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17

Monte-Carlo Simulations

Monte Carlo simulations (or methods ) is the technique of applying randomness and the Law of large numbers to the solution of various scientific and engineering problems. One of its first documented uses was by Stanislaw Ulam and John von Neumann for nuclear weapon simulations after WWII [1] .

18

Two-Stack Sliding-Window Aggregation

An aggregation is some kind of summary of a set of data. This can be the sum, length, minimum, etc. It is quite common to want to calculate such a summary repeatedly, e.g. “the maximum noise level in dB for the past 30 seconds” for a nuisance detector. In such a case we say there is a sliding window over our data, and…