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Tam metin erişim sistemlerinde kelime tabanlı sıkıştırma
ABSTRACT WORD-BASED COMPRESSION IN FULL-TEXT RETRIEVAL SYSTEMS Ali Ay dm Selçuk M.S. in Industrial Engineering Supervisor: Prof. M. Akif Eyler May, 1995 Large space requirement of a full-text retrieval system can be reduced sig nificantly by data compression. In this study, the problem of compressing the main text of a full-text retrieval system is addressed and performance of several coding techniques for compressing the text database is compared. Experiments show that statistical techniques, such as arithmetic coding and Huffman cod ing, give the best compression among the implemented; and using a semi-static word-based model, the space needed to store English text is less than one third of the original requirement. Key words: Full-text retrieval, Data compression. Text compression, Word- based model m
Birim zamandaki karı maksimuma ulaştıran eşbütünleşme bazlı eşli alım-satım metodu
Pairs Trading is a modest but persistent statistical arbitrage strategy. It is based on identifying a pair of stocks whose prices are driven by the same economic forces, and trade according to the spread between their prices. In this thesis, we study on a pairs trading method which maximizes the profit per unit time. We identify the pairs using cointegration analysis and build the method using Markov Chains. After constructing the method, we examine its performance on both simulated and real data. We use banking stocks from Istanbul Stock Exchange as real data. Keywords: Pairs Trading, Cointegration, Time Series Analysis, Markov Chain.
Mikro ölçekli cep frezeleme işlemlerinin modellenmesi ve eniyilemesi
Manufacturing of micro scale parts and components made from materials having complex three dimensional surfaces are used in today's high value added products. These components are commonly used in biomedical and consumer electronics industries and for such applications, fabrication of micro parts at a low cost without sacrificing quality is a challenge. Micro mechanical milling is a viable technique which can be used to produce micro parts, however the existing knowledge base on micro milling is limited compared to macro scale machining operations. The subject of this thesis is micro scale pocket milling operations used in micro mold making which are used in micro plastic injection in mass production polymer micro parts. Modeling of pocket milling while machining of basic pocket shapes are considered first. The developed milling model is then extended to more complex mold shapes. Minimum total production time is used as the objective to solve single pass, multi pass, and multi tool problems. Case studies are presented for each problem type considering the practical issues in micro milling. A software has been developed to optimize machining parameters and it is shown that the developed pocket milling optimization model can successfully be used in process planning studies.
Yaka tipi ve çoklu varlıklı vadesiz amerikan hisse senedi opsiyonlarının kesikli zamanda doğrusal programlama ile en iyi kullanım değerlerinin belirlenmesi
An American option is an option that entitles the holder to buy or sell an asset at a pre-determined price at any time within the period of the option contract. A perpetual American option does not have an expiration date. In this study, we solve the optimal stopping problem of a perpetual American stock option from optimization point of view using linear programming duality under the assumption that underlying's price follows a discrete time and discrete state Markov process. We formulate the problem with an infinite dimensional linear program and obtain an optimal stopping strategy showing the set of stock-prices for which the option should be exercised. We show that the optimal strategy is to exercise the option when the stock price hits a special critical value. We consider the problem under the following stock price movement scenario: We use a Markov chain model with absorption at zero, where at each step the stock price moves up by ∆x with probability p, and moves down by ∆x with probability q and does not change with probability 1 − (p + q). We examine two special type of exotic options. In the first case, we propose a closed form formula when the option is collar type. In the second case we study multiple type options, that are written on multiple assets, and characterize the exercise region for different multiple type options.
Kontrol edilebilir işlem süreleriyle makine çizelgelemede maliyet/zaman ilişkileri
Processing time controllability is a critical aspect in scheduling decisionssince most of the scheduling practice in industry allows controlling processingtimes. A very well known example is the computer numerically controlled (CNC)machines in flexible manufacturing systems. Selected processing times for agiven set of jobs determine the manufacturing cost of the jobs and stronglyaffect their scheduling performance. Hence, when making processing time andscheduling decisions at the same time, one must consider both the manufacturingcost and the scheduling performance objectives.In this thesis, we have studiedsuch bicriteria scheduling problems in various scheduling environmentsincludingsingle, parallel and non-identical parallel machine environments. We haveincluded some regular scheduling performance measures such as total weightedcompletion time and makespan. We have considered the convexmanufacturing cost function of CNC turning operation.We have provided alternative methods to find efficient solutions in eachproblem. We have particularly focused on the single objective problems to getefficient solutions, called the $\epsilon$-constraintapproach. We have provided efficientformulations for the problems and shown useful properties which led us todevelop fast heuristics to generate set of efficient solutions.In this thesis, taking another point of view, we have also studied a conicquadratic reformulation of a machine-job assignment problem with controllableprocessing times. We have considered a convex compression cost function foreach job and solved a profit maximization problem. The convexity of costfunctions is a major source of difficulty in finding optimal integer solutionsin this problem, but our strengthened conic reformulation has eliminated thisdifficulty. Our reformulation approach is sufficiently general so that it canalso be applied to other mixed 0-1 optimization problems with separable convexcost functions. Our computational results demonstrate that the proposed conicreformulation is very effective for solving the machine-job assignment problemwith controllable processing times to optimality.Finally, in this thesis, we have considered rescheduling with controllableprocessing times. In particular, we show that in contrast to fixed processingtimes, if we have the flexibility to control the processing times of the jobs,we can generate alternative reactive schedules in response to a disruptionsuch as machine breakdown. We consider a non-identical parallel machiningenvironment where processing times of the jobs are compressible at a certaincost which is a convex function of the compression on the processing time.When rescheduling, it is critical to catch up the initial schedule as soon aspossible by reassigning the jobs to the machines and changing their processingtimes. On the other hand, one must keep the total cost of the jobs at minimum.We present alternative match-up scheduling problems dealing with thistrade-off. We use the strong conic reformulation approach insolving these problems. We further provide fast heuristic algorithms.
Çok noktalı toplama yolları olan otomotiv yedek parça deposunda ürünlerin depo raflarına atanması problemı
In this study, a storage assignment problem for an automobile spare parts warehouse is considered. Incoming items from the suppliers are located at storage slots in pallet loads with single stop storage tours while outgoing items requested from the company's service centers are collected on a daily basis with multi-stop pick tours. The problem involves seeking a layout (defined by an assignment of items to storage slots) to minimize the total distance items are moved from the receiving dock to storage slots and from storage slots to the shipping dock. The items requested each day are not the same. Consequently, the number and locations of pick stops in pick tours differ from day to day. This feature of the problem sufficiently complicates the structure to make analytical approaches difficult to use. Two simulation models are developed, one single-level and one multi-level model, to investigate factors that have some effect on the storage assignment problem under consideration. Various insights are obtained for a set of storage assignment alternatives for both models.
Dağılımı bilinmeyen rassal ayrık talepler için periyodik (s,s) envanter denetim metodu
We are dealing with single item inventory systems where the period time is constant and the unsatisfied demands are backordered. The demands are independent and identically distributed random variables, but the distribution of those variables are not known. The total cost of a period consists of; ordering cost "K" which is independent of the ordering quantity, holding cost "h" for each item that remains in stock, and penalty cost "p" for the each backordered item. In the considered system, it is known that when the parameters of an (s,S) inventory policy are chosen appropriate, then the expected period cost can be minimized. There are some exact methods or heuristics for finding the optimal s and S parameters in the literature for the case where the demand distribution is known. In our study, we introduce a perturbation analysis based method for finding the optimal s and S parameters where the demand distribution is not known. Our method anticipates the sensitivity of (s,S) parameters to the period cost for the observed demand quantities. This method's performance is compared with a method that uses Integer Programming with the past data and with a method that calculates the mean and standard variation values with the past data and feeds them to the Ehrhardt's Heuristic.Keywords: Inventory Policies, Perturbation Analysis, Simulation
Tek atamalı robotik döngüler üzerine bir analiz
This thesis is focused on scheduling problems in robotic cells consisting of a number of CNC machines producing identical parts. We consider two different cell layouts which are in-line robotic cells and robot centered cells. The problem is to find the robot move sequence and processing times on machines minimizing the total manufacturing cost and cycle time simultaneously. The automation in manufacturing industry increased the flexibility, however it is not widely studied in the literature. The flexibility of machines enables us to process all the required operations for a part on the same machine. Furthermore, the processing times on CNC machines can be increased or decreased by changing the feed rate and cutting speed. Hence, we assume that a part is processed on one of the machines and the processing times are assumed to be controllable. The flexibility of machines results in a new class of cycles named pure cycles. We determined efficient pure cycles and corresponding processing times dominating the rest of pure cycles in the specified cycle time regions. In addition, for in-line robotic cells, the optimum number of machines is determined for given parameters.
Yol üzerinde yeniden rotalamayı dikkate alan en kısa yol problemi
ÖZETYOL ÜZERİNDE YENİDEN ROTALAMAYI DİKKATE ALAN EN KISA YOL PROBLEMİBu çalışmada, üzerinden geçilmekte olan herhangi bir arkın, yol, hava koşulları, tıkanıklık, kazalarvs. gibi sebepler nedeniyle kapanması durumunda "yeniden rotalama" ihtimali göz önüne alınarak, en kısa yol problemiincelenmiştir. Eğer geçilmekte olan ark üzerinde bir olay olursa, araç, ya olayın bütün etkilerinin temizlenmesinibekler ve sonrasında aynı rotayı takip eder ya da olayın gerçekleştiği arkın başlangıç noduna geri döner ve varış nodunakadar başka bir kaçış rotasını takip eder. Sonuncu hareket tarzı "yeniden rotalama" olarak adlandırılır. Ayrıca, eğer bir olay olur ve olaysonrasında bu arkın takip edilmemesi alternatifi seçilirse, ağ üzerinde yolculuk boyunca bu arkın yeniden ziyaret edilmediği dikkate alınmıştır. Bu spesifik problemi çözmek için bir etiketleme algoritması önerilmiştir. Önerilen algoritma kullanılarak gerçek bir problemüzerinde analizler yapılmıştır. Yolculuk zamanı ve kaza olasılığı parametrelerinin duyarlılığını gözlemlemek amacıyla çeşitli sayısal çalışmalar yürütülmüştür.
Çok modlu tarifeli seferlere sahip taşıma şebekesinde çok ürünlü rotalama problemi
We study a multicommodity network flow problem faced by a third party logisticscompany that has the possibility of using ground and maritime transportation.We are given a set of commodities which should be picked up from their originsat given release times and should be delivered to their destinations no later thantheir duedates. The commodities may be carried directly from their origins totheir destinations on trucks, or they may be carried on trucks to a seaport, mayvisit several seaports using maritime services, and then to be carried to their destinationson trucks. There is no capacity and time limitation on the use of groundtransportation. However, the maritime services are scheduled in advance and thecompany has limitations on the amounts of volume that it can use on each service.The aim is to determine routes for commodities in order to minimize the sum oftransportation cost and stocking costs at seaports, respecting the capacity andtime related constraints. We call this problem the ?Multimodal MulticommodityRouting Problem with Scheduled Services (MMR-S)?. We first prove that theproblem is NP-hard. Next, we propose a first mixed integer programming formulationand strengthen it using variable fixing and valid inequalities.We relax thecapacity constraints in a Lagrangian manner and show that the relaxed problemsdecompose into a series of shortest path problems defined on networks augmentedby time for each commodity. The corresponding Lagrangian dual yields a lowerbound, which may be stronger than that of the linear programming relaxationof our first formulation. Then, we provide an extended formulation whose linearprogramming relaxation gives the same bound as the Lagrangian dual. Finally,we use the Lagrangian relaxation to devise heuristic methods and report theresults of our computational study.