Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

A framework and tool support for the systematic testing of model-based specifications

Formal specifications can precisely and unambiguously define the required behavior of a software system or component. However, formal specifications are complex artifacts that need to be verified to ensure that they are consistent, complete, and validated against the requirements. Specification testing or animation tools exist to assist with this by allowing the specifier to interpret or execute the specification. However, currently little is known about how to do this effectively. This article presents a framework and tool support for the systematic testing of formal, model-based specifications. Several important generic properties that should be satisfied by model-based specifications are first identified. Following the idea of mutation analysis, we then use variants or mutants of the specification to check that these properties are satisfied. The framework also allows the specifier to test application-specific properties. All properties are tested for a range of states that are defined by the tester in the form of a testgraph, which is a directed graph that partially models the states and transitions of the specification being tested. Tool support is provided for the generation of the mutants, for automatically traversing the testgraph and executing the test cases, and for reporting any errors. The framework is demonstrated on a small specification and its application to three larger specifications is discussed. Experience indicates that the framework can be used effectively to test small to medium-sized specifications and that it can reveal a significant number of problems in these specifications.

Uma abordagem dirigida a modelo para a geração de casos de teste baseada na detecção de cenários implícitos

Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Ciência da Computação, 2015.

A model of specification-based testing of interactive systems

In this paper we present a model of specification-based testing of interactive systems. This model provides the basis for a framework to guide such testing. Interactive systems are traditionally decomposed into a functionality component and a user interface component; this distinction is termed dialogue separation and is the underlying basis for conceptual and architectural models of such systems. Correctness involves both proper behaviour of the user interface and proper computation by the underlying functionality. Specification-based testing is one method used to increase confidence in correctness, but it has had limited application to interactive system development to date.

A framework for specification-based testing

Test templates and a test template framework are introduced as useful concepts in specification-based testing. The framework can be defined using any model-based specification notation and used to derive tests from model-based specifications-in this paper, it is demonstrated using the Z notation. The framework formally defines test data sets and their relation to the operations in a specification and to other test data sets, providing structure to the testing process. Flexibility is preserved, so that many testing strategies can be used. Important application areas of the framework are discussed, including refinement of test data, regression testing, and test oracles.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Panel index VAR models: Specification, Estimation, Testing and Leading Indicators

This paper proposes a method to conduct inference in panel VAR models with cross unit interdependencies and time variations in the coefficients. The approach can be used to obtain multi-unit forecasts and leading indicators and to conduct policy analysis in a multiunit setups. The framework of analysis is Bayesian and MCMC methods are used to estimate the posterior distribution of the features of interest. The model is reparametrized to resemble an observable index model and specification searches are discussed. As an example, we construct leading indicators for inflation and GDP growth in the Euro area using G-7 information.

On the specification and testing of inverters for stand-alone PV systems

Inverter features are reviewed from a PV systems perspective, with a view to contributing to possible codes, procurement specifications and testing procedures, in order to assure the technical quality of these systems. A laboratory testing campaign has been carried out on a representative set of sixteen currently available inverters and a set of the most common AC appliances. The results of the tests are discussed with the aim of divulging the particular features of operating AC appliances in PV systems and the provisions to be taken into account in PV system design. The development of testing procedures has followed the motto ?keep it as simple as possible?, in order to make their application easier in conventional laboratories in developing countries.

LED bulb lamps technical specification and testing procedure for solar home systems.

With the consolidation of the new solid state lighting LEOs devices, te5t1n9 the compliance 01 lamps based on this technology lor Solar Home Systems (SHS) have been analyzed. The definition of the laboratory procedures to be used with final products 15 a necessary step in arder to be able to assure the quality of the lamps prior to be installed [1]. As well as with CFL technology. particular attention has been given to simplicity and technical affordability in arder to facilitate the implementation of the test with basie and simple laboratory too15 even on the same SHS electrification program locations. The block of test procedures has been applied to a set of 14 low-cost lamps. They apply to lamp resistance, reliability and performance under normal, extreme and abnormal operating conditions as a simple but complete quality meter tool 01 any LEO bulb.

LED bulbs technical specification and testing procedure for solar home systems

The definition of technical specifications and the corresponding laboratory procedures are necessary steps in order to assure the quality of the devices prior to be installed in Solar Home Systems (SHS). To clarify and unify criteria a European project supported the development of the Universal Technical Standard for Solar Home Systems (UTSfSHS). Its principles were to generate simple and affordable technical requirements to be optimized in order to facilitate the implementation of tests with basic and simple laboratory tools even on the same SHS electrification program countries. These requirements cover the main aspects of this type of installations and its lighting chapter was developed based on the most used technology at that time: fluorescent tubes and CFLs. However, with the consolidation of the new LED solid state lighting devices, particular attention is being given to this matter and new procedures are required. In this work we develop a complete set of technical specifications and test procedures that have been designed within the frame of the UTSfSHS, based on an intense review of the scientific and technical publications related to LED lighting and their practical application. They apply to lamp reliability, performance and safety under normal, extreme and abnormal operating conditions as a simple but complete quality meter tool for any LED bulb.

Epoxy thermoplastic pavement marking material : specification and testing.

Mode of access: Internet.

A case study in specification and implementation testing

Achieving consistency between a specification and its implementation is an important part of software development In previous work, we have presented a method and tool support for testing a formal specification using animation and then verifying an implementation of that specification. The method is based on a testgraph, which provides a partial model of the application under test. The testgraph is used in combination with an animator to generate test sequences for testing the formal specification. The same testgraph is used during testing to execute those same sequences on the implementation and to ensure that the implementation conforms to the specification. So far, the method and its tool support have been applied to software components that can be accessed through an application programmer interface (API). In this paper, we use an industrially-based case study to discuss the problems associated with applying the method to a software system with a graphical user interface (GUI). In particular, the lack of a standardised interface, as well as controllability and observability problems, make it difficult to automate the testing of the implementation. The method can still be applied, but the amount of testing that can be carried on the implementation is limited by the manual effort involved.

Supporting the software testing process through specification animation

Achieving consistency between a specification and its implementation is an important part of software development. In this paper, we present a method for generating passive test oracles that act as self-checking implementations. The implementation is verified using an animation tool to check that the behavior of the implementation matches the behavior of the specification. We discuss how to integrate this method into a framework developed for systematically animating specifications, which means a tester can significantly reduce testing time and effort by reusing work products from the animation. One such work product is a testgraph: a directed graph that partially models the states and transitions of the specification. Testgraphs are used to generate sequences for animation, and during testing, to execute these same sequences on the implementation.

Testing the link specification in binary choice models. A semiparametric approach.

Doutoramento em Matemática.