Browsing by Author "Kuruoğlu, Ercan Engin"
Now showing items 1-6 of 6
-
Bayesian estimation of polynomial moving average models with unknown degree of nonlinearity
Karakuş, Oktay; Kuruoğlu, Ercan Engin; Altınkaya, Mustafa Aziz (IEEE, 2016)Various real world phenomena such as optical communication channels, power amplifiers and movement of sea vessels exhibit nonlinear characteristics. The nonlinearity degree of such systems is assumed to be known as a general ... -
Bayesian Volterra system identification using reversible jump MCMC algorithm
Karakuş, Oktay; Kuruoğlu, Ercan Engin; Altınkaya, Mustafa Aziz (Elsevier, 2017-12)Volterra systems have had significant success in modelling nonlinear systems in various real-world applications. However, it is generally assumed that the nonlinearity degree of the system is known beforehand. In this ... -
Beyond trans-dimensional RJMCMC with a case study in impulsive data modeling
Karakuş, Oktay; Kuruoğlu, Ercan Engin; Altınkaya, Mustafa Aziz (Elsevier, 2018-12)Reversible jump Markov chain Monte Carlo (RJMCMC) is a Bayesian model estimation method, which has been generally used for trans-dimensional sampling and model order selection studies in the literature. In this study, we ... -
Generalised Bayesian model selection using reversible jump Markov chain Monte Carlo
Karakuş, Oktay (Izmir Institute of Technology, 2017-11)The main objective of this thesis is to suggest a general Bayesian framework for model selection based on reversible jump Markov chain Monte Carlo (RJMCMC) algorithm. In particular, we aim to reveal the undiscovered ... -
Non near Model Selection for PARMA Processes Using RJMCMC
Karakuş, Oktay; Kuruoğlu, Ercan Engin; Altınkaya, Mustafa Aziz (IEEE, 2017)Many prediction studies using real life measurements such as wind speed, power, electricity load and rainfall utilize linear autoregressive moving average (ARMA) based models due to their simplicity and general character. ... -
One-day ahead wind speed/power prediction based on polynomial autoregressive model
Karakuş, Oktay; Kuruoğlu, Ercan Engin; Altınkaya, Mustafa Aziz (Institution of Engineering and Technology, 2017-09)Wind has been one of the popular renewable energy generation methods in the last decades. Foreknowledge of power to be generated from wind is crucial especially for planning and storing the power. It is evident in various ...
