Analysing the Predictive Accuracy of Software Reliability Models & Recalibrating to Improve Upon Predictions

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1 Slides to accompany CS777 discussion Analysing the Predictive Accuracy of Software Reliability Models & Recalibrating to Improve Upon Predictions NOTE: This material is drawn from Chapter 4 of Lyu & supplemented by the tutorial material of Prof Bev Littlewood & Pete Mellor (of CSR, City University, London) with the kind permission of Pete Mellor

2

3 Sample Data Set SYS1 Failure data set collected by John Musa of Bell Labs during operational testing of a command & control system [Musa 1979]. This is available online from Lyu s data directory of failure data samples (SYS1_DAT). Note that this data set depicts timebetween-failures data (i.e. time to failure & not failure count). The time unit is seconds & the set needs to be read left to right, line by line, down the page.

4 SYS1 Plotting Time Between Individual Failures t i inter-failure time, in seconds Failure number, i

5 SYS1 Plotting Cumulative Failure Over Time Cumulative number of failures How many failures have been seen Total execution time so far Total elapsed time, in seconds

6 SYS1 - Sequential Estimates of Current Reliability Plotting Median Time to Next Failure (1 Step-ahead prediction) Using 3 Models Jelinski-Moranda (JM) Estimated median time to next failure, in seconds Littlewood (LM) Littlewood-Verall (LV) Failure number, i

7 Is the Truth Out There?

8 Crude Way to Judge Whether Median Plots are Reasonable

9 50% Above? 50% Below? t i inter-failure time, in seconds Estimated median time to next failure, in seconds Failure number

10 Are 50:50 Odds Good Enough?

11 SYS1-20 Step-ahead Predictions JM 3000 Estimated median median time to next failure, in seconds i Failure number, i LV LV (as in previous 1-step ahead prediction)

12 Yesterday s Weather

13 Methods to Analyse Predictive Accuracy (1 Step-ahead) At stage i, we have prediction of the distribution of time to next failure, F^ i (t) We want this to be close to the unknown true distribution, F i (t) Observe what actually happens, t i Repeat for many i in a time period Sequence of (F ^ i (t), t i ) tells us about accuracy of predictions T i

14 The u-plot For each prediction, calculate: ^ u i = F i (t i ) Observation Prediction u-plot is sample distribution function of the u i s Tells us about what happens on average

15 How to Draw a u-plot 1 KS distance For n u i s step size is 1/(n+1) (here n=9) Here u 6 =0.14, u 1 =0.21, etc 0 u 6 u 1 u 7 u 4 u 9 u 5 u 3 u 2 u 8 u i values 1

16 SYS1 u-plots for 3 Models Jelinski-Moranda (JM) Littlewood (LM) 1-step ahead predictions, 100 plots Below line of unit slope pessimistic predictions Littlewood-Verall (LV) Above line of unit slope optimistic predictions KS distance

17 True Probability Density Function Probability distribution of T i over values it may assume f(t)>=0 for all t; f(t)dt=1 - true f ( t ) i t

18 Hypothetical Predictions from 2 Models versus Truth If prediction system B is consistently less accurate than prediction system A, the actual values will tend to appear less likely according to B than according to A Prediction A Prediction B

19 Prequential Likelihood To compare several competing sets of predictions on the same data source Select the one which has given the globally most accurate predictions Detect consistent bias & inappropriate noise in a prediction system

20 Prequential Likelihood Function Problem: estimating true cdf F i (t) of T i, on the basis of the observed t 1, t 2,...t i-1 Apply prediction system A to a sequence i=m through i=n After some time from each prediction you observe actual t i The prequential likelihood function for i=n these predictions is PL = ˆ i=m f i (t i )

21 Prequential Likelihood Ratio (PLR) To compare with a second prediction system, B Compute B s predictions, PL function for same sequence Consider prequential likelihood ratio: If ratio consistently increases with added predictions, then A is more accurate than B PL PL A B

22 SYS1 Log(PLR) with JM as Reference Model 10 PL LM /PL JM log(plr) 5 PL LV /PL JM 0 PL JM /PL JM Failure number, i

23 Towards Recalibration

24 Musa s SS3 Data Set See Lyu s data directory of failure data samples (SS3_DAT) execution times in minutes of a telephone switch in early operational use

25 SS3 Plotting Time Between Individual Failures inter-failure time failure number Failure number, i

26 Time to Next Failure 1 Step-ahead Median Prediction for 8 Models LNHPP (JM, LM, DU similar) MO GO MODELS Estimated median time to next failure LV KL Failure number, i 100 successive estimates of current reliability

27 SS3 - u-plots for the 8 Models LV & KL consistently pessimistic predictions

28 SS3 Log(PLR) with Duane as Reference Model log(plr) PL KL /PL DU PL LV /PL DU e 60 - huge & very much better! PL DU /PL DU Failure number, i All other 5 models in agreement here

29 SS3 - Recalibrated Models, Medians Estimated median time to next failure LV KL LNHPP (JM, LM, MO, GO similar) DU Failure number, i

30 SS3 - Recalibrated Models, u-plot

31 SS3 Log(PLR) Recalibrated Model versus Raw Model PL DU /PL DU log(plr) PL KL /PL KL PL LV /PL LV Failure number, i

32 SS3 Log(PLR) Recalibrated Models Compared with Duane as Reference 6 LNHPP (LM, MO JM, GO similar) 0 GO* JM* MO* LNHPP* DU* KL* -6 Log(PLR) LV* Failure number, i

33 Reading Chapter 4 of the Lyu text accompanies the material from this session New Ways to Get Accurate Software Reliability Measures, Sarah Brocklehurst and Bev Littlewood (see website) Recalibrating Software Reliability Models, Sarah Brocklehurst et al. (see website) Read over these to get a feel for the process (not the math!)

34 Future You will be required to install a tool that implements a number of the SRG models and supports the techniques described here it will perform calculations and draw graphs for you I will direct you to a data set to import and explore with this tool I will expect an analysis from you of your findings, along the lines of that described in these slides We will look at a tool next time so ensure you are ok with the general idea first, so do the reading!

B.H. Far

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