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Parameter Estimation in Stochastic Differential Equations
Weber, Gerhard Wilhelm; TAYLAN, PAKİZE; Goerguelue, Z. -K.; Abd Rahman, H.; Bahar, A. (2008-09-12)
Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with thei...
A MULTI OBJECTIVE MODEL FOR OPTIMIZATION OF A GREEN SUPPLY CHAIN NETWORK
PAKSOY, TURAN; Ozceylan, Eren; Weber, Gerhard Wilhelm (2010-02-04)
This study develops a model of a closed-loop supply chain (CLSC) network which starts with the suppliers and recycles with the decomposition centers. As a traditional network design, we consider minimizing the all transpor...
A SYSTEM DYNAMICS MODEL TO STUDY THE IMPORTANCE OF INFRASTRUCTURE FACILITIES ON QUALITY OF PRIMARY EDUCATION SYSTEM IN DEVELOPING COUNTRIES
Pedamallu, Chandra Sekhar; Ozdamar, Linet; Weber, Gerhard Wilhelm; Kropat, Erik (2010-02-04)
The system dynamics approach is a holistic way of solving problems in real-time scenarios. This is a powerful methodology and computer simulation modeling technique for framing, analyzing, and discussing complex issues and...
Iterative methods for tomography problems: implementation to a cross-well tomography problem
Karadeniz, M. F.; Weber, Gerhard Wilhelm (2017-08-23)
The velocity distribution between two boreholes is reconstructed by cross-well tomography, which is commonly used in geology. In this paper, iterative methods, Kaczmarz's algorithm, algebraic reconstruction technique (ART)...
Multi-objective Aggregate Production Planning Model Considering Overtime and Outsourcing Options Under Fuzzy Seasonal Demand
Tirkolaee, Erfan Babaee; Goli, Alireza; Weber, Gerhard Wilhelm (2019-01-01)
This paper investigates a novel fuzzy multi-objective multi-period Aggregate Production Planning (APP) problem under seasonal demand. As two of the main real-world assumptions, the options of workforce overtime and outsour...
ROBUST CONIC GENERALIZED PARTIAL LINEAR MODELS USING RCMARS METHOD - A ROBUSTIFICATION OF CGPLM
Ozmen, Ayse; Weber, Gerhard Wilhelm (2012-08-08)
GPLM is a combination of two different regression models each of which is used to apply on different parts of the data set. It is also adequate to high dimensional, non-normal and nonlinear data sets having the flexibility...
Electricity Price Modelling for Turkey
Yildirim, Miray Hanim; Ozmen, Ayse; TÜRKER BAYRAK, ÖZLEM; Weber, Gerhard Wilhelm (2011-09-02)
This paper presents customized models to predict next-day's electricity price in short-term periods for Turkey's electricity market. Turkey's electricity market is evolving from a centralized approach to a competitive mark...
Chebyshev Spectral Collocation Method for Natural Convection Flow of a Micropolar Nanofluid in the Presence of a Magnetic Field
Türk, Önder (2016-01-01)
The two-dimensional, laminar, unsteady natural convection flow of a micropolar nanofluid (Al2O3-water) in a square enclosure under the influence of a magnetic field, is solved numerically using the Chebyshev spectral collo...
Incremental Reasoning on Strongly Distributed Multi-Agent Systems
Ravve, Elena V.; Volkovich, Zeev; Weber, Gerhard Wilhelm (2015-09-24)
We introduce the notion of strongly distributed multi-agent systems and present a uniform approach to incremental problem solving on them. The approach is based on the systematic use of two logical reduction techniques: Fe...
ON FOUNDATIONS OF PARAMETER ESTIMATION FOR GENERALIZED PARTIAL LINEAR MODELS WITH B-SPLINES AND CONTINUOUS OPTIMIZATION
TAYLAN, PAKİZE; Weber, Gerhard Wilhelm; Liu, Lian (2010-02-04)
Generalized linear models are widely-used statistical techniques. As an extension, generalized partial linear models utilize semiparametric methods and augment the usual parametric terms by a single nonparametric component...