Salih Celebioglu | Gazi University (original) (raw)

Uploads

Papers by Salih Celebioglu

Research paper thumbnail of Generating copulas by analytical means

Hacettepe University Bulletin of Natural Sciences and Engineering Series B Mathematics and Statistics, 1997

Research paper thumbnail of A Markov Chain Modelling Of The Earthquakes Occuring In Turkey

Gazi University Journal of Science

In this study, it is aimed to estimate seismic risk by Markov chain for Turkey, located between t... more In this study, it is aimed to estimate seismic risk by Markov chain for Turkey, located between the longitudes of 36°42N and the latitudes of 26°45E , using the earthquake data from the year 1901 to 2006. For this purpose, the most possible transition matrix was found by the maximum entropy principle and then the earthquakes in Turkey were tried to predict. Also, in a simulation study it was tested whether the prediction model is correct and some first passage time distributions are geometric. Besides, it was observed that for the earthquakes having magnitude M ≥ 4 and the time interval Δt = 0,07 year, the method yielded an 81,1% aftcast success rate for the entire catalog.

Research paper thumbnail of Türkiyede 1980-1985 dönemi bölgelerin il merkezi, ilçe merkezi ile bucak ve köyler bakımından daimî ikâmetgâha göre iç göçler

Research paper thumbnail of Markoviyen Optimal Durdurma Probleminin İyileştirilmesi ve İMKB'de Bir Uygulama

In this study, it is tried to find the most right sales time through using stock market close ind... more In this study, it is tried to find the most right sales time through using stock market close index values for 5110 sessions including ISE’s January 1997- April 2007 dates. A disadvantage of Markovian Optimal Stopping method that emerges in the low inflation environment is acting slowly in sales of share certificates; in other words, it highly decreases the transaction number. Beside the mean and median models which are used frequently with this technique, a new model called Beta-restricted is developed and with this model the disadvantages that emerge in low inflation environment is tried to be improved. In the 511 of 514 selling operations of mean and median models are also made with - restricted model in which it is seen that with 58 more processes, that is, approximately in the rate of 11,28% more processes was made and approximately in proportion to 10,61% increase in the yearly profit is realized. In one sense, this shows that - restricted model is better. On the other hand, i...

Research paper thumbnail of On an Extension of the Exponential and Weibull Distributions

Abstract: In this study, the Poisson distribution is used to add a new parameter to the exponenti... more Abstract: In this study, the Poisson distribution is used to add a new parameter to the exponential and Weibull distributions, and some results on survival distributions of the new extended distributions are given. Key words: Survival function, exponential, Weibull and Poisson distributions. Üstel ve Weibull Dağılımlarının Bir Genişletmesi Üzerine Özet: Bu çalışmada Poisson dağılımı, üstel ve Weibull dağılımlarına yeni bir parametre eklenmesi amacıyla kullanılmış ve yeni genişletilen dağılımların sağkalım fonksiyonuna ilişkin bazı sonuçlara yer verilmiştir. Anahtar kelimeler: Sağkalım fonksiyonu, üstel, Weibull ve Poisson dağılımları.

Research paper thumbnail of Arşimedyen Kapulalar ve Bir Uygulama

Özet: Arşimedyen kapulalar özellikle son yıllarda uygulamalarda sıklıkla kullanılmaya başlamıştır... more Özet: Arşimedyen kapulalar özellikle son yıllarda uygulamalarda sıklıkla kullanılmaya başlamıştır. Bu çalışmada bu kapulaların temel özellikleri, iki parametreli ve ikiden çok değişkenli aileleri ile birlikte bu alanda ortaya çıkan yeni gelişmelere değinilmiştir. Ayrıca iki örnek uygulamaya yer verilmiştir.

Research paper thumbnail of Sürekli Parametreli Sabit Nedensel Markov Zincirleri ve İç Göçe Uygulanışı

Research paper thumbnail of Joint Distribution of any Record Value and an Order Statistics

Let X 1 ,X 2 ,⋯,X n be a random sample drawn from an absolutely continuous distribution function ... more Let X 1 ,X 2 ,⋯,X n be a random sample drawn from an absolutely continuous distribution function F. Let X 1:n <X 2:n <⋯<X n:n be the order statistics and Y p , p≥1, be the record values of this random sample. The joint distribution of a record value Y p and an order statistic X r:n is given.

Research paper thumbnail of Seismic hazard assessment of Turkey by statistical approaches

TURKISH JOURNAL OF EARTH SCIENCES, 2014

ABSTRACT In this study, 2 probabilistic methods are presented for seismic hazard assessment in Tu... more ABSTRACT In this study, 2 probabilistic methods are presented for seismic hazard assessment in Turkey: Markov chains based on modeling the transition probabilities of states (related to the presence or absence of the earthquakes having magnitude M ≥ 4 during the time interval Δt = 0.07 years in each region of Turkey located between 36°N and 42°N and 26°E and 45°E), and the Poisson model, used for computing occurrence probability and recurrence periods of earthquakes. In particular, it should be stated that in this study, our purpose is not to compare the results obtained from these 2 methods. The main purpose is to show that earthquakes occurring in Turkey can be modeled successfully by both a Markov chain, in which we have a different zoning, and the Poisson model, which can determine seismic hazard.

Research paper thumbnail of SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics, 2002

C o m m u n .Fa c .S c i.U n iv .A n k .S e rie s A 1 Vo lu m e 5 6 , N u m b e r 1 , P a g e s 4... more C o m m u n .Fa c .S c i.U n iv .A n k .S e rie s A 1 Vo lu m e 5 6 , N u m b e r 1 , P a g e s 4 1 -5 4 (2 0 0 7 ) IS S N 1 3 0 3 -5 9 9 1 Abstract. Given a copula we target another copula and attempt to link them by using various two place functions. In this paper, we de…ne and study two of such functions, symmetry and complement functions.

Research paper thumbnail of Improving the discrimination power and weights dispersion in the data envelopment analysis

Computers & Operations Research, 2010

Data envelopment analysis (DEA) has been a very popular method for measuring and benchmarking rel... more Data envelopment analysis (DEA) has been a very popular method for measuring and benchmarking relative efficiency of peer decision making units (DMUs) with multiple input and outputs. Beside of its popularity, DEA has some drawbacks such as unrealistic input-output weights and lack of discrimination among efficient DMUs. In this study, two new models based on a multi-criteria data envelopment analysis (MCDEA) are developed to moderate the homogeneity of weights distribution by using goal programming (GP). These goal programming data envelopment analysis models, GPDEA-CCR and GPDEA-BCC, also improve the discrimination power of DEA.

Research paper thumbnail of A new method based on the dispersion of weights in data envelopment analysis

Computers & Industrial Engineering, 2008

One of the drawbacks of the data envelopment analysis (DEA) is the problem of lack of discriminat... more One of the drawbacks of the data envelopment analysis (DEA) is the problem of lack of discrimination among efficient decision making units (DMUs) and hence yielding many numbers of DMUs as efficient. The main purpose of this study is to overcome this inability. In the case in which the minimization of the coefficient of variation (CV) for input-output weights is added to the DEA model, more reasonable and more homogeneous input-output weights are obtained. For this new proposed model based on the CV it is observed that the number of efficient DMUs is reduced, improving the discrimination power. When this new approach is applied to two well-known examples in the literature, and a real-world data of OECD countries, it has been seen that the new model yielded a more balanced dispersion of input-output weights and reduced the number of efficient DMUs. In addition, the applicability of the new model is tested by a simulation study.

Research paper thumbnail of An experimental comparison of the new goal programming and the linear programming approaches in the two-group discriminant problems

Computers & Industrial Engineering, 2006

The aim of this article is to consider a new linear programming and two goal programming models f... more The aim of this article is to consider a new linear programming and two goal programming models for two-group classification problems. When these approaches are applied to the data of real life or of simulation, our proposed new models perform well both in separating the groups and the group-membership predictions of new objects. In discriminant analysis some linear programming models determine the attribute weights and the cut-off value in two steps, but our models determine simultaneously all of these values in one step. Moreover, the results of simulation experiments show that our proposed models outperform significantly than existing linear programming and statistical approaches in attaining higher average hit-ratios.

Research paper thumbnail of Generating copulas by analytical means

Hacettepe University Bulletin of Natural Sciences and Engineering Series B Mathematics and Statistics, 1997

Research paper thumbnail of A Markov Chain Modelling Of The Earthquakes Occuring In Turkey

Gazi University Journal of Science

In this study, it is aimed to estimate seismic risk by Markov chain for Turkey, located between t... more In this study, it is aimed to estimate seismic risk by Markov chain for Turkey, located between the longitudes of 36°42N and the latitudes of 26°45E , using the earthquake data from the year 1901 to 2006. For this purpose, the most possible transition matrix was found by the maximum entropy principle and then the earthquakes in Turkey were tried to predict. Also, in a simulation study it was tested whether the prediction model is correct and some first passage time distributions are geometric. Besides, it was observed that for the earthquakes having magnitude M ≥ 4 and the time interval Δt = 0,07 year, the method yielded an 81,1% aftcast success rate for the entire catalog.

Research paper thumbnail of Türkiyede 1980-1985 dönemi bölgelerin il merkezi, ilçe merkezi ile bucak ve köyler bakımından daimî ikâmetgâha göre iç göçler

Research paper thumbnail of Markoviyen Optimal Durdurma Probleminin İyileştirilmesi ve İMKB'de Bir Uygulama

In this study, it is tried to find the most right sales time through using stock market close ind... more In this study, it is tried to find the most right sales time through using stock market close index values for 5110 sessions including ISE’s January 1997- April 2007 dates. A disadvantage of Markovian Optimal Stopping method that emerges in the low inflation environment is acting slowly in sales of share certificates; in other words, it highly decreases the transaction number. Beside the mean and median models which are used frequently with this technique, a new model called Beta-restricted is developed and with this model the disadvantages that emerge in low inflation environment is tried to be improved. In the 511 of 514 selling operations of mean and median models are also made with - restricted model in which it is seen that with 58 more processes, that is, approximately in the rate of 11,28% more processes was made and approximately in proportion to 10,61% increase in the yearly profit is realized. In one sense, this shows that - restricted model is better. On the other hand, i...

Research paper thumbnail of On an Extension of the Exponential and Weibull Distributions

Abstract: In this study, the Poisson distribution is used to add a new parameter to the exponenti... more Abstract: In this study, the Poisson distribution is used to add a new parameter to the exponential and Weibull distributions, and some results on survival distributions of the new extended distributions are given. Key words: Survival function, exponential, Weibull and Poisson distributions. Üstel ve Weibull Dağılımlarının Bir Genişletmesi Üzerine Özet: Bu çalışmada Poisson dağılımı, üstel ve Weibull dağılımlarına yeni bir parametre eklenmesi amacıyla kullanılmış ve yeni genişletilen dağılımların sağkalım fonksiyonuna ilişkin bazı sonuçlara yer verilmiştir. Anahtar kelimeler: Sağkalım fonksiyonu, üstel, Weibull ve Poisson dağılımları.

Research paper thumbnail of Arşimedyen Kapulalar ve Bir Uygulama

Özet: Arşimedyen kapulalar özellikle son yıllarda uygulamalarda sıklıkla kullanılmaya başlamıştır... more Özet: Arşimedyen kapulalar özellikle son yıllarda uygulamalarda sıklıkla kullanılmaya başlamıştır. Bu çalışmada bu kapulaların temel özellikleri, iki parametreli ve ikiden çok değişkenli aileleri ile birlikte bu alanda ortaya çıkan yeni gelişmelere değinilmiştir. Ayrıca iki örnek uygulamaya yer verilmiştir.

Research paper thumbnail of Sürekli Parametreli Sabit Nedensel Markov Zincirleri ve İç Göçe Uygulanışı

Research paper thumbnail of Joint Distribution of any Record Value and an Order Statistics

Let X 1 ,X 2 ,⋯,X n be a random sample drawn from an absolutely continuous distribution function ... more Let X 1 ,X 2 ,⋯,X n be a random sample drawn from an absolutely continuous distribution function F. Let X 1:n <X 2:n <⋯<X n:n be the order statistics and Y p , p≥1, be the record values of this random sample. The joint distribution of a record value Y p and an order statistic X r:n is given.

Research paper thumbnail of Seismic hazard assessment of Turkey by statistical approaches

TURKISH JOURNAL OF EARTH SCIENCES, 2014

ABSTRACT In this study, 2 probabilistic methods are presented for seismic hazard assessment in Tu... more ABSTRACT In this study, 2 probabilistic methods are presented for seismic hazard assessment in Turkey: Markov chains based on modeling the transition probabilities of states (related to the presence or absence of the earthquakes having magnitude M ≥ 4 during the time interval Δt = 0.07 years in each region of Turkey located between 36°N and 42°N and 26°E and 45°E), and the Poisson model, used for computing occurrence probability and recurrence periods of earthquakes. In particular, it should be stated that in this study, our purpose is not to compare the results obtained from these 2 methods. The main purpose is to show that earthquakes occurring in Turkey can be modeled successfully by both a Markov chain, in which we have a different zoning, and the Poisson model, which can determine seismic hazard.

Research paper thumbnail of SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics, 2002

C o m m u n .Fa c .S c i.U n iv .A n k .S e rie s A 1 Vo lu m e 5 6 , N u m b e r 1 , P a g e s 4... more C o m m u n .Fa c .S c i.U n iv .A n k .S e rie s A 1 Vo lu m e 5 6 , N u m b e r 1 , P a g e s 4 1 -5 4 (2 0 0 7 ) IS S N 1 3 0 3 -5 9 9 1 Abstract. Given a copula we target another copula and attempt to link them by using various two place functions. In this paper, we de…ne and study two of such functions, symmetry and complement functions.

Research paper thumbnail of Improving the discrimination power and weights dispersion in the data envelopment analysis

Computers & Operations Research, 2010

Data envelopment analysis (DEA) has been a very popular method for measuring and benchmarking rel... more Data envelopment analysis (DEA) has been a very popular method for measuring and benchmarking relative efficiency of peer decision making units (DMUs) with multiple input and outputs. Beside of its popularity, DEA has some drawbacks such as unrealistic input-output weights and lack of discrimination among efficient DMUs. In this study, two new models based on a multi-criteria data envelopment analysis (MCDEA) are developed to moderate the homogeneity of weights distribution by using goal programming (GP). These goal programming data envelopment analysis models, GPDEA-CCR and GPDEA-BCC, also improve the discrimination power of DEA.

Research paper thumbnail of A new method based on the dispersion of weights in data envelopment analysis

Computers & Industrial Engineering, 2008

One of the drawbacks of the data envelopment analysis (DEA) is the problem of lack of discriminat... more One of the drawbacks of the data envelopment analysis (DEA) is the problem of lack of discrimination among efficient decision making units (DMUs) and hence yielding many numbers of DMUs as efficient. The main purpose of this study is to overcome this inability. In the case in which the minimization of the coefficient of variation (CV) for input-output weights is added to the DEA model, more reasonable and more homogeneous input-output weights are obtained. For this new proposed model based on the CV it is observed that the number of efficient DMUs is reduced, improving the discrimination power. When this new approach is applied to two well-known examples in the literature, and a real-world data of OECD countries, it has been seen that the new model yielded a more balanced dispersion of input-output weights and reduced the number of efficient DMUs. In addition, the applicability of the new model is tested by a simulation study.

Research paper thumbnail of An experimental comparison of the new goal programming and the linear programming approaches in the two-group discriminant problems

Computers & Industrial Engineering, 2006

The aim of this article is to consider a new linear programming and two goal programming models f... more The aim of this article is to consider a new linear programming and two goal programming models for two-group classification problems. When these approaches are applied to the data of real life or of simulation, our proposed new models perform well both in separating the groups and the group-membership predictions of new objects. In discriminant analysis some linear programming models determine the attribute weights and the cut-off value in two steps, but our models determine simultaneously all of these values in one step. Moreover, the results of simulation experiments show that our proposed models outperform significantly than existing linear programming and statistical approaches in attaining higher average hit-ratios.