Background: Deep learning has shown potential in various scientific domains but faces challenges when applied to complex, high-dimensional multi-omics data. Alzheimer's Disease (AD) is a neurodegenerative disorder that lacks targeted therapeutic options. This study introduces the Circular-Sliding Window Association Test (c-SWAT) to improve the classification accuracy in predicting AD using serum-based metabolomics data, specifically lipidomics. Methods: The c-SWAT methodology builds upon the existing Sliding Window Association Test (SWAT) and utilizes a three-step approach: feature correlation analysis, feature selection, and classification. Data from 997 participants from the Alzheimer's Disease Neuroimaging Initiative (ADNI) served as the basis for model training and validation. Feature correlations were analyzed using Weighted Gene Co-expression Network Analysis (WGCNA), and Convolutional Neural Networks (CNN) were employed for feature selection. Random Forest was used for the final classification. Findings: The application of c-SWAT resulted in a classification accuracy of up to 80.8% and an AUC of 0.808 for distinguishing AD from cognitively normal older adults. This marks a 9.4% improvement in accuracy and a 0.169 increase in AUC compared to methods without c-SWAT. These results were statistically significant, with a p-value of 1.04 × 10ˆ-4. The approach also identified key lipids associated with AD, such as Cer(d16:1/22:0) and PI(37:6). Interpretation: Our results indicate that c-SWAT is effective in improving classification accuracy and in identifying potential lipid biomarkers for AD. These identified lipids offer new avenues for understanding AD and warrant further investigation. Funding: The specific funding of this article is provided in the acknowledgements section.