IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v312y2022i1d10.1007_s10479-019-03170-w.html
   My bibliography  Save this article

Maintenance effort management based on double jump diffusion model for OSS project

Author

Listed:
  • Yoshinobu Tamura

    (Tokyo City University)

  • Shigeru Yamada

    (Tottori University)

Abstract

Many open source software (OSS) under various OSS projects are in action around the world. Considering the characteristics of OSS development and management projects, operation performance measures for OSS project management will take an irregular fluctuation in the long term of operation, because several developer and many users are closely related to the maintenance of OSS. Also, OSS projects will heavily depend the environment of internet network. This paper focuses on the irregular fluctuation of operation performance measures for OSS project management. We apply the double jump diffusion process models to the noisy cases in the operation of OSS. In particular, the maintenance effort is estimated by the stochastic differential equation model in terms of OSS project management. Moreover, we propose the method of maintenance effort management based on the double jump diffusion process model considering the irregular fluctuation of performance for OSS projects. Thereby, it will be helpful for the OSS developers and managers to understand the maintenance effort status of OSS from the standpoint of OSS project management. Also, we analyze actual data to show numerical examples of the proposed models with the characteristics considering noisy and jump of OSS projects.

Suggested Citation

  • Yoshinobu Tamura & Shigeru Yamada, 2022. "Maintenance effort management based on double jump diffusion model for OSS project," Annals of Operations Research, Springer, vol. 312(1), pages 411-426, May.
    • Handle: RePEc:spr:annopr:v:312:y:2022:i:1:d:10.1007_s10479-019-03170-w
    DOI: 10.1007/s10479-019-03170-w
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-019-03170-w
    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/s10479-019-03170-w?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 search for a different version of it.

    References listed on IDEAS

    as
    1. Yoshinobu Tamura & Shigeru Yamada, 2016. "Reliability computing and management considering the network traffic for a cloud computing," Annals of Operations Research, Springer, vol. 244(1), pages 163-176, September.
    2. Shigeru Yamada & Yoshinobu Tamura, 2016. "OSS Reliability Measurement and Assessment," Springer Series in Reliability Engineering, Springer, edition 1, number 978-3-319-31818-9, June.
    3. Merton, Robert C., 1976. "Option pricing when underlying stock returns are discontinuous," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 125-144.
    4. P.K. Kapur & Hoang Pham & A. Gupta & P.C. Jha, 2011. "Software Reliability Assessment with OR Applications," Springer Series in Reliability Engineering, Springer, number 978-0-85729-204-9, June.
    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. Yoshinobu Tamura & Shigeru Yamada, 2022. "Prototype of 3D Reliability Assessment Tool Based on Deep Learning for Edge OSS Computing," Mathematics, MDPI, vol. 10(9), pages 1-20, May.
    2. Ranjan Kumar & Subhash Kumar & Sanjay K. Tiwari, 2019. "A study of software reliability on big data open source software," 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. 10(2), pages 242-250, April.
    3. Yoshinobu Tamura & Ryota Ueki & Adarsh Anand & Shigeru Yamada, 2024. "Estimation and comparison of mean time between failures based on deep learning for OSS fault big data," 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. 15(8), pages 3596-3611, August.
    4. Subhashis Chatterjee & Ankur Shukla & Hoang Pham, 2019. "Modeling and analysis of software fault detectability and removability with time variant fault exposure ratio, fault removal efficiency, and change point," Journal of Risk and Reliability, , vol. 233(2), pages 246-256, April.
    5. Yoshinobu Tamura & Shoichiro Miyamoto & Lei Zhou & Adarsh Anand & P. K. Kapur & Shigeru Yamada, 2024. "OSS reliability assessment method based on deep learning and independent Wiener data preprocessing," 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. 15(6), pages 2668-2676, June.
    6. Shakshi Singhal & P. K. Kapur & Vivek Kumar & Saurabh Panwar, 2024. "Stochastic debugging based reliability growth models for Open Source Software project," Annals of Operations Research, Springer, vol. 340(1), pages 531-569, September.
    7. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Post-Print halshs-01442618, HAL.
    8. Peter Carr & Liuren Wu, 2014. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46.
    9. Kathrin Glau & Ricardo Pachon & Christian Potz, 2019. "Speed-up credit exposure calculations for pricing and risk management," Papers 1912.01280, arXiv.org.
    10. Pringles, Rolando & Olsina, Fernando & Penizzotto, Franco, 2020. "Valuation of defer and relocation options in photovoltaic generation investments by a stochastic simulation-based method," Renewable Energy, Elsevier, vol. 151(C), pages 846-864.
    11. Sandrine Lardic & Claire Gauthier, 2003. "Un modèle multifactoriel des spreads de crédit : estimation sur panels complets et incomplets," Économie et Prévision, Programme National Persée, vol. 159(3), pages 53-69.
    12. René Garcia & Richard Luger & Eric Renault, 2000. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers 2000-57, Center for Research in Economics and Statistics.
    13. Hongzhong Zhang, 2018. "Stochastic Drawdowns," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10078, December.
    14. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
    15. Chendi Ni & Yuying Li & Peter A. Forsyth, 2023. "Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment," Papers 2304.05297, arXiv.org, revised May 2023.
    16. José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2019. "A Volatility Smile-Based Uncertainty Index," Working Papers Series 502, Central Bank of Brazil, Research Department.
    17. Mancini, Cecilia, 2008. "Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 869-879, May.
    18. Bjork, Tomas, 2009. "Arbitrage Theory in Continuous Time," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742.
    19. Karl Friedrich Mina & Gerald H. L. Cheang & Carl Chiarella, 2015. "Approximate Hedging Of Options Under Jump-Diffusion Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-26.
    20. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.

    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:annopr:v:312:y:2022:i:1:d:10.1007_s10479-019-03170-w. 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.