Discovering the software process by means of stochastic workflow analysis

Alberto Colombo, Ernesto Damiani, Gabriele Gianini

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

A fundamental feature of the software process consists in its own stochastic nature. A convenient approach for extracting the stochastic dynamics of a process from log data is that of modelling the process as a Markov model: in this way the discovery of the short/medium range dynamics of the process is cast in terms of the learning of Markov models of different orders, i.e. in terms of learning the corresponding transition matrices. In this paper we show that the use of a full Bayesian approach in the learning process helps providing robustness against statistical noise and over-fitting, as the size of a transition matrix grows exponentially with the order of the model. We give a specific model-model similarity definition and the corresponding calculation procedure to be used in model-to-sequence or sequence-to-sequence conformance assessment, this similarity definition could also be applied to other inferential tasks, such as unsupervised process learning.

Original languageBritish English
Pages (from-to)684-692
Number of pages9
JournalJournal of Systems Architecture
Volume52
Issue number11
DOIs
StatePublished - Nov 2006

Keywords

  • Bayesian methods
  • Machine learning
  • Markov chains
  • Similarity measures
  • Software process
  • Stochastic dynamics
  • Time-sequence analysis
  • Workflow management

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