Estimation and prediction for non-Gaussian autoregressive processes

In many real world situations there is no reason to believe that the time series observations are normally distributed. Therefore the estimation of the error distribution, estimation of the parameters of the process and prediction for non-Gaussian autoregressive time series models are of importance. In our development, it is assumed that there exists a transformation that transforms the error distribution to the normal distribution, and that this transformation can be represented by a regression spline function. The transformation, and hence, the error distribution is estimated by an estimation procedure based on the spline regression of the residual quantiles on the corresponding normal scores. The limiting distribution of the estimator of the vector of spline parameters is derived. Given an estimator of the error distribution, a nonlinear maximum likelihood estimation procedure is used to obtain an improved estimator of the vector of autoregressive parameters and to construct confidence intervals for predictions. The limiting distribution of the estimator of the vector of autoregressive parameters is shown to be normal;Monte Carlo simulations conducted with different error distributions demonstrate that the procedure performs well for finite samples. The estimated quantiles of the error distributions are close to the true quantiles, although there are significant biases. The Monte Carlo study indicates that the variance of the autoregressive parameter estimator for the spline method is smaller than the variance of the corresponding least squares estimator for skewed and long tailed error distributions such as chi-square distributions. For normal errors the spline method is only moderately inferior to the least squares method. In the Monte Carlo study confidence intervals for predictions were constructed using normal distribution theory and using the distribution estimated by the spline method. For chi-square and mixture of normals error distributions, coverages of the intervals based on the spline method are superior to the coverages of the intervals based on the normal distribution. For normal errors the performance of the spline intervals is very close to that of intervals based on the normal distribution

Phenomenological inquiry into the experience of web project managers

The advent of the Internet and the World Wide Web has been instrumental in bringing about the growth in the implementation of web-based information systems (WBIS). Such systems are designed with the aim of improving productivity, data accuracy, and the reduction of paperwork and administrative overheads. Moreover, unlike their conventional non-web-based predecessors, the WBIS are commonly aimed at users who are casual and untrained, geographically distributed and non-homogenous. The dissemination of WBIS necessitates additional infrastructure support in the form of a security system, workflow and transaction management, and web administration. WBIS are commonly developed using an evolutionary approach, whereby the version of the application, acquired from the vendor, is first deployed as a pilot, in order to gather feedback from the target users before the evolutionary cycles commence. While a number of web development methodologies have been proposed by existing research, there is a dearth of empirical evidence that elucidates the experiences of project initiators in pursuing the evolution of web services, a process that undoubtedly involves dealing with stakeholder issues. This research project presents a phenomenological investigation of the experiences of project managers with the implementation of web-based employee service systems (ESS), a domain that has witnessed a sharp growth in Australia in recent times. However, the project managers’ rich, multidimensional account of their experiences with the implementation of ESS revealed the social obstacles and fragility of intra-organizational relationships that demanded a cautious and tactful approach. Thus, the study provides a socio-organizational perspective to web projects in contrast to the functionalist paradigm of current web development methodologies. The research also confirms that consideration of the concerns of stakeholders by project managers is crucial to the successive cycles of ESS evolution. Project managers address stakeholder concerns by pursuing actions that are aimed at encouraging ESS usage, but at the same time, such actions can have consequences necessitating subsequent iterations of system enhancement and improvement. Finally, the research also discovered that despite the different socio-political climate prevalent in various organizations, in which ESS are being implemented, the experiences of project managers in dealing with stakeholder concerns can be captured and independently confirmed in terms of their perceived relevance and usefulness in problem-solving within the application domain

ANALYZING AND ARTICULATE RULE PERFORMANCE TO INCREASE EFFICIENCY

Presented herein are techniques for overlaying policy modification into historical rule hits and events to enable an administrator to visualize changes that have caused traffic matches to go up and/or down. This visualization, sometimes referred to herein as the visualization of a Rule Heartbeat,” provides a new dimension in network security that facilitates optimization of network polices, but also elevates the experience in the network security ecosystem

Aligning system requirements with stakeholder concerns : use of case studies and patterns to capture domain experience

Traditionally system development starts with the specification of system requirements. The focus of such an approach is on the system under construction, which is considered as of primary importance to the development success. The major problem with such an approach, however, is the neglect of concerns held by the various system stakeholders, whose opinions, loyalties and fears may impact considerably the perception and the reception of the implemented system, its functions and its features. Typically, stakeholder concerns are not collected or identified, and are viewed as of little significance in the system development process. In this paper, however, we present the case for recognising the value of stakeholder concerns, and their use in aligning business needs with system requirements. We describe a method of gathering and analysing stakeholder concerns across an application domain, and then packaging the development experience in dealing with these concerns into patterns. Experience patterns can subsequently be used to guide systems analysts in selecting the most appropriate requirements for the target stakeholder community.<br /

Applying domain analysis to the investigation of web-enabled human resource projects

Designing a successful web project requires understanding not only of its owner\u27s business and technological needs, as well as having the substantial management and development experience, but it also depends on a thorough knowledge of the system\u27s application domain and of other existing systems in the domain. In order to gather such domain knowledge, it is necessary to identify the nature of the proposed web services venture with regards to other similar services offered in the domain, the business setting of enterprises that initiate such ventures, the various types of customers involved, and how these factors translate into requirements. In this paper, we present an approach to studying the domain of web-enabled Human Resource and payroll services with the aim of attaining design knowledge that would ensure customer satisfaction and could eventually pave the way to the successful implementation of web-enabled services.<br /

Analysis of stakeholder concerns with a view to avoid organisational conflict in B2B systems

In recent years there has been a remarkable increase in information exchange between organizations due to changes in market structures and new forms of business relationships. The increase in the volume of business-to-business (B2B) transactions has contributed significantly to the expanding need for electronic systems that could effectively support communication between collaborating organizations. Examples of such collaborating systems include those that offer various types of business-to-business services, e.g. electronic commerce, electronic procurement systems, electronic links between legacy systems, or outsourced systems providing data processing services via electronic media. Development and running of B2B electronic systems has not been problem free. One of the most intractable issues found in B2B systems is the prevalence of inter-organisational conflict reported to exist and persists between the participants of interorganisational electronic networks. There have been very few attempts, however, to prescribe any practical method of detecting the antecedents of such conflict early in B2B development to facilitate smooth construction and the subsequent operation of B2B services. The research reported in this paper focuses on the identification and analysis of antecedent conflict in a joint process involving different organizations in a B2B venture. The proposed method involves identification of domain stakeholders, capturing and packaging their views and concerns into a reusable form, and the application of captured domain experience in B2B systems development. The concepts and methods introduced in this paper have been illustrated with examples drawn from our study of six web-enabled payroll systems.<br /

Exploring reuse spaces of web services and contents

Development of commercial web systems is laborious, lengthy and costly. This is partly due to the fact that the methods of their development can hardly cope with the complexity of provided services. Such services may need to be distributed and collaborative, require sophisticated software architecture, be rich in f rm, c ntent and interactivity, and have a wide range f p tentially casual users. T impr ve this situati n, the auth rs pr p se a reuse space analysis (RSA) appr ach t web devel pment. Our appr ach f cuses n capturing d main and devel pment experience f all system stakeh lders and subsequently using this experience in making inf rmed design and reuse decisi ns acr ss the devel pment life cycle. As a result we managed t seamlessly integrate design and reuse processes, and reaching the balance between the development cost, system function and its quality

Analysis of cultural conflict in the development of web-enabled information systems

The advent of the World Wide Web (WWW) and the emergence of Internet commerce have given rise to the web as a medium of information exchange. In recent years, the phenomenon has affected the realm of transaction processing systems, as organizations are moving from designing web pages for marketing purposes, to web-based applications that support business-to-business (WEB) and business-to-consumer (B2C) interactions, integrated with databases and other back-end systems (Isakowitz, Bieber et al., 1998). Furthermore, web-enabled applications are increasingly being used to facilitate transactions even between various business units within a single enterprise. Examples of some of the more popular web-enabled applications in use today include airline reservation systems, internet banking, student enrollment systems in universities, and Human Resource (HR) and payroll systems. The prime motive behind the adoption of web-enabled applications are productivity gains due to reduced processing time, decrease in the usage of paper-based documentation and conventional modes of communication (such as letters, fax, or telephone), and improved quality of services to clients. Indeed, web-based solutions are commonly referred to as customer-centric (Li, 2000), which means that they provide user interfaces that do not necessitate high level of computer proficiency. Thus, organizations implement such systems to streamline routine transactions and gain strategic benefits in the process (Nambisan &amp; Wang, 1999), though the latter are to be expected in the long-term. Notwithstanding the benefits of web technology adoption, the web has ample share of challenges for initiators and developers. Many of these challenges are associated with the unique nature of web-enabled applications. Research in the area of web-enabled information systems has revealed several differences with traditional applications. These differences exist with regards to system development methodology, stakeholder involvement, tasks, and technology (Nazareth, 1998). According to Fraternali (1999), web applications are commonly developed using an evolutionary prototyping approach, whereby the simplified version of the application is deployed as a pilot first, in order to gather user feedback. Thus, web-enabled applications typically undergo continuous refinement and evolution (Ginige, 1998; Nazareth, 1998; Siau, 1998; Standing, 2001). Prototype-based development also leads web-enabled information systems to have much shorter development life cycles, but which, unlike traditional applications, are regrettably developed in a rather adhoc fashion (Carstensen &amp; Vogelsang, 2001). However, the principal difference between the two kinds of applications lies in the broad and diverse group of stakeholders associated with web-based information systems (Gordijn, Akkermans, et al., 2000; Russo, 2000; Earl &amp; Khan, 2001; Carter, 2002; Hasselbring, 2002; Standing, 2002; Stevens &amp; Timbrell, 2002). Stakeholders, or organizational members participating in a common business process (Freeman, 1984), vary in their computer competency, business knowledge, language and culture. This diversity is capable of causing conflict between different stakeholder groups with regards to the establishment of system requirements (Pouloudi &amp; Whitley, 1997; Stevens &amp; Timbrell, 2002). Since, web-based systems transcend organizational, departmental, and even national boundaries, the issue of culture poses a significant challenge to the web systems&rsquo; initiators and developers (Miles &amp; Snow, 1992; Kumar &amp; van Dissel, 1996; Pouloudi &amp; Whitley, 1996; Li &amp; Williams, 1999).<br /

Probability of Detection Modeling for Ultrasonic Testing

Ultrasonic (UT) inspection can be used to detect a wide variety of subsurface discontinuities, such as inclusions, cracks and voids, as well as associated reactive or diffusion zones. In comparison with Eddy-Current inspection, much less work has been done on the determination of the Probability of Detection POD of UT inspections. This is because, unlike Eddy-Current inspection, it is very difficult to produce synthetic sub-surface flaws that adequately represent the acoustic properties of the naturally-occurring flaws (see Burkel et al., 1996). Here traditional methods for POD determination are difficult to apply