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Girdi modelleme

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2012
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Abstract (EN)

In this study input modeling is executed by using the most efficient statistical principles and a new input modeling tool, the Fit All function, is developed in the statistical computing environment R. Moreover a practical comparison between this function and commercial input modeling softwares such as the Arena Input Analyzer and EasyFit is made. The Fit All function automatically tries all distributions for the input data and recommends the most proper model to the user. Twenty-five continuous distributions are included to this function and the maximum likelihood method (MLE) is utilized to estimate the parameters for all these distributions. For model selection, Akaike's Information Criterion (AIC) is used which is a theoretically sound and popular criterion for model selection. To assess the goodness of fit for the best ftting distribution, the Chi-Square test is executed. If a proper fit can be found, this model is recommended to the user. Otherwise the empirical model is recommended. To compare the models recommended by the Fit All function, the Arena Input Analyzer and EasyFit; random samples from common distributions are generated. The results of the simulation study show that the Fit All function identifies the correct distribution clearly more successfully than the other softwares. This means that AIC performs much better than the other model selection procedures. Moreover the parameter estimates that are presented by the Fit All function are closer to the original parameters. This also shows that the MLE obtains high quality parameter estimates.

Author

Başak Pınar

How to Cite

Başak Pınar (Master Thesis). Girdi modelleme, 2012, Boğaziçi University.

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