Approach of Separately Applying Unit Testing to AspectJ Program

A unit testing approach for AspectJ programs is proposed to separately test aspect units which have their own states. In the approach, aspects under test are converted to classes before execution of unit testing. In the conversion process, the context information passed through pointcut is transformed into advices, then the advices are converted to class member methods, and conflicts in the conversion result, if any, are resolved finally. The unit testing process consists of generating test cases, executing test cases and checking results.

Architecture and Methodology of Unit Testing Embedding Pair-Wise Mode for Small Team

In this paper, the new organization for unit testing embedding pair-wise mode is proposed with the core thought focused on the cooperation of programmer and tester by “cross-testing”. The typical content of unit testing for the new organizing mode should have three aspects, including self-checking, cross-testing and independent-testing. For cross-testing, executing “pair-wise” mode, mainly tackles data testing, function testing and state testing, which function testing must be done by details and state testing must be considered for completeness. With the specializing of independent-testing, it should be taken as more rigid testing without arbitrariness. Consequently, strategy and measure are addressed for data testing focusing on boundary testing and function/state testing. And organizing method of procedure and key points of tackling unit testing are investigated for the new organizing mode. In order to assess the validity of our study and approach, a series of actual examples are demonstrated for GUI software. The result indicates that the execution of unit testing for the new organizing mode is effective and applicable.

Test Case Prioritization in Unit and Integration Testing:A Shuffled-Frog-Leaping Approach

Both unit and integration testing are incredibly crucial for almost any software application because each of them operates a distinct process to examine the product.Due to resource constraints,when software is subjected to modifications,the drastic increase in the count of test cases forces the testers to opt for a test optimization strategy.One such strategy is test case prioritization(TCP).Existing works have propounded various methodologies that re-order the system-level test cases intending to boost either the fault detection capabilities or the coverage efficacy at the earliest.Nonetheless,singularity in objective functions and the lack of dissimilitude among the re-ordered test sequences have degraded the cogency of their approaches.Considering such gaps and scenarios when the meteoric and continuous updations in the software make the intensive unit and integration testing process more fragile,this study has introduced a memetics-inspired methodology for TCP.The proposed structure is first embedded with diverse parameters,and then traditional steps of the shuffled-frog-leaping approach(SFLA)are followed to prioritize the test cases at unit and integration levels.On 5 standard test functions,a comparative analysis is conducted between the established algorithms and the proposed approach,where the latter enhances the coverage rate and fault detection of re-ordered test sets.Investigation results related to the mean average percentage of fault detection(APFD)confirmed that the proposed approach exceeds the memetic,basic multi-walk,PSO,and optimized multi-walk by 21.7%,13.99%,12.24%,and 11.51%,respectively.

基于iOS开发的自动化单元测试研究与运用

Xcode是苹果开发的集成开发环境,用于创建macOS、iOS、watchOS和tvOS应用程序。主要介绍了其中的单元测试集成工具,即Unit Testing Bundle单元测试和UI Testing Bundle单元测试。Unit Testing Bundle单元测试可以帮助开发人员验证和确保应用程序中各个模块的功能和逻辑的正确性,通过编写测试代码来对特定模块进行测试,并检查其预期行为是否符合预期。通过运行Unit Testing Bundle,可以快速地发现和解决潜在问题,提高应用程序的质量和可靠性。UI Testing Bundle单元测试是UI用户界面交互单元测试工具,用于编写和执行UI自动化测试。通过模拟用户操作和验证应用程序行为,开发人员可以确保应用程序的用户界面在各种情况下的预期交互。UI Testing Bundle是一个强大而全面的工具,有助于开发人员提高应用程序的稳定性和用户体验。

Characterizing the Urban Temperature Trend Using Seasonal Unit Root Analysis:Hong Kong from 1970 to 2015

This paper explores urban temperature in Hong Kong using long-term time series. In particular, the characterization of the urban temperature trend was investigated using the seasonal unit root analysis of monthly mean air temperature data over the period January 1970 to December 2013. The seasonal unit root test makes it possible to determine the stochastic trend of monthly temperatures using an autoregressive model. The test results showed that mean air temperature has increased by 0.169~ C （10 yr） - 1 over the past four decades. The model of monthly temperature obtained from the seasonal unit root analysis was able to explain 95.9% of the variance in the measured monthly data -- much higher than the variance explained by the ordinary least-squares model using annual mean air temperature data and other studies alike. The model accurately predicted monthly mean air temperatures between January 2014 and December 2015 with a root-mean-square percentage error of 4.2%. The correlation between the predicted and the measured monthly mean air temperatures was 0.989. By analyzing the monthly air temperatures recorded at an urban site and a rural site, it was found that the urban heat island effect led to the urban site being on average 0.865~C warmer than the rural site over the past two decades. Besides, the results of correlation analysis showed that the increase in annual mean air temperature was significantly associated with the increase in population, gross domestic product, urban land use, and energy use, with the R2 values ranging from 0.37 to 0.43.

Is There Hysteresis in Unemployment in OECD Countries？ Evidence From Panel Unit Root Test With Structural Breaks

This study tests the hysteresis hypothesis of unemployment in fifteen OECD countries by using panel unit root tests which allow for structural breaks. We apply annual unemployment rates covering 1985-2008 periods. We test whether unemployment rates are stationary by using second generation tests which allow cross section dependency among series and panel unit root test based on structural break advanced by Carrion-i-Silvestre, Barrio-Castro and Lopez-Bazo （2005）. We find series as a stationary process with structural breaks according to Carrion-i Silvestre et al. （2005） test, while we find series as unit root process with second generation panel unit root test. According to the Carrion-i Silvestre et al. （2005） test, we find the evidence of absence of hysteresis in analyzed countries. As a result, temporary shocks have temporary effects on unemployment instead of permanent effect. Structural factors can affect the natural rate of unemployment and, therefore, unemployment would be stationary around a process that is subject to structural breaks. So, there still exists a unique natural rate of unemployment to which the economy eventually will converge.

The Classification to Stationary Process of Tidal Motion Observed at the Time of Kuroshio’s Meandering

The tide level displays information about the state of the sea current and the tidal motion. The tide level of the southern coast of Japan Island is affected strongly by Kuroshio Current flowing in the western part of North Pacific Ocean. When Kuroshio takes the straight path and flow along the Japan Islands, the tide level increases, and it is calculated from two tide level data observed at Kushimoto and Uragami in the southern part of Kii Peninsula. In contrast, the tide level decreases at the time when Kuroshio leaves from the Japan Islands. In this paper, the hourly tidal data are analyzed using the Autocorrelation Function (ACF) and the Mutual Information (MI) and the phase trajectories at first. We classify the results into 5 types of tidal motion. Each categorized type is investigated and characterized precisely using the mean tide level and the unit root test (ADF test) next. The frequency of the type having unstable tidal motion increases when the Kuroshio Current is non-meandering or in a transition state or the tide level is high, and the type shows a non-stationary process. On the other hand, when the Kuroshio Current meanders, the tidal motion tends to take a periodical and stable state and the motion is a stationary process. Though it is not frequent, we also discover a type of stationary and irregular tidal motion.

The impact of bank lending on Palestine economic growth:an econometric analysis of time series data

Banking is an essential sector of Palestine’s economy.More credits provided by banks are considered to have a positive impact on economic growth so that the overall objective of this study is to examine the impact of bank lending on economic growth in Palestine.The study employs the Augmented Dickey-Fuller to test for stationarity in the time series,The Johansen co-integration,Vector Autoregressive Model and Vector Error Correction Model are employed to identify the long-run and short-run dynamics among the variables,and Granger causality test in order to determine the direction of causality.The study finds that a long run relationship exists among the variables and insignificant short run relationship.Also,the study findings show that there is unidirectional causality and runs from GDP to bank lending.The insignificant contribution of bank lending to GDP is attributed to the fact that banks are not highly interested in lending to the production sector of the economy due to the high level of risk.However,the primary empirical evidence reveals that bank lending doesn’t cause economic growth,but economic growth causes bank lending.

The ASEAN experience of the purchasing power parity theory

We used panel data analysis to evaluate the relative purchasing power parity(PPP)hypothesis of the ten ASEAN member countries between 1973 and 2015.We incorporated the cross-sectionally augmented panel unit root test as proposed by Pesaran(J Appl Econ 22:265-312,2007).For panel cointegration analysis,we employed the four error-correction-based Westerlund(Oxf Bull Econ Stat 69:709-748,2007)panel cointegration tests.The Westerlund(Oxf Bull Econ Stat 69:709-748,2007)tests are general enough to permit a large degree of heterogeneity,both in the long-run cointegrating relationship and in the short-run dynamics,and dependence within as well as across the cross-sectional units.To check the robustness of the results,we further estimated the cointegration test excluding Indonesia and Brunei.The findings support our initial results.Further,all the results overwhelmingly support the relative PPP hypothesis.Consequently,the monetary authority would be able to implement a self-regulating monetary policy.It would also be able to control the exchange rates.

Empirical Approach for Planning and Designing Constant Stress Accelerated Life Tests

Accelerated life testing(ALT)has been widely used to obtain information about the product's life characteristics at normal conditions in a relatively short period of time.Two key issues with ALT are test design and data analysis.The test design of constant stress ALT was studied in this paper.The test design usually combines engineering experiences with optimization models.Such approaches are hard to be implemented by practitioners.A"pure"empirical approach was presented to address this issue.With the proposed approach,some of the decision variables are determined based on the results from the literature,some of the other variables are determined based on engineering analysis and /or judgment,and the remaining variables are determined based on the empirical relations developed in this paper.A real-world example is included to illustrate the appropriateness of the proposed approach.

Impact of Inflation, Dollar Exchange Rate and Interest Rate on Red Meat Production in Turkey： Vector Autoregressive （VAR） Analysis

In this study, impact of inflation （WPI--Wholesale Price Index）, exchange rate, and interest rate on the production of red meat in Turkey was examined using the vector autoregressive （VAR） model. The model consisting of variables of dollar exchange rate, inflation rate, interest rate, beef, buffalo meat, mutton, and goat meat production amounts has been estimated for the period from 1981 to 2014. It has been detected that there is a tie among the dollar exchange rate, inflation rate, interest rate, and the amount of red meat production in Turkey. In order to determine the direction of this relation, Granger causality test was conducted. A one-way causal relation has been observed between： the goat meat production and dollar exchange rate; the buffalo meat production and the mutton production; and the beef production and the mutton production. To interpret VAR model, the impulse response function and variance decomposition analysis was used. As a result of variance decomposition, it has been detected that explanatory power of changes in the variance of dollar exchange rate, inflation rate, and interest rate in goat meat production amount is more than explanatory power of changes in the variances of mutton, beef, and buffalo meat variables.

Problems Existed in Applications of Cointegration Theory in China

Although the Cointegration Theory was founded by the C.W.J Granger and other economists in the 1980s, it was not widely used in China until C.W.J Granger was awarded with Nobel Prize in 2003. Since then, a lot of economic papers introducing or applying Cointegration Theory have emerged, but the phenomenon of misuse of this theory possibly arose at the same time. Based on some of these papers obtained from web site （www.cnki.net）, this paper explores the applications of Cointegration Theory in China and draws some initial conclusions. Most of these applications are reasonable, but some of them are a bit blindfold or even contradictory in conclusions, which indicates that the overall application quality has a large room to get improved and should be paid more attention by academe.

The weak form market efficiency investigation of American, European and Asian stock markets

This paper investigates the empirical validity of the Weak Form Efficient Market Hypothesis for American, European and Asian stock markets. Random Walk Hypothesis is used to prove weak form efficiency in American, European and Asian stock indices. ADF and PP Unit Root Tests have been used to test unit root in time series of daily data of American, European and Asian stock indices. Results show that sample of stock markets are weak-form efficient in terms of the Random Walk Hypothesis.

Relationship between the price of green tea and black tea of the world’s major tea countries

Black tea and green tea are the most important tea in the world.In this paper we analyze the relationship of the world green price and black tea price.The results show that:in the world tea markets,the world black tea price and the world green tea price have no co-integration,independent of the curve segmentation.In the major green tea countries,there are co-integration relationships between China and Japan,China and Brazil,Japan and Brazil,while Vietnam has a first-order stationary sequence.In the major black tea countries,Sri Lanka and India have no co-integration,Sri Lanka and Indonesia no co-integration,India and Indonesia no co-integration,Sri Lanka and Kenya have co-integration,India and Kenya have co-integration,Kenya and Indonesia have co-integration.

A Unit Root Test for an AR(1)Process with AR Errors by Using Random Weighted Bootstrap

A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.

Research on Prediction of the Scale of OTC Drug Market in China Based on Quantitative Analysis

Objective To analyze the scale of domestic OTC drug market and its influencing factors,so as to predict its future market and provide a scientific basis for pharmaceutical enterprises to grasp the opportunities in the market.Methods The scale of OTC drug market from 1999 to 2018 in China and its influencing factors were analyzed by unit root test,Granger causality test and co-integration test.Results and Conclusion From the perspective of the global pharmaceutical market,OTC drug market has broad prospects and great development potential.Since the influence of GDP and the number of elderly populations on the scale of OTC drug market is positive,the predicted growth rate of OTC market in the next three years is 5.82%,5.86%and 5.90%,respectively.

A novel approach of testability modeling and analysis for PHM systems based on failure evolution mechanism

Prognostics and health management （PHM） significantly improves system availability and reliability, and reduces the cost of system operations. Design for testability （DFT） developed concurrently with system design is an important way to improve PHM capability. Testability modeling and analysis are the foundation of DFT. This paper proposes a novel approach of testability modeling and analysis based on failure evolution mechanisms. At the component level, the fault progression-related information of each unit under test （UUT） in a system is obtained by means of failure modes, evolution mechanisms, effects and criticality analysis （FMEMECA）, and then the failure-symptom dependency can be generated. At the system level, the dynamic attributes of UUTs are assigned by using the bond graph methodology, and then the symptom-test dependency can be obtained by means of the functional flow method. Based on the failure-symptom and symptom-test dependencies, testability analysis for PHM systems can be realized. A shunt motor is used to verify the application of the approach proposed in this paper. Experimental results show that this approach is able to be applied to testability modeling and analysis for PHM systems very well, and the analysis results can provide a guide for engineers to design for testability in order to improve PHM performance.

THE LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES WITH APPLICATIONS TO AUTOREGRESSION MODELS

This paper studies the autoregression models of order one, in a general time series setting that allows for weakly dependent innovations. Let {Xt} be a linear process defined by Xt =∑k=0^∞ψ kεt-k, where {ψk, k ≥ 0} is a sequence of real numbers and {εk, k = 0, ±1, ±2,...} is a sequence of random variables. Two results are proved in this paper. In the first result, assuming that {εk, k ≥ 1} is a sequence of asymptotically linear negative quadrant dependent （ALNQD） random variables, the authors find the limiting distributions of the least squares estimator and the associated regression t statistic. It is interesting that the limiting distributions are similar to the one found in earlier work under the assumption of i.i.d, innovations. In the second result the authors prove that the least squares estimator is not a strong consistency estimator of the autoregressive parameter a when {εk, k ≥ 1} is a sequence of negatively associated （NA） random variables, and ψ0 = 1, ψk = 0, k ≥ 1.