TL;DR
This paper introduces a hybrid deep neural network approach for inferring state models of black-box systems using time series data, significantly improving change point detection and state classification accuracy over traditional methods.
Contribution
The paper presents a novel hybrid deep neural network architecture that effectively models non-linear correlations in multivariate time series for black-box system state inference.
Findings
Improves change point detection performance by up to 102%.
Achieves an average 90.45% F1 score in state classification.
Outperforms traditional methods in accuracy and robustness.
Abstract
Inferring behavior model of a running software system is quite useful for several automated software engineering tasks, such as program comprehension, anomaly detection, and testing. Most existing dynamic model inference techniques are white-box, i.e., they require source code to be instrumented to get run-time traces. However, in many systems, instrumenting the entire source code is not possible (e.g., when using black-box third-party libraries) or might be very costly. Unfortunately, most black-box techniques that detect states over time are either univariate, or make assumptions on the data distribution, or have limited power for learning over a long period of past behavior. To overcome the above issues, in this paper, we propose a hybrid deep neural network that accepts as input a set of time series, one per input/output signal of the system, and applies a set of convolutional and…
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