11
Archived Theses
0
DOIs Assigned
0%
DOI Rate
Archived Theses
Actuarial techniques in social security insurance
Aktüeryal değerlendirme gelecek için öngörülmüş bazı ekonomik ve demografik varsayımlara dayanan özel bir finansal hesaplamadır. Bu değerlendirmenin amacı, gelecekte bir fonun üyeleri ve bağımlılarına yapılacak fayda ödemelerinin aktüeryal peşin değerinin bu fonun üyeleri ile işvereninin yaptığı katkıların aktüeryal peşin değeri ile karşılaştırılmasıdır. Bu varsayımlara göre herhangi bir t anında gelecekte yapılacak fayda ödemeleri ve idari masraflarının aktüeryal peşin değeri toplamı gelecekteki tüm katkıların aktüeryal peşin değeri ile fonun mevcut varlıklarının toplamından küçük olmalıdır. Aksi halde tüm varsayımlar gözden geçirilmeli ve gelecekteki katkılar arttırılmalı ve gelecekteki fayda ödemeleri düşürülmelidir. Bu tezin amacı, bir Türk bankası tarafından çalışanların sosyal güvenliği için kurulmuş özel bir fonun aktüeryal değerlendirmesinin yapılmasıdır. Bu aktüeryal değerlendirme vakfın mevcut senet hükümleri, üye yapısı ve ekonomik göstergelere göre toplam ve birim maliyet yöntemi kullanılarak yapılacaktır. Aktüeryal hesaplamalara baz teşkil edecek değişkenlerin belirlenebilmesi için öncelikle vakfın geçmiş dönemlerdeki faaliyetleri analiz edilmiş, daha sonra mevcut 2006 vakıf senedi hükümlerine göre durum tespiti yapılmıştır. Aktüeryal hesaplamalarda kullanılan sabit ve stokastik faiz oranı, enflasyon ve mortalite gibi önemli değişkenlerin belirlenmesinde Türkiye gerçeklerine uygun değerler seçilmekle birlikte, değişebilecek şartlara uyum sağlayan esnek bir bilgisayar programı hazırlanmıştır. Tezde vakfın gelecekteki tüm gelir ve giderlerinin, belirli varsayımlar altında, 2006 yılı itibariyle peşin değerleri hesaplanmış ve aradaki fark vakfın bilançolarında yer alan fon değerleriyle karşılaştırılmıştır.
On the construction of student groups in a problem based learning system through fuzzy logic considering various objectives
Fuzziness is a concept that was suggested in 1965 by Zadeh that has improved rapidly until today and that has a number of successful applications in many fields. The reason why it has such successful applications and it can be applied in many fields is that it allows expression and analysis of the problems we encounter in daily life more realistically and, thanks to this, it produces more realistic solutions to problems. Therefore, the concept of fuzziness and the theories suggested and the methods developed on this concept are gaining more and more importance day by day.The creation of suitable learning conditions for students is of great importance in the method of problem based learning system which has been continuing in the Department of Statistics at Dokuz Eylül University since 2001. The most important of these conditions is the suitable composition of student groups for the purposes of instruction. For instance, level-based student groups can be composed by dividing students according to their success levels or balanced student groups can be constituted by students of each success level taking place in each group in approximate equal numbers. In addition, student groups can also be constituted by choosing students completely randomly. However, it is quite important that student evaluation grades, which are the fundamental elements used in the group constitution strategies mentioned here, should also be determined suitably. Especially while carrying out such performance evaluations, the opinion formed about the student is both quite difficult to turn into numerical expressions and vary according to each instructor. Thus, there exists the requirement of a system in which the student performance evaluations will be carried out verbally in a more suitable way for human structure of thinking and in which numerical results will later be obtained by using this information.In this dissertation work, a student performance evaluation system and a student group assignment system have been developed by searching for a solution for the above-mentioned problems. Five distinct group assignment strategies have been introduced within the group assignment system. Borland C++ Builder 6.0 Software Development Kit (SDK) was used for the implementation of the mentioned methods with a view to provide a solution.
A study on six sigma applications for developing process performance
The importance of the performance of business processes for the success of organisations is undeniable. For surviving and being able to compete, organisations have to improve themselves by improving their business processes. This explains why process performance improvement is very popular and beneficial today. Therefore, it is used widely in organisations nowadays. There are many studies realised and published on this subject and many new studies are being performed.This thesis aims to integrate the techniques such as process qualification, fifth discipline, sustainability and six sigma, which are used in different points throughout process performance management, to examine the relationships between them and to investigate the possible contributions they may have on each other. In this manner, these techniques and methodologies will become more powerful by being used together and this will provide a more efficient performance management.The thesis shows the cause and effect relationship between process qualification and process performance. How an improvement obtained in process qualification causes an improvement in process performance is demonstrated by an application in an organisation working in automotive sector. Also, the model proposed for ensuring sustainability of realised improvements is given.
Hata türleri ve etkileri analizinde (FMEA) istatistiksel modeller
In any area and any time of everyday life, there are a services and these services affect directly life quality of people. Accordingly, giving service rightly at fist time and meeting expectations of people by giving this service are as important as giving service.Measuring service quality is more complex than evaluating quality of manufacturing products. The service that is given intangible and invisible, so service quality is a bit different subject.FMEA, is a systematic technique that has a goal of defining and preventing the errors before they occur in system, design, process and service subjects. This method, is used to define how the system can be developed to increase reliability and make free from errors.In this study, the service quality was measured on the passengers that use the lines of ESHOT General Directorate in Karşıyaka region by servqual technique, necessary statistical analysis were done, then a FMEA study example was applied.
İzmir'de ormancılığın etkin ve verimli bir şekilde geliştirilmesine yönelik bir karar destek sisteminin oluşturulması
Information systems and information technologies are very essential concepts of today?s information society. Spatial Information Systems and technologies of Geographical Information Systems (GIS), and Remote Sensing (RS) have become very important component of decision making in ecosystem management, natural resource management and other application areas. GIS provides resource managers with tools to use in understanding and analyzing a forest and allow decision-makers to visualize and integrate data better. As the forest planning process becomes increasingly complicated, there is a need for assisting forest planners with operative tools. The combined use of GIS and Operations Research (OR) give forest managers the chance to visualize solutions proposed by OR and to get a better understanding of the problem they confront.It is aimed to develop an effective and efficient decision support system for İzmir Forest Administration Chief Office by this thesis. For this reason, it is attempted to initiate steps of contemporary forest management by developing database based on digital maps. Prototype study that integrates GIS and OR is presented and in order to facilitate forest management decision process of directorates several analyses are done. These analyses can be summarized as, queries, location set covering problem (LSCP), spatial multi criteria decision analyses, road analyses, the shortest path analysis, clustering analysis, development of a new clustering algorithm and finally creation of a new menu in MapInfo. MapInfo, MapBasic, Vertical Mapper and IDRISI software packages are used for analyses.
Medical data mining by using MATLAB/SAS
Nowadays each individual and organization - business, family or institution can access a large quantity of data and information about itself and its environ¬ment. Information is scattered within different archive systems that are not connected with one another, producing an inefficient organ¬ization of the data. Two developments could help to overcome these problems. First, software and hardware continually, offer more power at lower cost, allowing organizations to collect and organize data in structures that give easier access and transfer. Second, methodological research, particularly in the field of computing and statistics, has recently led to the development of flexible and scalable procedures that can be used to analyze large data stores. These two developments have meant that data mining is rapidly spreading through many businesses as an important intelligence tool for backing up decisions.In this thesis data mining process has been expressed. Subjects obtained as how to process the data, which stages to migrate, which model would be available for the data. Statistical issues supporting data mining process has been analyzed. Then issue of how data mining in medical area which is one of the usage areas of data mining is obtained. Similarity between normal data mining process and medical data mining process has been analyzed. Problems faced in medical data mining process are obtained and methods to solve these problems are searched. Appliance is done on clustering and logistics regression, one of the statistical methods that support data mining. Clustering appliance is held on EEG data derived from the biophysics Program University of Dokuz Eylül. Appliance on logistics regressions has been made by data derived from patients of IVF department of the a private hospital. These appliances have been resulted as data mining is incredibly important in medical area and that is so beneficial in solution of the huge amounts.
ISO 9001: 2000 ile altı sigma'nın bütünleştirilmesi ve bir otomotiv şirketi uygulaması
Ülkeler arası sınırların ticari alanda kalktığı, müşteri potansiyelinin ve isteklerinin çok yüksek olduğu ve sürekli değişimin yaşandığı iş dünyasında organizasyonların varlıklarını sürdürebilmek için artık sadece üretim yapıp, pazarlaması yeterli olmamaktadır. Her işlev ve fonksiyonunda kendisini sürekli iyileştiren, yaptığıyla yetinmeyerek sürekli daha iyiyi arayan ve müşterilerinin istek, ihtiyaç ve beklentilerine değer veren, onları araştırıp, yaptığı ürünlere yansıtan organizasyonlar büyük rekabet avantajı sağlamaktadır.Bugünün organizasyonları çalışanlarıyla birlikte öğrenip, onların tam katılımından yararlanarak, eğitim, iletişim ve takım çalışmasına önem vermek-tedir. Sürekli iyileştirmenin gereğini anlayan organizasyonlar, birçok gelişim araç ve tekniğinden yararlanmaktadır. Dünyaca ünlü organizasyonların sağla-dığı büyük tasarruflar nedeniyle bu araç ve tekniklerden özellikle Altı Sigma ve Yalın Üretim dikkat çekmektedir.Bu tez kapsamında Altı Sigma, Yalın Üretim ve ISO 90001: 2000 Kalite Yönetim Sistemi incelendi. Bir kalite yönetim sistemiyle birlikte uygulandığında muazzam sonuçlar veren Altı Sigma ve Yalın Üretim'in, ISO 9001:2000 Kalite Yönetim Standardı ile nasıl bütünleştirileceği açıklanarak, bütünleştirilmiş bir standart hazırlandı. Bu bütünleşik standardın ana basamakları bir otomotiv şirketinde araştırılarak, bulgular açıklandı ve önerilerde bulunuldu.Anahtar Kelimeler: ISO 9001:2000 Kalite Yönetim Sistemi, Altı Sigma, Yalın Üretim, Yalın Altı Sigma, Sürekli İyileştirme.
Problem of omitted variable in regression model specification
In many non-experimental studies, the analyst may not have access to all relevant variables, and does not include these variables into the model and omits them. To omit some variables that affect the dependent variable from the model may cause omitted variables bias. In this thesis, it is aimed to investigate the omitted variable bias, its importance, reasons, and consequences and to research the methods for dealing with omitted variable bias and RESET test which is a method for detecting omitted variable(s).In this study, a simulation was performed by using the programs written in Minitab which is a statistical software package. Three types of populations with 1000 observations which varied depending on the correlations between the variables were generated and random samples were drawn from these populations. Though the true model had three independent variables, the models were estimated by omitting one and then two independent variables for each sample. 10,000 repetitions were generated for each of sample sizes. Therefore when correlations were changed and the number of omitted variables was increased, the effects of omitted variable bias were investigated. The amount of bias, the estimated coefficients, coefficients of determination and the adjusted coefficients of determination, standard deviations of the estimated coefficients were computed for every model and F statistics were also computed for applying RESET test and they were all compared for each population. Moreover, by increasing the sample size, it was investigated whether the effects of omitted variable bias were changed depending on sample size.Keywords: Regression analysis, model specification error, omitted variable bias, RESET test
Construction and analysis of clustering algorithms based on fuzzy relations and their applications to EEG data
In this work, fundamentally two algorithms have been proposed. The first one is the NRFJP (Noise-Robust FJP) algorithm which is a robust version of the known fuzzy neighborhood-based FJP (Fuzzy Joint Points) clustering algorithm. In the NRFJP algorithm each point for which certain eps1 fuzzy neighborhood cardinality is smaller than certain eps2 threshold is perceived as noise. Moreover, in case eps2 is zero, the sensitivity of the NRFJP through noises is turned off, consequently NRFJP Algorithm transforms into FJP algorithm.The second algorithm is the FN-DBSCAN (Fuzzy Neighborhood DBSCAN) algorithm which is a mixture of FJP and density-based DBSCAN (Density Based Spatial Clustering Applications with Noise) algorithms. In the study, the effects of fuzzy neighborhood relation in density-based clustering have been investigated. Besides being a more general algorithm, the FN-DBSCAN algorithm transforms into the DBSCAN algorithm when the crisp neighborhood function is used.The modified version of the FN-DBSCAN algorithm has been developed so as to apply cluster analysis to BIS data. As a result of the computational experiments, it has been observed that FN-DBSCAN based approach gives closer results to the expert?s opinion than the well-known FCM (Fuzzy c-means) clustering algorithm.The codes for the proposed algorithms, NRFJP, FN-DBSCAN and the modified version of FN-DBSCAN to analyze BIS data, have been developed in Borland C++ Builder SDK and they have been designed as an integrated software system.
The newsvendor problem for resalable products with conflicting objectives
Because of the developing marketing strategies, competition policies of enterprises are focused on meeting customer expectations at the highest level. In this context, the case that customers return the products they purchased for any reason is being increasingly common recently within the marketing strategies of several enterprises. For this requirement, determining the inventory policies by using newsvendor model for returned products is widely used in the literature.The newsvendor problem is one of the fundamental models in stochastic inventory theory. In this model, the order quantity which optimises the single period expected profit or cost function is calculated. Since the demand for some products is seasonal, inventory planning of this type of products is done for a single period. Different objectives have been developed to satisfy changing requirements, for newsvendor problem apart from the classical approach that optimizes the expected cost or profit function. Most frequently used alternative objectives can be explained as the order quantities that maximises target profit or the probability of exceeding expected profit.In this study, the newsvendor problem will be examined with respect to resalable returns and the optimal order quantity that maximises the probability of exceeding the expected profit will be searched. Later, the order quantity that balances the contradictory purposes, the order quantity that maximises the expected profit and the quantity amount that maximises the probability of exceeding the expected profit, will be researched. By simulated demand data, order policies are determined, and sensitivity analysis for model parameters as well as economical interpretations are presented.Key Words: The newsvendor problem, resalable returned products