PubMed İndeksli Yayınlar Koleksiyonu / PubMed Indexed Publications Collection
Permanent URI for this collectionhttps://hdl.handle.net/20.500.11779/1928
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Article Robust HMM-Based Remaining Useful Life Estimation Using a Ridge-Regularized EM Algorithm(MDPI, 2026-02-18) Kucukdag, Halime Beyza; Kirkil, Gokhan; Hekimoglu, MustafaEstimating the remaining useful life (RUL) of engineering systems is crucial for maintenance planning and the reliability of complex mechanical units. Accurate RUL predictions support timely interventions and help to prevent unexpected failures. This study proposes a statistically robust framework that models degradation signals up to the end of life using a hidden Markov model (HMM) with a simple-failure structure and an absorbing terminal state. The proposed method estimates state-dependent linear emission parameters and transition probabilities using a ridge-regularized expectation-maximization (EM) algorithm. The ridge penalty stabilizes slope estimates under limited data, while a robust Huber-based scale estimator reduces sensitivity to outliers in the sensor-derived health indicator. RUL is computed as a weighted expected time to absorption, combining transient-state survival characteristics with smoothed posterior-state probabilities obtained via the forward-backward algorithm. This yields a low-variance state-aware estimator that preserves the probabilistic structure of the HMM. Simulation studies show that the proposed ridge-regularized EM significantly reduces parameter variance and improves predictive accuracy compared with the baseline weighted least squares EM (WLS-EM). A real-data case analysis demonstrates further improvements in RUL estimation accuracy and smoother, more reliable prediction trajectories. Overall, the framework provides a robust and interpretable approach for practical prognostics applications.Article Citation - WoS: 5Citation - Scopus: 12Predicting Cash Holdings Using Supervised Machine Learning Algorithms(Springer, 2022-05-18) Özlem, Şirin; Tan, Ömer FarukThis study predicts the cash holdings policy of Turkish firms, given the 20 selected features with machine learning algorithm methods. 211 listed firms in the Borsa Istanbul are analyzed over the period between 2006 and 2019. Multiple linear regression (MLR), k-nearest neighbors (KNN), support vector regression (SVR), decision trees (DT), extreme gradient boosting algorithm (XGBoost) and multi-layer neural networks (MLNN) are used for prediction. Results reveal that MLR, KNN, and SVR provide high root mean square error (RMSE) and low R2 values. Meanwhile, more complex algorithms, such as DT and especially XGBoost, derive higher accuracy with a 0.73 R2 value. Therefore, using advanced machine learning algorithms, we may predict cash holdings considerably.