A software service supporting software quality forecasting

Software repositories such as source control, defect tracking systems and project management tools, are used to support the progress of software projects. The exploitation of such data with techniques like forecasting is becoming an increasing need in several domains to support decision-making processes. However, although there exist several statistical tools and languages supporting forecasting, there is a lack of friendly approaches that enable practitioners to exploit the advantages of creating and using such models in their dashboard tools. Therefore, we have developed a modular and flexible forecasting service allowing the interconnection with different kinds of databases/data repositories for creating and exploiting forecasting models based on methods like ARIMA or ETS. The service is open source software, has been developed in Java and R and exposes its functionalities through a REST API. Architecture details are provided, along with functionalities’ description and an example of its use for software quality forecasting.Peer ReviewedPostprint (author's final draft

Ensemble Sales Forecasting Study in Semiconductor Industry

Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semiconductor industry, was considered. Past sale, future booking, exchange rates, Gross domestic product (GDP) forecasting, seasonality and other indicators were innovatively incorporated into the quantitative modeling. Benefit from the recent advances in computation power and software development, millions of models built upon multiple regressions, time series analysis, random forest and boosting tree were executed in parallel. The models with smaller validation errors were selected to form the ensemble model. To better capture the distinct characteristics, forecasting models were implemented at lead time and lines of business level. The moving windows validation process automatically selected the models which closely represent current market condition. The weekly cadence forecasting schema allowed the model to response effectively to market fluctuation. Generic variable importance analysis was also developed to increase the model interpretability. Rather than assuming fixed distribution, this non-parametric permutation variable importance analysis provided a general framework across methods to evaluate the variable importance. This variable importance framework can further extend to classification problem by modifying the mean absolute percentage error(MAPE) into misclassify error. Please find the demo code at : https://github.com/qx0731/ensemble_forecast_methodsComment: 14 pages, Industrial Conference on Data Mining 2017 (ICDM 2017

The State Space Models Toolbox for MATLAB

State Space Models (SSM) is a MATLAB toolbox for time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate models, complex time-varying (dy- namic) models, non-Gaussian models, and various standard models such as ARIMA and structural time-series models. The software includes standard functions for Kalman fil- tering and smoothing, simulation smoothing, likelihood evaluation, parameter estimation, signal extraction and forecasting, with incorporation of exact initialization for filters and smoothers, and support for missing observations and multiple time series input with com- mon analysis structure. The software also includes implementations of TRAMO model selection and Hillmer-Tiao decomposition for ARIMA models. The software will provide a general toolbox for time series analysis on the MATLAB platform, allowing users to take advantage of its readily available graph plotting and general matrix computation capabilities.

Statistical Inference for Partially Observed Markov Processes via the R Package pomp

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this paper is provided at the pomp package website: http://kingaa.github.io/pom

Algorithms for Linear Time Series Analysis: With R Package

Our ltsa package implements the Durbin-Levinson and Trench algorithms and provides a general approach to the problems of fitting, forecasting and simulating linear time series models as well as fitting regression models with linear time series errors. For computational efficiency both algorithms are implemented in C and interfaced to R. Examples are given which illustrate the efficiency and accuracy of the algorithms. We provide a second package FGN which illustrates the use of the ltsa package with fractional Gaussian noise (FGN). It is hoped that the ltsa will provide a base for further time series software.

Forecasting the demand for privatized transport - What economic regulators should know, and why

Forecasting has long been a challenge, and will remain so for the foreseeable future. But the analytical instruments and data processing capabilities available through the latest technology, and software, should allow much better forecasting than transport ministries, or regulatory agencies typically observe. Privatization brings new needs for demand forecasting. More attention is paid to risk under privatization, than when investments are publicly financed. And regulators must be able to judge traffic studies done by operators, and to learn what strategic behavior influenced these studies. Many governments, and regulators avoid good demand, modeling out of lack of conviction that theory, and models can do better than the"old hands"of the sector. This is dangerous when privatization changes the nature of business. For projects amounting to investments of $100-200 million, a cost of$ 100,000-200,000 is not a reason to reject a reasonable modeling effort. And some private forecasting firms are willing to sell guarantees, or insurance with their forecasts, to cover significant gaps between forecasts, and reality.Markets and Market Access,Environmental Economics&Policies,Economic Theory&Research,Decentralization,Banks&Banking Reform,Markets and Market Access,Economic Theory&Research,Banks&Banking Reform,Access to Markets,Environmental Economics&Policies

Software evolution prediction using seasonal time analysis: a comparative study

Prediction models of software change requests are useful for supporting rational and timely resource allocation to the evolution process. In this paper we use a time series forecasting model to predict software maintenance and evolution requests in an open source software project (Eclipse), as an example of projects with seasonal release cycles. We build an ARIMA model based on data collected from Eclipse’s change request tracking system since the project’s start. A change request may refer to defects found in the software, but also to suggested improvements in the system under scrutiny. Our model includes the identification of seasonal patterns and tendencies, and is validated through the forecast of the change requests evolution for the next 12 months. The usage of seasonal information significantly improves the estimation ability of this model, when compared to other ARIMA models found in the literature, and does so for a much longer estimation period. Being able to accurately forecast the change requests’ evolution over a fairly long time period is an important ability for enabling adequate process control in maintenance activities, and facilitates effort estimation and timely resources allocation. The approach presented in this paper is suitable for projects with a relatively long history, as the model building process relies on historic data

Next Generation Short-Term Forecasting of Wind Power – Overview of the ANEMOS Project.

International audienceThe aim of the European Project ANEMOS is to develop accurate and robust models that substantially outperform current state-of-the-art methods, for onshore and offshore wind power forecasting. Advanced statistical, physical and combined modelling approaches were developed for this purpose. Priority was given to methods for on-line uncertainty and prediction risk assessment. An integrated software platform, 'ANEMOS', was developed to host the various models. This system is installed by several end-users for on-line operation and evaluation at a local, regional and national scale. Finally, the project demonstrates the value of wind forecasts for the power system management and market integration of wind power. Keywords: Wind power, short-term forecasting, numerical weather predictions, on-line software, tools for wind integration

Software selection based on analysis and forecasting methods, practised in 1C

The research focuses on the problem of a "1C: Enterprise 8" platform inboard mechanisms for data analysis and forecasting. It is important to evaluate and select proper software to develop effective strategies for customer relationship management in terms of sales, as well as implementation and further maintenance of software. Research data allows creating new forecast models to schedule further software distribution