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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.

Boolean Networks (BNs) are established models to qualitatively describe biological systems. The analysis of BNs might be infeasible for medium to large BNs due to the state-space explosion problem. We propose a novel reduction technique called \emph{Backward Boolean Equivalence} (BBE), which preserves some properties of interest of BNs. In particular, reduced BNs provide a compact representation by grouping variables that, if initialized equally, are always updated equally. The resulting reduced state space is a subset of the original one, restricted to identical initialization of grouped variables. The corresponding trajectories of the original BN can be exactly restored. We show the effectiveness of BBE by performing a large-scale validation on the whole GINsim BN repository. In selected cases, we show how our method enables analyses that would be otherwise intractable. Our method complements, and can be combined with, other reduction methods found in the literature.

We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial differential equations, a ubiquitous model of dynamical systems across science and engineering. The algorithm enjoys polynomial time complexity and complements classical partition-refinement approaches because: (a) it implements a local exploration of the system, possibly yielding equivalences that do not necessarily involve the inspection of the whole system of differential equations; (b) it can be enhanced by up-to techniques; and (c) it allows the specification of pairs which ought not to be included in the output. Using a prototype, these advantages are demonstrated on case studies from systems biology for applications to model reduction and comparison. Notably, we report four orders of magnitude smaller runtimes than partition-refinement approaches when disproving equivalences between Markov chains.

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms to inspect simulations and perform counterfactual analysis. Our approach: (i) is easy-to-use by the modeller, (ii) improves reproducibility of results, (iii) optimizes running time given the modeller's machine, (iv) automatically chooses the number of required simulations and simulation steps to reach user-specified statistical confidence, and (v) automates a variety of statistical tests. In particular, our techniques are designed to distinguish the transient dynamics of the model from its steady-state behaviour (if any), estimate properties in both 'phases', and provide indications on the (non-)ergodic nature of the simulated processes - which, in turn, allows one to gauge the reliability of a steady-state analysis. Estimates are equipped with statistical guarantees, allowing for robust comparisons across computational experiments. To demonstrate the effectiveness of our approach, we apply it to two models from the literature: a large-scale macro-financial ABM and a small scale prediction market model. Compared to prior analyses of these models, we obtain new insights and we are able to identify and fix some erroneous conclusions.

Domain-specific quantitative modeling and analysis approaches are fundamental in scenarios in which qualitative approaches are inappropriate or unfeasible. In this paper, we present a tool-supported approach to quantitative graph-based security risk modeling and analysis based on attack-defense trees. Our approach is based on QFLan, a successful domain-specific approach to support quantitative modeling and analysis of highly configurable systems, whose domain-specific components have been decoupled to facilitate the instantiation of the QFLan approach in the domain of graph-based security risk modeling and analysis. Our approach incorporates distinctive features from three popular kinds of attack trees, namely enhanced attack trees, capabilities-based attack trees and attack countermeasure trees, into the domain-specific modeling language. The result is a new framework, called RisQFLan, to support quantitative security risk modeling and analysis based on attack-defense diagrams. By offering either exact or statistical verification of probabilistic attack scenarios, RisQFLan constitutes a significant novel contribution to the existing toolsets in that domain. We validate our approach by highlighting the additional features offered by RisQFLan in three illustrative case studies from seminal approaches to graph-based security risk modeling analysis based on attack trees.

Motivation: Stochastic reaction networks are a widespread model to describe biological systems where the presence of noise is relevant, such as in cell regulatory processes. Unfortu-nately, in all but simplest models the resulting discrete state-space representation hinders analytical tractability and makes numerical simulations expensive. Reduction methods can lower complexity by computing model projections that preserve dynamics of interest to the user. Results: We present an exact lumping method for stochastic reaction networks with mass-action kinetics. It hinges on an equivalence relation between the species, resulting in a reduced network where the dynamics of each macro-species is stochastically equivalent to the sum of the original species in each equivalence class, for any choice of the initial state of the system. Furthermore, by an appropriate encoding of kinetic parameters as additional species, the method can establish equivalences that do not depend on specific values of the parameters. The method is supported by an efficient algorithm to compute the largest species equivalence, thus the maximal lumping. The effectiveness and scalability of our lumping technique, as well as the physical interpretability of resulting reductions, is demonstrated in several models of signaling pathways and epidemic processes on complex networks. Availability: The algorithms for species equivalence have been implemented in the software tool ERODE, freely available for download from https://www.erode.eu.

Stochastic reaction networks are a fundamental model to describe interactions between species where random fluctuations are relevant. The master equation provides the evolution of the probability distribution across the discrete state space consisting of vectors of population counts for each species. However, since its exact solution is often elusive, several analytical approximations have been proposed. The deterministic rate equation (DRE) gives a macroscopic approximation as a compact system of differential equations that estimate the average populations for each species, but it may be inaccurate in the case of nonlinear interaction dynamics. Here we propose finite state expansion (FSE), an analytical method mediating between the microscopic and the macroscopic interpretations of a stochastic reaction network by coupling the master equation dynamics of a chosen subset of the discrete state space with the mean population dynamics of the DRE. An algorithm translates a network into an expanded one where each discrete state is represented as a further distinct species. This translation exactly preserves the stochastic dynamics, but the DRE of the expanded network can be interpreted as a correction to the original one. The effectiveness of FSE is demonstrated in models that challenge state-of-the-art techniques due to intrinsic noise, multi-scale populations, and multi-stability., Comment: 33 pages, 9 figures

It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem for nonlinear ordinary differential equations (ODEs) with polynomial derivatives. We introduce approximate differential equivalence as a more permissive variant of a recently developed exact counterpart, allowing ODE variables to be related even when they are governed by nearby derivatives. We develop algorithms to (i) compute the largest approximate differential equivalence; (ii) construct an approximate quotient model from the original one via an appropriate parameter perturbation; and (iii) provide a formal certificate on the quality of the approximation as an error bound, computed as an over-approximation of the reachable set of the perturbed model. Finally, we apply approximate differential equivalences to study the effect of parametric tolerances in models of symmetric electric circuits., Comment: Accepted for publication at QEST 2018

This paper presents our approach to the quantitative modeling and analysis of highly (re)configurable systems, such as software product lines. Different combinations of the optional features of such a system give rise to combinatorially many individual system variants. We use a formal modeling language that allows us to model systems with probabilistic behavior, possibly subject to quantitative feature constraints, and able to dynamically install, remove or replace features. More precisely, our models are defined in the probabilistic feature-oriented language QFLAN, a rich domain specific language (DSL) for systems with variability defined in terms of features. QFLAN specifications are automatically encoded in terms of a process algebra whose operational behavior interacts with a store of constraints, and hence allows to separate system configuration from system behavior. The resulting probabilistic configurations and behavior converge seamlessly in a semantics based on discrete-time Markov chains, thus enabling quantitative analysis. Our analysis is based on statistical model checking techniques, which allow us to scale to larger models with respect to precise probabilistic analysis techniques. The analyses we can conduct range from the likelihood of specific behavior to the expected average cost, in terms of feature attributes, of specific system variants. Our approach is supported by a novel Eclipse-based tool which includes state-of-the-art DSL utilities for QFLAN based on the Xtext framework as well as analysis plug-ins to seamlessly run statistical model checking analyses. We provide a number of case studies that have driven and validated the development of our framework., Comment: major revision

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of effectively performing analyses. This has motivated a large body of research, across many disciplines, into abstraction techniques that provide smaller ODE systems while preserving the original dynamics in some appropriate sense. In this paper we give an overview of a recently proposed computer-science perspective to this problem, where ODE reduction is recast to finding an appropriate equivalence relation over ODE variables, akin to classical models of computation based on labelled transition systems., Comment: In Proceedings QAPL 2017, arXiv:1707.03668

In chemical reaction networks (CRNs) with stochastic semantics based on continuous-time Markov chains (CTMCs), the typically large populations of species cause combinatorially large state spaces. This makes the analysis very difficult in practice and represents the major bottleneck for the applicability of minimization techniques based, for instance, on lumpability. In this paper we present syntactic Markovian bisimulation (SMB), a notion of bisimulation developed in the Larsen-Skou style of probabilistic bisimulation, defined over the structure of a CRN rather than over its underlying CTMC. SMB identifies a lumpable partition of the CTMC state space a priori, in the sense that it is an equivalence relation over species implying that two CTMC states are lumpable when they are invariant with respect to the total population of species within the same equivalence class. We develop an efficient partition-refinement algorithm which computes the largest SMB of a CRN in polynomial time in the number of species and reactions. We also provide an algorithm for obtaining a quotient network from an SMB that induces the lumped CTMC directly, thus avoiding the generation of the state space of the original CRN altogether. In practice, we show that SMB allows significant reductions in a number of models from the literature. Finally, we study SMB with respect to the deterministic semantics of CRNs based on ordinary differential equations (ODEs), where each equation gives the time-course evolution of the concentration of a species. SMB implies forward CRN bisimulation, a recently developed behavioral notion of equivalence for the ODE semantics, in an analogous sense: it yields a smaller ODE system that keeps track of the sums of the solutions for equivalent species., Comment: Extended version (with proofs), of the corresponding paper published at KimFest 2017 (http://kimfest.cs.aau.dk/)

We present two quantitative behavioral equivalences over species of a chemical reaction network (CRN) with semantics based on ordinary differential equations. Forward CRN bisimulation identifies a partition where each equivalence class represents the exact sum of the concentrations of the species belonging to that class. Backward CRN bisimulation relates species that have the identical solutions at all time points when starting from the same initial conditions. Both notions can be checked using only CRN syntactical information, i.e., by inspection of the set of reactions. We provide a unified algorithm that computes the coarsest refinement up to our bisimulations in polynomial time. Further, we give algorithms to compute quotient CRNs induced by a bisimulation. As an application, we find significant reductions in a number of models of biological processes from the literature. In two cases we allow the analysis of benchmark models which would be otherwise intractable due to their memory requirements., Comment: Extended version of the CONCUR 2015 paper

We investigate the suitability of statistical model checking techniques for analysing quantitative properties of software product line models with probabilistic aspects. For this purpose, we enrich the feature-oriented language FLan with action rates, which specify the likelihood of exhibiting particular behaviour or of installing features at a specific moment or in a specific order. The enriched language (called PFLan) allows us to specify models of software product lines with probabilistic configurations and behaviour, e.g. by considering a PFLan semantics based on discrete-time Markov chains. The Maude implementation of PFLan is combined with the distributed statistical model checker MultiVeStA to perform quantitative analyses of a simple product line case study. The presented analyses include the likelihood of certain behaviour of interest (e.g. product malfunctioning) and the expected average cost of products., Comment: In Proceedings FMSPLE 2015, arXiv:1504.03014