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We present a novel, simple and widely applicable semi-supervised procedure for anomaly detection in industrial and IoT environments, SAnD (Simple Anomaly Detection). SAnD comprises 5 steps, each leveraging well-known statistical tools, namely; smoothing filters, variance inflation factors, the Mahalanobis distance, threshold selection algorithms and feature importance techniques. To our knowledge, SAnD is the first procedure that integrates these tools to identify anomalies and help decipher their putative causes. We show how each step contributes to tackling technical challenges that practitioners face when detecting anomalies in industrial contexts, where signals can be highly multicollinear, have unknown distributions, and intertwine short-lived noise with the long(er)-lived actual anomalies. The development of SAnD was motivated by a concrete case study from our industrial partner, which we use here to show its effectiveness. We also evaluate the performance of SAnD by comparing it with a selection of semi-supervised methods on public datasets from the literature on anomaly detection. We conclude that SAnD is effective, broadly applicable, and outperforms existing approaches in both anomaly detection and runtime.

We propose a novel methodology for validating software product line (PL) models by integrating Statistical Model Checking (SMC) with Process Mining (PM). Our approach focuses on the feature-oriented language QFLan in the PL engineering domain, allowing modeling of PLs with rich cross-tree and quantitative constraints, as well as aspects of dynamic PLs like staged configurations. This richness leads to models with infinite state-space, requiring simulation-based analysis techniques like SMC. For instance, we illustrate with a running example involving infinite state space. SMC involves generating samples of system dynamics to estimate properties such as event probabilities or expected values. On the other hand, PM uses data-driven techniques on execution logs to identify and reason about the underlying execution process. In this paper, we propose, for the first time, applying PM techniques to SMC simulations' byproducts to enhance the utility of SMC analyses. Typically, when SMC results are unexpected, modelers must determine whether they stem from actual system characteristics or model bugs in a black-box manner. We improve on this by using PM to provide a white-box perspective on the observed system dynamics. Samples from SMC are fed into PM tools, producing a compact graphical representation of observed dynamics. The mined PM model is then transformed into a QFLan model, accessible to PL engineers. Using two well-known PL models, we demonstrate the effectiveness and scalability of our methodology in pinpointing issues and suggesting fixes. Additionally, we show its generality by applying it to the security domain., Comment: Pre-print Special Issue on Managing Variability in Complex Software-Intensive Systems of the Journal of Systems and Software

Positive systems naturally arise in situations where the model tracks physical quantities. Although the linear case is well understood, analysis and controller design for nonlinear positive systems remain challenging. Model reduction methods can help tame this problem. Here we propose a notion of model reduction for a class of positive bilinear systems with (bounded) matrix and exogenous controls. Our reduction, called proper positive lumping, aggregates the original system such that states of the corresponding reduced model represent non-negative linear combinations of original state variables. We prove a characterization result showing that the reductions by proper positive lumping are exactly those preserving the optimality of a suitable class of value functions. Moreover, we provide an efficient polynomial-time algorithm for the computation of the minimal lumping. We numerically evaluate our approach by applying it to a number of benchmark case studies.

The ability to control complex networks is of crucial importance across a wide range of applications in natural and engineering sciences. However, issues of both theoretical and numerical nature introduce fundamental limitations to controlling large-scale networks. In this paper, we cope with this problem by introducing a coarse-graining algorithm. It leads to an aggregated network which satisfies control equivalence, i.e., such that the optimal control values for the original network can be exactly recovered from those of the aggregated one. The algorithm is based on a partition refinement method originally devised for systems of ordinary differential equations, here extended and applied to linear dynamics on complex networks. Using a number of benchmarks from the literature we show considerable reductions across a variety of networks from biology, ecology, engineering, and social sciences.

Across many disciplines, chemical reaction networks (CRNs) are an established population model defined as a system of coupled nonlinear ordinary differential equations. In many applications, for example, in systems biology and epidemiology, CRN parameters such as the kinetic reaction rates can be used as control inputs to steer the system toward a given target. Unfortunately, the resulting optimal control problem is nonlinear, therefore, computationally very challenging. We address this issue by introducing an optimality-preserving reduction algorithm for CRNs. The algorithm partitions the original state variables into a reduced set of macro-variables for which one can define a reduced optimal control problem from which one can exactly recover the solution of the original control problem. Notably, the reduction algorithm runs with polynomial time complexity in the size of the CRN. We use this result to reduce reachability and control problems of large-scale protein-interaction networks and vaccination models with hundreds of thousands of state variables.

Quantitative notions of bisimulation are well-known tools for the minimization of dynamical models such as Markov chains and ordinary differential equations (ODEs). In \emph{forward bisimulations}, each state in the quotient model represents an equivalence class and the dynamical evolution gives the overall sum of its members in the original model. Here we introduce generalized forward bisimulation (GFB) for dynamical systems over commutative monoids and develop a partition refinement algorithm to compute the coarsest one. When the monoid is $(\mathbb{R}, +)$, we recover probabilistic bisimulation for Markov chains and more recent forward bisimulations for nonlinear ODEs. Using $(\mathbb{R}, \cdot)$ we get nonlinear reductions for discrete-time dynamical systems and ODEs where each variable in the quotient model represents the product of original variables in the equivalence class. When the domain is a finite set such as the Booleans $\mathbb{B}$, we can apply GFB to Boolean networks (BN), a widely used dynamical model in computational biology. Using a prototype implementation of our minimization algorithm for GFB, we find disjunction- and conjunction-preserving reductions on 60 BN from two well-known repositories, and demonstrate the obtained analysis speed-ups. We also provide the biological interpretation of the reduction obtained for two selected BN, and we show how GFB enables the analysis of a large one that could not be analyzed otherwise. Using a randomized version of our algorithm we find product-preserving (therefore non-linear) reductions on 21 dynamical weighted networks from the literature that could not be handled by the exact algorithm., Comment: Accepted at Thirty-Eighth Annual ACM/IEEE Symposium on Logic in Computer Science (LICS), 2023

Decentralised Finance (DeFi) applications constitute an entire financial ecosystem deployed on blockchains. Such applications are based on complex protocols and incentive mechanisms whose financial safety is hard to determine. Besides, their adoption is rapidly growing, hence imperilling an increasingly higher amount of assets. Therefore, accurate formalisation and verification of DeFi applications is essential to assess their safety. We have developed a tool for the formal analysis of one of the most widespread DeFi applications: Lending Pools (LP). This was achieved by leveraging an existing formal model for LPs, the Maude verification environment and the MultiVeStA statistical analyser. The tool supports several analyses including reachability analysis, LTL model checking and statistical model checking. In this paper we show how the tool can be used to analyse several parameters of LPs that are fundamental to assess and predict their behaviour. In particular, we use statistical analysis to search for threshold and reward parameters that minimize the risk of unrecoverable loans.