Catalogue Search | MBRL
Search Results Heading
Explore the vast range of titles available.
MBRLSearchResults
-
DisciplineDiscipline
-
Is Peer ReviewedIs Peer Reviewed
-
Item TypeItem Type
-
SubjectSubject
-
YearFrom:-To:
-
More FiltersMore FiltersSourceLanguage
Done
Filters
Reset
12
result(s) for
"Yozgatlıgil, Ceylan"
Sort by:
Performance comparison of filtering methods on modelling and forecasting the total precipitation amount: a case study for Muğla in Turkey
by
Neslihanoglu, Serdar
,
Ünal, Ecem
,
Yozgatlıgil, Ceylan
in
Atmospheric models
,
Atmospheric water vapor
,
Autoregressive models
2021
Condensed water vapor in the atmosphere is observed as precipitation whenever moist air rises sufficiently enough to produce saturation, condensation, and the growth of precipitation particles. It is hard to measure the amount and concentration of total precipitation over time due to the changes in the amount of precipitation and the variability of climate. As a result of these, the modelling and forecasting of precipitation amount is challenging. For this reason, this study compares forecasting performances of different methods on monthly precipitation series with covariates including the temperature, relative humidity, and cloudiness of Muğla region, Turkey. To accomplish this, the performance of multiple linear regression, the state space model (SSM) via Kalman Filter, a hybrid model integrating the logistic regression and SSM models, the seasonal autoregressive integrated moving average (SARIMA), exponential smoothing with state space model (ETS), exponential smoothing state space model with Box-Cox transformation-ARMA errors-trend and seasonal components (TBATS), feed-forward neural network (NNETAR) and Prophet models are all compared. This comparison has yet to be undertaken in the literature. The empirical findings overwhelmingly support the SSM when modelling and forecasting the monthly total precipitation amount of the Muğla region, encouraging the time-varying coefficients extensions of the precipitation model.
Journal Article
Temporal clustering of time series via threshold autoregressive models: application to commodity prices
by
Iyigun, Cem
,
Aslan, Sipan
,
Ceylan Yozgatligil
in
Autoregressive models
,
Autoregressive processes
,
Clustering
2018
The primary aim in this study is grouping time series according to the similarity between their data generating mechanisms (DGMs) rather than comparing pattern similarities in the time series trajectories. The approximation to the DGM of each series is accomplished by fitting the linear autoregressive and the non-linear threshold autoregressive models, and outputs of the estimates are used for feature extraction. Threshold autoregressive models are recognized for their ability to represent nonlinear features in time series, such as abrupt changes, time-irreversibility and regime-shifting behavior. The proposed clustering approach is mainly based on feature vectors derived from above-mentioned models estimates. Through the use of the proposed approach, one can determine and monitor the set of co-moving time series variables across the time. The efficiency of the proposed approach is demonstrated through a simulation study and the results are compared with other proposed time series clustering methods. An illustration of the proposed clustering approach is given by application to several commodity prices. It is expected that the process of determining the commodity groups that are time-dependent will advance the current knowledge about temporal behavior and the dynamics of co-moving and coherent prices, and can serve as a basis for multivariate time series analyses. Furthermore, generating a time varying commodity prices index and sub-indexes can become possible. Findings suggested that clusters of the prices series have been affected with the global financial crisis in 2008 and the data generating mechanisms of prices and so the clusters of prices might not be the same across the entire time-period of the analysis.
Journal Article
AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL
by
Selcuk-Kestel, A. Sevtap
,
Oflaz, Zarina Nukeshtayeva
,
Yozgatligil, Ceylan
in
Actuarial science
,
Algorithms
,
Insurance policies
2019
In this paper, we propose an approach for modeling claim dependence, with the assumption that the claim numbers and the aggregate claim amounts are mutually and serially dependent through an underlying hidden state and can be characterized by a hidden finite state Markov chain using bivariate Hidden Markov Model (BHMM). We construct three different BHMMs, namely Poisson–Normal HMM, Poisson–Gamma HMM, and Negative Binomial–Gamma HMM, stemming from the most commonly used distributions in insurance studies. Expectation Maximization algorithm is implemented and for the maximization of the state-dependent part of log-likelihood of BHMMs, the estimates are derived analytically. To illustrate the proposed model, motor third-party liability claims in Istanbul, Turkey, are employed in the frame of Poisson–Normal HMM under a different number of states. In addition, we derive the forecast distribution, calculate state predictions, and determine the most likely sequence of states. The results indicate that the dependence under indirect factors can be captured in terms of different states, namely low, medium, and high states.
Journal Article
Investigations of motor performance with neuromodulation and exoskeleton using leader-follower modality: a tDCS study
2024
This study investigates how the combination of robot-mediated haptic interaction and cerebellar neuromodulation can improve task performance and promote motor skill development in healthy individuals using a robotic exoskeleton worn on the index finger. The authors propose a leader-follower type of mirror game where participants can follow a leader in a two-dimensional virtual reality environment while the exoskeleton tracks the index finger motion using an admittance filter. The game requires two primary learning phases: the initial phase focuses on mastering the pinching interface, while the second phase centers on predicting the leader’s movements. Cerebral transcranial direct current stimulation (tDCS) with anodal polarity is applied to the subjects during the game. It is shown that the subjects’ performance improves as they play the game. The combination of tDCS with finger exoskeleton significantly enhances task performance. Our research indicates that modulation of the cerebellum during the mirror game improves the motor skills of healthy individuals. The results also indicate potential uses for motor neurorehabilitation in hemiplegia patients.
Journal Article
Has the climate been changing in Turkey?
2016
In this study, the climate zones of Turkey were re-examined using different objective statistical tests based on the differences in the behaviour of meteorological variables, and a comparative analysis of 2 consecutive periods was performed statistically. The data consisted of total precipitation, and minimum, maximum and mean air temperature series recorded from 1950−2010 at 244 climatological/meteorological stations operated by the Turkish Meteorological Service. K-means and hierarchical clustering methods were applied separately to each variable to obtain surface air temperature and precipitation patterns in Turkey for the periods of 1950−1980 and 1981−2010. Paired-samples Student's t-test (paired t-test) and Pitman-Morgan (P-M) t-test were used to detect possible changes in the mean and variance of the series in the transition from one period to the other. The results of the analysis reveal that the climate characteristics of Turkey are generally similar for the temperature series under study. However, there are some changes in the existing geographical patterns of the climate regions. Statistical tests show that all 3 air temperature series increased after 1980. The major changes appeared in the precipitation regions of Turkey: there were significant changes in the continental central, central-west and central-east Anatolia regions, and in the continental north and eastern Anatolia region. It was also apparent that precipitation amounts increased in the northern and eastern regions of Turkey after 1980, but amounts decreased in the west, central and southern regions, most of which are generally characterized as having a dry summer subtropical Mediterranean climate.
Journal Article
Identifying Non-Adopter Consumer Segments
by
ADIGÜZEL, FERAY
,
ERKAN, B. BURÇAK BAŞBUĞ
,
KLEIJNEN, MIRELLA
in
Climbing
,
Companies
,
Disaster insurance
2019
In recent years, steadily climbing natural disaster losses have increased the need to promote new financial risk transfer mechanisms, including insurance, as a mitigation tool to build resilient communities to recover faster after disaster occurrence. However, while the societal need for such policies is high, demand for natural disaster insurance typically is still low. While there is ample research on positive adoption decisions, reasons for non-adoption has not yet received the attention it deserves. Using the case of earthquake insurance in Turkey, this study investigates how public policy makers and insurance companies can differentiate non-adopter segments and consequently develop targeted strategies to stimulate the uptake of disaster insurance. Our study develops a non-adopter typology consisting of four segments—state reliant positivist, dependers, adversaries, and uninformed loners. Differences among segments provide policy makers and insurance companies with meaningful insights to design and consequently introduce affordable natural disaster insurance to the market.
Journal Article
Comparison of missing value imputation methods in time series: the case of Turkish meteorological data
2013
This study aims to compare several imputation methods to complete the missing values of spatio–temporal meteorological time series. To this end, six imputation methods are assessed with respect to various criteria including accuracy, robustness, precision, and efficiency for artificially created missing data in monthly total precipitation and mean temperature series obtained from the Turkish State Meteorological Service. Of these methods, simple arithmetic average, normal ratio (NR), and NR weighted with correlations comprise the simple ones, whereas multilayer perceptron type neural network and multiple imputation strategy adopted by Monte Carlo Markov Chain based on expectation–maximization (EM-MCMC) are computationally intensive ones. In addition, we propose a modification on the EM-MCMC method. Besides using a conventional accuracy measure based on squared errors, we also suggest the correlation dimension (CD) technique of nonlinear dynamic time series analysis which takes spatio–temporal dependencies into account for evaluating imputation performances. Depending on the detailed graphical and quantitative analysis, it can be said that although computational methods, particularly EM-MCMC method, are computationally inefficient, they seem favorable for imputation of meteorological time series with respect to different missingness periods considering both measures and both series studied. To conclude, using the EM-MCMC algorithm for imputing missing values before conducting any statistical analyses of meteorological data will definitely decrease the amount of uncertainty and give more robust results. Moreover, the CD measure can be suggested for the performance evaluation of missing data imputation particularly with computational methods since it gives more precise results in meteorological time series.
Journal Article
Clustering current climate regions of Turkey by using a multivariate statistical method
2013
In this study, the hierarchical clustering technique, called Ward method, was applied for grouping common features of air temperature series, precipitation total and relative humidity series of 244 stations in Turkey. Results of clustering exhibited the impact of physical geographical features of Turkey, such as topography, orography, land–sea distribution and the high Anatolian peninsula on the geographical variability. Based on the monthly series of nine climatological observations recorded for the period of 1970–2010, 12 and 14 clusters of climate zones are determined. However, from the comparative analyses, it is decided that 14 clusters represent the climate of Turkey more realistically. These clusters are named as (1) Dry Summer Subtropical Semihumid Coastal Aegean Region; (2) Dry-Subhumid Mid-Western Anatolia Region; (3 and 4) Dry Summer Subtropical Humid Coastal Mediterranean region [(3) West coast Mediterranean and (4) Eastern Mediterranean sub-regions]; (5) Semihumid Eastern Marmara Transition Sub-region; (6) Dry Summer Subtropical Semihumid/Semiarid Continental Mediterranean region; (7) Semihumid Cold Continental Eastern Anatolia region; (8) Dry-subhumid/Semiarid Continental Central Anatolia Region; (9 and 10) Mid-latitude Humid Temperate Coastal Black Sea Region [(9) West Coast Black Sea and (10) East Coast Black Sea sub-regions]; (11) Semihumid Western Marmara Transition Sub-region; (12) Semihumid Continental Central to Eastern Anatolia Sub-region; (13) Rainy Summer Semihumid Cold Continental Northeastern Anatolia Sub-region; and (14) Semihumid Continental Mediterranean to Eastern Anatolia Transition Sub-region. We believe that this study can be considered as a reference for the other climate-related researches of Turkey, and can be useful for the detection of Turkish climate regions, which are obtained by a long-term time course dataset having many meteorological variables.
Journal Article
Incident Detection on Junctions Using Image Processing
2021
In traffic management, it is a very important issue to shorten the response time by detecting the incidents (accident, vehicle breakdown, an object falling on the road, etc.) and informing the corresponding personnel. In this study, an anomaly detection framework for road junctions is proposed. The final judgment is based on the trajectories followed by the vehicles. Trajectory information is provided by vehicle detection and tracking algorithms on visual data streamed from a fisheye camera. Deep learning algorithms are used for vehicle detection, and Kalman Filter is used for tracking. To observe the trajectories more accurately, the detected vehicle coordinates are transferred to the bird's eye view coordinates using the lens distortion model prediction algorithm. The system determines whether there is an abnormality in trajectories by comparing historical trajectory data and instantaneous incoming data. The proposed system has achieved 84.6% success in vehicle detection and 96.8% success in abnormality detection on synthetic data. The system also works with a 97.3% success rate in detecting abnormalities on real data.
Representation of Multiplicative Seasonal Vector Autoregressive Moving Average Models
by
Wei, William W. S.
,
Yozgatligil, Ceylan
in
Analytical forecasting
,
Autoregressive moving average
,
Estimating techniques
2009
Time series often contain observations of several variables and multivariate time series models are used to represent the relationship between these variables. There are many studies on vector autoregressive moving average (VARMA) models, but the representation of multiplicative seasonal VARMA models has not been seriously studied. In a multiplicative vector model, such as a seasonal VARMA model, the representation is not unique because of the noncommutative property of matrix multiplication. In this article, we carefully examine the consequences of different model representations on parameter estimation and forecasting through numerical illustrations, simulation, and the analysis of a housing starts and housing sales dataset.
Journal Article