When 10,000 Windows Are Not 10,000 Tests: Auditing Statistical Confidence in Sliding-Window Time-Series Classification
Organizations: Beijing University of Posts and Telecommunications Beijing, China
Abstract
Sliding-window classifiers are often evaluated on thousands of overlapping test windows, even though neighboring predictions share observations and remain nested within recordings and subjects. Subject-disjoint evaluation prevents one form of leakage but does not make those test windows independent. We present a practical audit that maps three claims - performance on observed recordings, future recordings from observed subjects, and unseen subjects - to explicit aggregation rules and established dependence-robust inference. At 75% overlap, controlled simulations give 16.9% Type-I error for IID observed-record inference and 7.2% for session-centered Bartlett-HAC: a substantial improvement with residual miscalibration. Audits of frozen WISDM and HARTH predictions show that nearly fourfold growth in test rows yields only 1.75-1.94-fold variance-equivalent information growth. At that overlap, fixed-record paired Accuracy-difference intervals are 1.22-1.66 times the IID widths; this inflation is not universal at zero overlap. On HARTH, paired Accuracy-difference intervals include zero across three overlap settings, whereas Macro-F1 favors MiniROCKET. Independent recomputation, common-session checks, class-level results, and separately seeded calibration make the audit's scope and limitations inspectable. The resulting workflow distinguishes additional predictions from additional independent evidence.
Figures & tables
| Work | Demonstrated scope and relation to this audit |
|---|---|
| Binette–Reiter [ 7 ] | Defines targets, aggregation, uncertainty, and reporting; a sliding-window three-target implementation is not shown. |
| Hong et al. [ 8 ] | Cluster sandwich, paired comparisons, nonlinear confusion-matrix metrics, and power; permits within-cluster dependence. |
| Anglin [ 9 ] | Nested-data metric intervals, F1 resampling, effective sample size and design degrees of freedom; sliding-window paired contrasts are not shown. |
| This audit | Maps temporal, session, and subject claims to weights and inference; checks paired windows, overlap eligibility, and relative information growth. |
| Field | Required interpretation |
|---|---|
| Target | Fixed records, future sessions, or future subjects |
| Metric | Accuracy, Macro-F1, and the aggregation rule |
| Hierarchy | Subject/session identifiers and the highest independent unit |
| Window geometry | Length, stride, overlap, purity, and boundary policy |
| Estimate | Paired point difference on identical eligible windows |
| Uncertainty | Method, bandwidth/block rule, confidence level, and unit count |
| Dataset | Window | Subj. | Rate | Test overlap | Used sessions |
|---|---|---|---|---|---|
| WISDM | 5 s | 51 | 20 Hz | 0/75% | 933/933 |
| WISDM | 10 s | 51 | 20 Hz | 0/50/75% | 933/933/933 |
| HARTH | 10 s | 22 | 50 Hz | 0/50/75% | 393/403/409 |
| Setting | Nom./Info. | IID/HAC width | HAC/IID |
|---|---|---|---|
| WISDM 5 s | 3.97/1.94 | .510/.668 | 1.31 |
| WISDM 10 s | 3.93/1.87 | .743/.906 | 1.22 |
| HARTH 10 s | 3.95/1.75 | .520/.862 | 1.66 |
| Overlap | 0% | 50% | 75% |
|---|---|---|---|
| Candidate windows | 12,250 | 24,271 | 48,296 |
| Retained windows | 10,610 | 21,056 | 41,938 |
| Retained (%) | 86.61 | 86.75 | 86.84 |
| Sessions / subjects | 393/22 | 403/22 | 409/22 |
| Mean purity | .990389 | .990589 | .990705 |
| Fully pure (%) | 91.31 | 91.63 | 91.69 |
| Dataset | Metric | Fixed records | New sessions | New subjects |
|---|---|---|---|---|
| WISDM | Accuracy | -9.65 [-10.10, -9.20] | -9.75 [-12.31, -7.18] | -9.38 [-11.81, -6.95] |
| WISDM | Macro-F1 | -8.39 [-8.85, -7.93] | -8.53 [-11.05, -6.08] | -8.81 [-11.08, -6.53] |
| HARTH | Accuracy | +0.07 [-0.36, +0.50] | -2.25 [-5.87, +1.37] | +0.07 [-4.55, +4.69] |
| HARTH | Macro-F1 | -13.21 [-16.03, -10.39] | -18.03 [-23.60, -10.21] | -13.49 [-18.65, -8.33] |
Time Series Classification
Time series classification assigns labels to sequential data, using temporal patterns to support decisions in health, sensing, science, and industry.
See all 175 papers