arXiv subjects

Daniel Kraus

Publications and source records attributed to Daniel Kraus.

13 recordsLinked to original sources

arXiv2020

Visual Testing of GUIs by Abstraction

Ensuring the correct visual appearance of graphical user interfaces (GUIs) is important because visual bugs can cause substantial losses for businesses. An application might behave functionally correct in an automated test, but visual bugs can make the GUI effectively unusable for the user. Most of today's approaches for visual testing are pixel-based and tend to have flaws that are characteristic for image differencing. For instance, minor and unimportant visual changes often cause false positives, which confuse the user with unnecessary error reports. Our idea is to introduce an abstract GUI state (AGS), where we define structural relations to identify relevant GUI changes and ignore those that are unimportant from the user's point of view. In addition, we explore several strategies to address the GUI element identification problem in terms of AGS. This allows us to provide rich diagnostic information that help the user to better interpret changes. Based on the principles of golden master testing, we can support a fully-automated approach to visual testing by using the AGS. We have implemented our approach to visually test web pages and our experiments show that we are able to reliably detect GUI changes.

cs.SE↗

arXiv2020

Session-Based Recommender Systems for Action Selection in GUI Test Generation

Test generation at the graphical user interface (GUI) level has proven to be an effective method to reveal faults. When doing so, a test generator has to repeatably decide what action to execute given the current state of the system under test (SUT). This problem of action selection usually involves random choice, which is often referred to as monkey testing. Some approaches leverage other techniques to improve the overall effectiveness, but only a few try to create human-like actions---or even entire action sequences. We have built a novel session-based recommender system that can guide test generation. This allows us to mimic past user behavior, reaching states that require complex interactions. We present preliminary results from an empirical study, where we use GitHub as the SUT. These results show that recommender systems appear to be well-suited for action selection, and that the approach can significantly contribute to the improvement of GUI-based test generation.

cs.SE↗

arXiv2019

Hamiltonian structure of peakons as weak solutions for the modified Camassa-Holm equation

The modified Camassa-Holm (mCH) equation is a bi-Hamiltonian system possessing $N$-peakon weak solutions, for all $N\geq 1$, in the setting of an integral formulation which is used in analysis for studying local well-posedness, global existence, and wave breaking for non-peakon solutions. Unlike the original Camassa-Holm equation, the two Hamiltonians of the mCH equation do not reduce to conserved integrals (constants of motion) for $2$-peakon weak solutions. This perplexing situation is addressed here by finding an explicit conserved integral for $N$-peakon weak solutions for all $N\geq 2$. When $N$ is even, the conserved integral is shown to provide a Hamiltonian structure with the use of a natural Poisson bracket that arises from reduction of one of the Hamiltonian structures of the mCH equation. But when $N$ is odd, the Hamiltonian equations of motion arising from the conserved integral using this Poisson bracket are found to differ from the dynamical equations for the mCH $N$-peakon weak solutions. Moreover, the lack of conservation of the two Hamiltonians of the mCH equation when they are reduced to $2$-peakon weak solutions is shown to extend to $N$-peakon weak solutions for all $N\geq 2$. The connection between this loss of integrability structure and related work by Chang and Szmigielski on the Lax pair for the mCH equation is discussed.

nlin.SI↗

arXiv2018

Vine copula based post-processing of ensemble forecasts for temperature

Today weather forecasting is conducted using numerical weather prediction (NWP) models, consisting of a set of differential equations describing the dynamics of the atmosphere. The output of such NWP models are single deterministic forecasts of future atmospheric states. To assess uncertainty in NWP forecasts so-called forecast ensembles are utilized. They are generated by employing a NWP model for distinct variants. However, as forecast ensembles are not able to capture the full amount of uncertainty in an NWP model, they often exhibit biases and dispersion errors. Therefore it has become common practise to employ statistical post processing models which correct for biases and improve calibration. We propose a novel post processing approach based on D-vine copulas, representing the predictive distribution by its quantiles. These models allow for much more general dependence structures than the state-of-the-art EMOS model and is highly data adapted. Our D-vine quantile regression approach shows excellent predictive performance in comparative studies of temperature forecasts over Europe with different forecast horizons based on the 52-member ensemble of the European Centre for Medium-Range Weather Forecasting (ECMWF). Specifically for larger forecast horizons the method clearly improves over the benchmark EMOS model.

stat.AP↗

arXiv2018

Machine Learning and Evolutionary Computing for GUI-based Regression Testing

ReTest is a novel testing tool for Java applications with a graphical user interface (GUI), combining monkey testing and difference testing. Since this combination sidesteps the oracle problem, it enables the generation of GUI-based regression tests. ReTest makes use of evolutionary computing (EC), particularly a genetic algorithm (GA), to optimize these tests towards code coverage. While this is indeed a desirable goal in terms of software testing and potentially finds many bugs, it lacks one major ingredient: human behavior. Consequently, human testers often find the results less reasonable and difficult to interpret. This thesis proposes a new approach to improve the initial population of the GA with the aid of machine learning (ML), forming an ML-technique enhanced-EC (MLEC) algorithm. In order to do so, existing tests are exploited to extract information on how human testers use the given GUI. The obtained data is then utilized to train an artificial neural network (ANN), which ranks the available GUI actions respectively their underlying GUI components at runtime---reducing the gap between manually created and automatically generated regression tests. Although the approach is implemented on top of ReTest, it can be easily used to guide any form of monkey testing. The results show that with only little training data, the ANN is able to reach an accuracy of 82% and the resulting tests represent an improvement without reducing the overall code coverage and performance significantly.

cs.SE↗

arXiv2017

D-vine quantile regression with discrete variables

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed discrete-continuous data. Both of them generalize the continuous D-vine quantile regression, where the dependence between the response and the covariates is modeled by a parametric D-vine. D-vine quantile regression provides very flexible models, that enable accurate and fast predictions. Moreover, it automatically takes care of major issues of classical quantile regression, such as quantile crossing and interactions between the covariates. The first approach keeps the parametric estimation of the D-vines, but modifies the formulas to account for the discreteness. The second approach estimates the D-vine using continuous convolution to make the discrete variables continuous and then estimates the D-vine nonparametrically. A simulation study is presented examining for which scenarios the discrete-continuous D-vine quantile regression can provide superior prediction abilities. Lastly, the functionality of the two introduced methods is demonstrated by a real-world example predicting the number of bike rentals.

stat.ME↗

arXiv2017

Using model distances to investigate the simplifying assumption, model selection and truncation levels for vine copulas

Vine copulas are a useful statistical tool to describe the dependence structure between several random variables, especially when the number of variables is very large. When modeling data with vine copulas, one often is confronted with a set of candidate models out of which the best one is supposed to be selected. For example, this may arise in the context of non-simplified vine copulas, truncations of vines and other simplifications regarding pair-copula families or the vine structure. With the help of distance measures we develop a parametric bootstrap based testing procedure to decide between copulas from nested model classes. In addition we use distance measures to select among different candidate models. All commonly used distance measures, e.g. the Kullback-Leibler distance, suffer from the curse of dimensionality due to high-dimensional integrals. As a remedy for this problem, Killiches, Kraus and Czado (2017) propose several modifications of the Kullback-Leibler distance. We apply these distance measures to the above mentioned model selection problems and substantiate their usefulness.

stat.ME↗

arXiv2017

Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression

Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors. We identify vine copula based quantile regression as an eligible tool for conducting such stress tests as this method has good robustness properties, takes into account potential nonlinearities of conditional quantile functions and ensures that no quantile crossing effects occur. We illustrate its performance by a data set of sector specific PDs for the German economy. Empirical results are provided for a rough and a fine-grained industry sector classification scheme. Amongst others, we confirm that a stressed automobile industry has a severe impact on the German economy as a whole at different quantile levels whereas e.g., for a stressed financial sector the impact is rather moderate. Moreover, the vine copula based quantile regression approach is benchmarked against both classical linear quantile regression and expectile regression in order to illustrate its methodological effectiveness in the scenarios evaluated.

stat.AP↗

arXiv2017

Growing simplified vine copula trees: improving Dißmann's algorithm

Vine copulas are pair-copula constructions enabling multivariate dependence modeling in terms of bivariate building blocks. One of the main tasks of fitting a vine copula is the selection of a suitable tree structure. For this the prevalent method is a heuristic called Dißmann's algorithm. It sequentially constructs the vine's trees by maximizing dependence at each tree level, where dependence is measured in terms of absolute Kendall's $τ$. However, the algorithm disregards any implications of the tree structure on the simplifying assumption that is usually made for vine copulas to keep inference tractable. We develop two new algorithms that select tree structures focused on producing simplified vine copulas for which the simplifying assumption is violated as little as possible. For this we make use of a recently developed statistical test of the simplifying assumption. In a simulation study we show that our proposed methods outperform the benchmark given by Dißmann's algorithm by a great margin. Several real data applications emphasize their practical relevance.

stat.ME↗

arXiv2016

D-vine copula based quantile regression

Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on sequentially fitting a likelihood optimal D-vine copula to given data resulting in highly flexible models with easily extractable conditional quantiles. As a subclass of regular vine copulas, D-vines enable the modeling of multivariate copulas in terms of bivariate building blocks, a so-called pair-copula construction (PCC). The proposed algorithm works fast and accurate even in high dimensions and incorporates an automatic variable selection by maximizing the conditional log-likelihood. Further, typical issues of quantile regression such as quantile crossing or transformations, interactions and collinearity of variables are automatically taken care of. In a simulation study the improved accuracy and saved computational time of the approach in comparison with established quantile regression methods is highlighted. An extensive financial application to international credit default swap (CDS) data including stress testing and Value-at-Risk (VaR) prediction demonstrates the usefulness of the proposed method.

stat.ME↗

arXiv2016

Examination and visualisation of the simplifying assumption for vine copulas in three dimensions

Vine copulas are a highly flexible class of dependence models, which are based on the decomposition of the density into bivariate building blocks. For applications one usually makes the simplifying assumption that copulas of conditional distributions are independent of the variables on which they are conditioned. However this assumption has been criticised for being too restrictive. We examine both simplified and non-simplified vine copulas in three dimensions and investigate conceptual differences. We show and compare contour surfaces of three-dimensional vine copula models, which prove to be much more informative than the contour lines of the bivariate marginals. Our investigation shows that non-simplified vine copulas can exhibit arbitrarily irregular shapes, whereas simplified vine copulas appear to be smooth extrapolations of their bivariate margins to three dimensions. In addition to a variety of constructed examples, we also investigate a three-dimensional subset of the well-known uranium data set and visually detect that a non-simplified vine copula is necessary to capture its complex dependence structure.

stat.AP↗

arXiv2016

Model distances for vine copulas in high dimensions

Vine copulas are a flexible class of dependence models consisting of bivariate building blocks and have proven to be particularly useful in high dimensions. Classical model distance measures require multivariate integration and thus suffer from the curse of dimensionality. In this paper we provide numerically tractable methods to measure the distance between two vine copulas even in high dimensions. For this purpose, we consecutively develop three new distance measures based on the Kullback-Leibler distance, using the result that it can be expressed as the sum over expectations of KL distances between univariate conditional densities, which can be easily obtained for vine copulas. To reduce numerical calculations we approximate these expectations on adequately designed grids, outperforming Monte Carlo-integration with respect to computational time. In numerous examples and applications we illustrate the strengths and weaknesses of the developed distance measures.

stat.ME↗

arXiv2015

The three-component defocusing nonlinear Schrodinger equation with nonzero boundary conditions

We present a rigorous theory of the inverse scattering transform (IST) for the three-component defocusing nonlinear Schrodinger (NLS) equation with initial conditions approaching constant values with the same amplitude as $x\to\pm\infty$. The theory combines and extends to a problem with non-zero boundary conditions three fundamental ideas: (i) the tensor approach used by Beals, Deift and Tomei for $n$-th order scattering problems, (ii) the triangular decompositions of the scattering matrix used by Novikov, Manakov, Pitaevski and Zakharov for the $N$-wave interaction equations, and (iii) a generalization of the cross product via the Hodge star duality, which, to the best of our knowledge, is used in the context of the IST for the first time in this work. The combination of the first two ideas allows us to rigorously obtain a fundamental set of analytic eigenfunctions. The third idea allows us to establish the symmetries of the eigenfunctions and scattering data. The results are used to characterize the discrete spectrum and to obtain exact soliton solutions, which describe generalizations of the so-called dark-bright solitons of the two-component NLS equation.

nlin.SI↗