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Yayın Improving the calibration time of traffic simulation models using parallel computing technique(Institute of Electrical and Electronics Engineers Inc., 2019-06) Dadashzadeh, Nima; Ergün, Murat; Kesten, Ali Sercan; Zura, MarijanThe calibration procedure for traffic simulation models can be a very time-consuming process in the case of a large-scale and complex network. In the application of Evolutionary Algorithms (EA) such as Genetic Algorithms (GA) and Particle Swarm Optimization (PSO) for calibration of traffic simulation models, objective function evaluation is the most time-consuming step in such calibration problems, because EA has to run a traffic simulation and calculate its corresponding objective function value once for each set of parameters. The main contribution of this study has been to develop a quick calibration procedure for the parameters of driving behavior models using EA and parallel computing techniques (PCTs). The proposed method was coded and implemented in a microscopic traffic simulation software. Two scenarios with/without PCT were analyzed using the developed methodology. The results of scenario analysis show that using an integrated calibration and PCT can reduce the total computational time of the optimization process significantly-in our experiments by 50%-and improve the optimization algorithm's performance in a complex optimization problem. The proposed method is useful for overcoming the limitation of computational time of the existing calibration methods and can be applied to various EAs and traffic simulation software.Yayın Estimation of microstretch elastic moduli by the use of vibrational data(Springer, 2007) Kırış, Ahmet; İnan, EsinIn the present work, a nonlinear wave theory is used for the estimation of the material properties of a "microstretch" medium. For this purpose a thin plate is considered and triplicate Chebyshev polynomial series are used as admissible functions to ensure the satisfaction of geometric boundary conditions of the plate. The Ritz technique is applied to derive the frequency equation of the microstretch plate and an optimization procedure is performed by minimising the least square "distance" between computed natural frequencies from the energy method and measured natural frequencies. To realize the optimization procedure, a genetic algorithm is used to estimate the elastic moduli of microstretch medium.Yayın Comparison of evolutionary techniques for Value-at-Risk calculation(Springer-Verlag Berlin, 2007) Uludağ, Gönül; Etaner Uyar, Ayşe Şima; Senel, Kerem; Dağ, HasanThe Value-at-Risk (VaR) approach has been used for measuring and controlling the market risks in financial institutions. Studies show that the t-distribution is more suited to representing the financial asset returns in VaR calculations than the commonly used normal distribution. The frequency of extremely positive or extremely negative financial asset returns is higher than that is suggested by normal distribution. Such a leptokurtic distribution can better be approximated by a t-distribution. The aim of this study is to asses the performance of a real coded Genetic Algorithm (CA) with Evolutionary Strategies (ES) approach for Maximum Likelihood (ML) parameter estimation. Using Monte Carlo (MC) simulations, we compare the test results of VaR simulations using the t-distribution, whose optimal parameters are generated by the Evolutionary Algorithms (EAs), to that of the normal distribution. It turns out that the VaR figures calculated with the assumption of normal distribution significantly understate the VaR figures computed from the actual historical distribution at high confidence levels. On the other hand, for the same confidence levels, the VaR figures calculated with the assumption of t-distribution are very close to the results found using the actual historical distribution. Finally, in order to speed up the MC simulation technique, which is not commonly preferred in financial applications due to its time consuming algorithm, we implement a parallel version of it.Yayın Genetik algoritma ile kesirli dereceli sistemler için frekans tabanlı yaklaşımların karşılaştırılması(Institute of Electrical and Electronics Engineers Inc., 2025-08-15) Astekin, Dorukhan; Değirmenci, Ali Murat; İstefanopulos, YorgoKesirli dereceli sistemler tam sayı yerine kesirli tümlevsel veya türevsel terimlerin yer aldığı sistemlerdir ve yapısı gereği hesaplama zorluğunu da beraberinde getirmektedir. Bu nedenle birçok çalışmada kesirli dereceli sistemler için bazı yaklaşım yöntemleri araştırmacılar tarafından önerilmektedir. Bu çalışma kapsamında kesirli dereceli sistemler için frekans tabanlı yaklaşım yöntemlerinin karşılaştırılmalı çalışması ve eniyileme yöntemlerinden biri olan genetik algoritma ile tasarlanan kesirli dereceli PID denetleyici ile kesirli dereceli sistemin ve yaklaşımlarının karşılaştırılması sunulmaktadır. Karşılaştırılan yöntemler MATLAB/Simulink ortamında modellenerek benzetim sonuçları verilmektedir.
