm that leverages the threshold structure to skip computations, combined with a bisection search to satisfy the rate constraint. To accommodate scenarios requiring lower computational complexity, we adapt the same technique to produce a simpler single-threshold policy that trades optimality for efficiency. Numerical experiments exhibit that both thresholdbased policies outperform periodic scheduling, with the multiplethreshold approach matching the performance of the globally optimal policy.

cs.IT↗

arXiv2024

Variable-Length Stop-Feedback Coding for Minimum Age of Incorrect Information

The Age of Incorrect Information (AoII) is studied within the context of remote monitoring a Markov source using variable-length stop-feedback (VLSF) coding. Leveraging recent results on the non-asymptotic channel coding rate, we consider sources with small cardinality, where feedback is non-instantaneous as the transmitted information and feedback message have comparable lengths. We focus on the feedback sequence, i.e. the times of feedback transmissions, and derive AoII-optimal and delay-optimal feedback sequences. Our results showcase the impact of the feedback sequence on the AoII, revealing that a lower average delay does not necessarily correspond to a lower average AoII. We discuss the implications of our findings and suggest directions for coding scheme design.

cs.IT↗

arXiv2023

Age of Incorrect Information With Hybrid ARQ Under a Resource Constraint for N-ary Symmetric Markov Sources

The Age of Incorrect Information (AoII) is a recently proposed metric for real-time remote monitoring systems. In particular, AoII measures the time the information at the monitor is incorrect, weighted by the magnitude of this incorrectness, thereby combining the notions of freshness and distortion. This paper addresses the definition of an AoII-optimal transmission policy in a discrete-time communication scheme with a resource constraint and a hybrid automatic repeat request (HARQ) protocol. Considering an $N$-ary symmetric Markov source, the problem is formulated as an infinite-horizon average-cost constrained Markov decision process (CMDP). Interestingly, it is proved that, under some conditions, the optimal transmission policy is to never transmit. This reveals a region of the source dynamics where communication is inadequate in reducing the AoII. Elsewhere, there exists an optimal transmission policy, which is a randomized mixture of two discrete threshold-based policies that randomize on at most one state. The optimal threshold and the randomization component are derived analytically. Numerical results illustrate the impact of the source dynamics, channel conditions, and resource constraints on the average AoII.

cs.IT↗

arXiv2022

Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots

Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this end, we use the cross-recurrence plot analysis as a nonlinear method for quantifying the multidimensional coupling in the time domain of two time series and for determining their state of synchronization. We adopt a deep learning framework for methodologically addressing the prediction of the synchronization state based on features extracted from dynamically sub-sampled cross-recurrence plots. We provide extensive experiments on several stocks, major constituents of the S\&P100 index, to empirically validate our approach. We find that the task of predicting the state of synchronization of two time series is in general rather difficult, but for certain pairs of stocks attainable with very satisfactory performance.

q-fin.ST↗

arXiv2022

Distribution Agnostic Symbolic Representations for Time Series Dimensionality Reduction and Online Anomaly Detection

Due to the importance of the lower bounding distances and the attractiveness of symbolic representations, the family of symbolic aggregate approximations (SAX) has been used extensively for encoding time series data. However, typical SAX-based methods rely on two restrictive assumptions; the Gaussian distribution and equiprobable symbols. This paper proposes two novel data-driven SAX-based symbolic representations, distinguished by their discretization steps. The first representation, oriented for general data compaction and indexing scenarios, is based on the combination of kernel density estimation and Lloyd-Max quantization to minimize the information loss and mean squared error in the discretization step. The second method, oriented for high-level mining tasks, employs the Mean-Shift clustering method and is shown to enhance anomaly detection in the lower-dimensional space. Besides, we verify on a theoretical basis a previously observed phenomenon of the intrinsic process that results in a lower than the expected variance of the intermediate piecewise aggregate approximation. This phenomenon causes an additional information loss but can be avoided with a simple modification. The proposed representations possess all the attractive properties of the conventional SAX method. Furthermore, experimental evaluation on real-world datasets demonstrates their superiority compared to the traditional SAX and an alternative data-driven SAX variant.

cs.IR↗

arXiv2019

GestureKeeper: Gesture Recognition for Controlling Devices in IoT Environments

This paper introduces and evaluates the GestureKeeper, a robust hand-gesture recognition system based on a wearable inertial measurements unit (IMU). The identification of the time windows where the gestures occur, without relying on an explicit user action or a special gesture marker, is a very challenging task. To address this problem, GestureKeeper identifies the start of a gesture by exploiting the underlying dynamics of the associated time series using a recurrence quantification analysis (RQA). RQA is a powerful method for nonlinear time-series analysis, which enables the detection of critical transitions in the system's dynamical behavior. Most importantly, it does not make any assumption about the underlying distribution or model that governs the data. Having estimated the gesture window, a support vector machine is employed to recognize the specific gesture. Our proposed method is evaluated by means of a small-scale pilot study at FORTH and demonstrated that GestureKeeper can identify correctly the start of a gesture with a 87\% mean balanced accuracy and classify correctly the specific hand-gesture with a mean accuracy of over 96\%. To the best of our knowledge, GestureKeeper is the first automatic hand-gesture identification system based only on accelerometer. The performance analysis reveals the predictive power of the features and the system's robustness in the presence of additive noise. We also performed a sensitivity analysis to examine the impact of various parameters and a comparative analysis of different classifiers (SVM, random forests). Most importantly, the system can be extended to incorporate a large dictionary of gestures and operate without further calibration for a new user.

cs.HC↗