IDEAS home Printed from https://ideas.repec.org/a/spr/ijsaem/v14y2023i5d10.1007_s13198-023-01976-3.html
   My bibliography  Save this article

Time-dependent entropic analysis of software bugs

Author

Listed:
  • Kamlesh Kumar Raghuvanshi

    (Ramanujan College)

  • Arun Agarwal

    (Ramanujan College)

  • Amit Kumar Singh

    (Babasaheb Bhimrao Ambedkar University)

  • Khushboo Jain

    (University of Petroleum and Energy Studies)

Abstract

Software bug analysis and prediction is an important issues for making software successful in this competitive environment. This paper deals with a time-dependent measure of the amount of uncertainty of bug fluctuations in software systems. The time-dependent entropy method (TDEM) uses the sliding window concept where in each window entropy is computed. Shannon and Tsallis entropies are employed on the Bugzilla dataset from open-source Eclipse projects. The bug dataset is divided into several categories which include Automotive, Eclipse Project, IOT Modelling, etc. To characterize local uncertainties in bug fluctuations we make use of time-scaled decisions like budget allocations to debug and provide a better understanding to design an efficient bug-handling system. The graphs are plotted by employing time-dependent entropy on the selected datasets to get insights into the uncertainty of bug fluctuations. It is observed from the results that the entropy distribution of bugs is right skewed which better represents the extremes of the dataset rather than focusing solely on the average.

Suggested Citation

  • Kamlesh Kumar Raghuvanshi & Arun Agarwal & Amit Kumar Singh & Khushboo Jain, 2023. "Time-dependent entropic analysis of software bugs," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(5), pages 1718-1725, October.
    • Handle: RePEc:spr:ijsaem:v:14:y:2023:i:5:d:10.1007_s13198-023-01976-3
    DOI: 10.1007/s13198-023-01976-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13198-023-01976-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13198-023-01976-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Capurro, A. & Diambra, L. & Lorenzo, D. & Macadar, O. & Martin, M.T. & Mostaccio, C. & Plastino, A. & Rofman, E. & Torres, M.E. & Velluti, J., 1998. "Tsallis entropy and cortical dynamics: the analysis of EEG signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 257(1), pages 149-155.
    2. Ishizaki, Ryuji & Inoue, Masayoshi, 2018. "Time-series analysis of multiple foreign exchange rates using time-dependent pattern entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 967-974.
    3. Ishizaki, Ryuji & Inoue, Masayoshi, 2013. "Time-series analysis of foreign exchange rates using time-dependent pattern entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3344-3350.
    4. Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & de Oliveira, Wilson & Stosic, Tatijana, 2016. "Foreign exchange rate entropy evolution during financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 233-239.
    5. Tong, S. & Bezerianos, A. & Paul, J. & Zhu, Y. & Thakor, N., 2002. "Nonextensive entropy measure of EEG following brain injury from cardiac arrest," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 305(3), pages 619-628.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ryuji Ishizaki & Masayoshi Inoue, 2024. "Short-term Kullback–Leibler divergence analysis to extract unstable periods in financial time series," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 227-236, September.
    2. Nikola Gradojevic & Marko Caric, 2017. "Predicting Systemic Risk with Entropic Indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 16-25, January.
    3. Zunino, L. & Pérez, D.G. & Kowalski, A. & Martín, M.T. & Garavaglia, M. & Plastino, A. & Rosso, O.A., 2008. "Fractional Brownian motion, fractional Gaussian noise, and Tsallis permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(24), pages 6057-6068.
    4. Zavala-Díaz, J.C. & Pérez-Ortega, J. & Hernández-Aguilar, J.A. & Almanza-Ortega, N.N. & Martínez-Rebollar, A., 2020. "Short-term prediction of the closing price of financial series using a ϵ-machine model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    5. Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & de Oliveira, Wilson & Stosic, Tatijana, 2016. "Foreign exchange rate entropy evolution during financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 233-239.
    6. Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & Stosic, Tatijana, 2016. "Correlations of multiscale entropy in the FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 52-61.
    7. Deming Lin & Tianhui Gong & Wenbin Liu & Martin Meyer, 2020. "An entropy-based measure for the evolution of h index research," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(3), pages 2283-2298, December.
    8. Tahmasebi, S. & Longobardi, M. & Kazemi, M.R. & Alizadeh, M., 2020. "Cumulative Tsallis entropy for maximum ranked set sampling with unequal samples," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    9. sonia KOUKI, 2019. "Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 28-38, December.
    10. Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July.
    11. Gençay, Ramazan & Gradojevic, Nikola, 2010. "Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 270-282, March.
    12. Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019. "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series 2300, European Central Bank.
    13. sonia KOUKI, 2019. "Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 28-38, December.
    14. Thapliyal, Richa & Taneja, H.C. & Kumar, Vikas, 2015. "Characterization results based on non-additive entropy of order statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 297-303.
    15. Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017. "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, vol. 67(C), pages 476-495.
    16. Diniz-Maganini, Natalia & Rasheed, Abdul A. & Sheng, Hsia Hua, 2023. "Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
    17. Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank, 2020. "Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, ," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
    18. Lin, Deming & Liu, Wenbin & Guo, Yinxin & Meyer, Martin, 2021. "Using technological entropy to identify technology life cycle," Journal of Informetrics, Elsevier, vol. 15(2).
    19. Sashikanta Khuntia & J. K. Pattanayak, 2020. "Evolving Efficiency of Exchange Rate Movement: An Evidence from Indian Foreign Exchange Market," Global Business Review, International Management Institute, vol. 21(4), pages 956-969, August.
    20. Peng Jiang & Yi-Chung Hu & Ghi-Feng Yen, 2017. "Applying Grey Relational Analysis to Find Interactions between Manufacturing and Logistics Industries in Taiwan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 7(3), pages 1-2.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:ijsaem:v:14:y:2023:i:5:d:10.1007_s13198-023-01976-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.