跨组织数据的软件成本估算方法

软件成本估算一直是软件项目管理的重要部分。经过半个多世纪的研究和工业实践,成本估算方法、模型得到了极大的丰富。这些方法、模型也衍生出了各种成本估算工具。但是,成本估算方法和模型的基础是历史项目数据。没有历史项目数据的公司和组织只能利用其他公司或组织的数据来进行自己项目的成本估算。如何利用跨组织数据进行有效的成本估算成为更具现实意义的问题。针对这一问题,提出了一种有效利用跨组织数据进行成本估算的方法,并通过实验说明了方法的有效性。     

Estimation of the disturbance structure from data using semidefinite programming and optimal weighting

Designing a state estimator for a linear state-space model requires knowledge of the characteristics of the disturbances entering the states and the measurements. In [Odelson, B. J., Rajamani, M. R., & Rawlings, J. B. (2006). A new autocovariance least squares method for estimating noise covariances. Automatica, 42(2), 303-308], the correlations between the innovations data were used to form a least-squares problem to determine the covariances for the disturbances. In this paper we present new and simpler necessary and sufficient conditions for the uniqueness of the covariance estimates. We also formulate the optimal weighting to be used in the least-squares objective in the covariance estimation problem to ensure minimum variance in the estimates. A modification to the above technique is then presented to estimate the number of independent stochastic disturbances affecting the states. This minimum number of disturbances is usually unknown and must be determined from data. A semidefinite optimization problem is solved to estimate the number of independent disturbances entering the system and their covariances.     

Autoregressive spectral analysis when observations are missing

A new missing data algorithm ARFIL gives good results in spectral estimation. The log likelihood of a multivariate Gaussian random variable can always be written as a sum of conditional log likelihoods. For a complete set of autoregressive AR(p) data the best predictor in the likelihood requires only p previous observations. If observations are missing, the best AR predictor in the likelihood will in general include all previous observations. Using only those observations that fall within a finite time interval will approximate this likelihood. The resulting non-linear estimation algorithm requires no user provided starting values. In various simulations, the spectral accuracy of robust maximum likelihood methods was much better than the accuracy of other spectral estimates for randomly missing data.     

A generalized autocovariance least-squares method for Kalman filter tuning

This paper discusses a method for estimating noise covariances from process data. In linear stochastic state-space representations the true noise covariances are generally unknown in practical applications. Using estimated covariances a Kalman filter can be tuned in order to increase the accuracy of the state estimates. There is a linear relationship between covariances and autocovariance. Therefore, the covariance estimation problem can be stated as a least-squares problem, which can be solved as a symmetric semidefinite least-squares problem. This problem is convex and can be solved efficiently by interior-point methods. A numerical algorithm for solving the symmetric is able to handle systems with mutually correlated process noise and measurement noise.     

An Experimental Evaluation of an Experience-Based Capture-Recapture Method in Software Code Inspections

In order to improve the efficiency of inspections, quantitative data on defect content have to be the basis for decisions in the inspection process. An experience-based capture-recapture method is proposed, which overcomes some problems with the basic pre-requisites of the original method. A C-code inspection experiment is conducted to evaluate the enhanced method and its applicability to software code inspections. It is concluded that the experience-based estimation procedure gives significantly better estimates than the maximum-likelihood method and the estimates are not very sensitive to changes in the inspection data.     

基于EM的导频数据联合辅助频偏估计算法

针对突发通信系统在保证频率估计精度和频谱效率时存在的矛盾,提出了一种基于EM算法结构的导频与数据联合辅助的频偏估计算法,在此基础之上进而提出了改进的递归EM估计算法。理论分析和仿真实验表明,相比于仅使用导频的估计算法,联合使用导频和数据进行频偏估计的性能更加精确,在高信噪比下达到了使用更多导频符号估计的克拉美罗下界,并且在低信噪比条件下,其性能要优于非数据辅助的盲估计算法。     

A comparison of DEA and the stochastic frontier model using panel data

Two competing approaches for the measurement of efficiency are the stochastic frontier model and data envelopment analysis (DEA). Previous research has established that the two models applied to cross‐sectional data are both adversely affected by measurement error. While the cross‐sectional stochastic frontier model does not effectively handle statistical noise, panel data models do. This is true because additional information from multiple time periods is incorporated into the estimation. A panel data DEA model that uses averaged data has been shown to effectively smooth out measurement error. In this paper, we compare the panel data models using simulated data.     

Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to circumvent the limitations of the sample covariance matrix. A new family of nonparametric Stein-type shrinkage covariance estimators is proposed whose members are written as a convex linear combination of the sample covariance matrix and of a predefined invertible target matrix. Under the Frobenius norm criterion, the optimal shrinkage intensity that defines the best convex linear combination depends on the unobserved covariance matrix and it must be estimated from the data. A simple but effective estimation process that produces nonparametric and consistent estimators of the optimal shrinkage intensity for three popular target matrices is introduced. In simulations, the proposed Stein-type shrinkage covariance matrix estimator based on a scaled identity matrix appeared to be up to 80% more efficient than existing ones in extreme high-dimensional settings. A colon cancer dataset was analyzed to demonstrate the utility of the proposed estimators. A rule of thumb for adhoc selection among the three commonly used target matrices is recommended.     

适用于软件成本估计及风险评估的混合方法

论文提出了一种用于软件成本估计以及风险评估的方法。该方法将基于算法模型与基于经验的两种成本估计方法相结合,一方面以软件项目基础数据作为评估基础,另一方面则利用了专家知识。另外,该方法还可应用于软件风险评估。为了说明该方法以及证明其可行性,文中提供了一个案例研究。该案例详细说明如何构建成本费用估计模型以及如何利用该方法进行软件风险评估。     

基于Bayes估计的多传感器最优融合

本研究了多传感器数据融合技术的一种方法融合方法以Bayes估计理论为基础,并对数据进行了一致性检验,得到了多传感器最优融合数据,提高了数据的精确度。实际应用结果验证了算法的准确性,并进行了Matlab仿真,这种数据融合方法计算简便,可以获得比有限个传感器的算术平均值更准确的测量结果．具有较高的可靠性,可用于测量结果具有正态分布特性的多传感器测量系统。     

Data reconciliation for real-time optimization of an industrial coke-oven-gas purification process

Online optimization is more and more used in the chemical industry to run a process near its optimum operating condition by providing real-time computed optimal set-points to the distributed control system. Process measurements are necessary for these applications to determine the actual state of the process and to increase the accuracy of the model with parameter estimation techniques. However, these measurements usually contain random as well as gross errors which have to be identified and eliminated before the measurements are used for online optimization. In this contribution, a data reconciliation approach was integrated into an online optimization framework for the ammonia hydrogen sulfide circulation scrubbing, a common industrial coke-oven-gas purification process. We used a rigorous rate-based model to describe this reactive absorption and desorption process. To increase the accuracy of the model, we estimated several process parameters using a sequential parameter estimation approach. Data reconciliation was performed based on simple component balances to achieve model-consistent data and to identify measurement biases. The model was then validated online on a pilot plant by connecting the estimation package through the process control system. Based on the online measured data, operating cost minimization was carried out and the computed optimal set-points realized real-time. A satisfactory agreement between measured data and optimization was achieved.     

A semiparametric density estimation approach to pattern classification

A new multivariate density estimator suitable for pattern classifier design is proposed. The data are first transformed so that the pattern vector components with the most non-Gaussian structure are separated from the Gaussian components. Nonparametric density estimation is then used to capture the non-Gaussian structure of the data while parametric Gaussian conditional density estimation is applied to the rest of the components. Both simulated and real data sets are used to demonstrate the potential usefulness of the proposed approach.     

On the selection of software defect estimation techniques

Estimating the number of defects in a software product is an important and challenging problem. A multitude of estimation techniques have been proposed for defect prediction. However, not all techniques are applicable in all cases. The selection of the proper approach to use depends on multiple factors: the features of the approach; the availability of resources; and the goals for using the estimated defect data. In this paper a survey of existing estimation techniques and a decision support approach for selecting the most suitable defect estimation technique for a project, with specific goals, is proposed. The results of the ranking are a clear indication that no estimation technique provides a single, comprehensive solution; the selection must be done according to a given scenario. Copyright © 2009 John Wiley & Sons, Ltd.     

一种高效稳健的差分视频噪声估计算法

提出了一种高效稳健的白噪声方差估计算法,算法首先对连续的两帧视频进行差分运算以获得更多的亮度平坦区域,进而在差分图像和原始图像中以一定的准则寻找亮度平坦块,最终从这些平坦块中估计出噪声的方差。大量的实验结果表明,本文算法不仅在低噪声水平和高噪声水平时保持了良好的估计准确性,而且对于图像含有大量纹理信息以及图像含有极少平坦块的情况,也给出了准确的估计结果,表现出了良好的稳健性。     

Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix

Many applications require an estimate for the covariance matrix that is non-singular and well-conditioned. As the dimensionality increases, the sample covariance matrix becomes ill-conditioned or even singular. A common approach to estimating the covariance matrix when the dimensionality is large is that of Stein-type shrinkage estimation. A convex combination of the sample covariance matrix and a well-conditioned target matrix is used to estimate the covariance matrix. Recent work in the literature has shown that an optimal combination exists under mean-squared loss, however it must be estimated from the data. In this paper, we introduce a new set of estimators for the optimal convex combination for three commonly used target matrices. A simulation study shows an improvement over those in the literature in cases of extreme high-dimensionality of the data. A data analysis shows the estimators are effective in a discriminant and classification analysis.     

Investigating the use of duration-based moving windows to improve software effort prediction: A replicated study

ContextMost research in software effort estimation has not considered chronology when selecting projects for training and testing sets. A chronological split represents the use of a projects starting and completion dates, such that any model that estimates effort for a new project p only uses as training data projects that were completed prior to p’s start. Four recent studies investigated the use of chronological splits, using moving windows wherein only the most recent projects completed prior to a projects starting date were used as training data. The first three studies (S1–S3) found some evidence in favor of using windows; they all defined window sizes as being fixed numbers of recent projects. In practice, we suggest that estimators think in terms of elapsed time rather than the size of the data set, when deciding which projects to include in a training set. In the fourth study (S4) we showed that the use of windows based on duration can also improve estimation accuracy.ObjectiveThis papers contribution is to extend S4 using an additional dataset, and to also investigate the effect on accuracy when using moving windows of various durations.MethodStepwise multivariate regression was used to build prediction models, using all available training data, and also using windows of various durations to select training data. Accuracy was compared based on absolute residuals and MREs; the Wilcoxon test was used to check statistical significances between results. Accuracy was also compared against estimates derived from windows containing fixed numbers of projects.ResultsNeither fixed size nor fixed duration windows provided superior estimation accuracy in the new data set.ConclusionsContrary to intuition, our results suggest that it is not always beneficial to exclude old data when estimating effort for new projects. When windows are helpful, windows based on duration are effective.     

基于Bayes估计理论的数据融合方法

本文研究了多传感器数据融合技术的一种方法。融合方法以Bayes估计理论为基础,并对数据进行了一致性检验,得到了多传感器最优融合数据,提高了数据的精确度。实际应用结果验证了算法的准确性,并进行了Matlab仿真。这种数据融合方法计算简便,可以获得比有限个传感器的算术平均值更准确的测量结果。具有较高的可靠性,可用于测量结果具有正态分布特性的多传感器测量系统。     

DOA和频率联合估计高分辨算法

提出了一种基于双L型阵列结构针对空间非相干多个窄带信号源的中心频率、方位角和俯仰角三维参数的联合估计方法.该方法首先利用阵列接收数据构造时空矩阵,进而对时空矩阵进行特征分解,信号的三维参数由特征值和对应的特征向量直接得到.该方法不需要进行谱峰搜索,运算量小,可实现频率、方位角和俯仰角的同时估计与自动配对,具有较高的分辨率,同时解决了角度兼并问题,在无线电通信领域有很好的应用前景.给出的计算机仿真结果证明了该方法的有效性.     

Moving data window gradient‐based iterative algorithm of combined parameter and state estimation for bilinear systems

The combined iterative parameter and state estimation problem is considered for bilinear state‐space systems with moving average noise in this paper. There are the product terms of state variables and control variables in bilinear systems, which makes it difficult for the parameter and state estimation. By designing a bilinear state estimator based on the Kalman filtering, the states are estimated using the input‐output data. Furthermore, a moving data window (MDW) is introduced, which can update the dynamical data by removing the oldest data and adding the newest measurement data. A state estimator‐based MDW gradient‐based iterative (MDW‐GI) algorithm is proposed to estimate the unknown states and parameters jointly. Moreover, given the extended gradient‐based iterative (EGI) algorithm as a comparison, the MDW‐GI algorithm can reduce the impact of noise to parameter estimation and improve the parameter estimation accuracy. The numerical simulation examples validate the effectiveness of the proposed algorithm.     

Data compression for estimation of the physical parameters of stable and unstable linear systems

A two-stage method for the identification of physical system parameters from experimental data is presented. The first stage compresses the data as an empirical model which encapsulates the data content at frequencies of interest. The second stage then uses data extracted from the empirical model of the first stage within a nonlinear estimation scheme to estimate the unknown physical parameters. Furthermore, the paper proposes use of exponential data weighting in the identification of partially unknown, unstable systems so that they can be treated in the same framework as stable systems. Experimental data are used to demonstrate the efficacy of the proposed approach.