https://hdl.handle.net/20.500.12809/8928 2026-04-06T15:52:46Z https://hdl.handle.net/20.500.12809/9763 Impact of Weather Predictions on COVID-19 Infection Rate by Using Deep Learning Models Gupta, Yogesh; Raghuwanshi, Ghanshyam; Ahmadini, Abdullah Ali H.; Göktaş, Pınar Nowadays, the whole world is facing a pandemic situation in the form of coronavirus diseases (COVID-19). In connection with the spread of COVID-19 confirmed cases and deaths, various researchers have analysed the impact of temperature and humidity on the spread of coronavirus. In this paper, a deep transfer learning-based exhaustive analysis is performed by evaluating the influence of different weather factors, including temperature, sunlight hours, and humidity. To perform all the experiments, two data sets are used: one is taken from Kaggle consists of official COVID-19 case reports and another data set is related to weather. Moreover, COVID-19 data are also tested and validated using deep transfer learning models. From the experimental results, it is shown that the temperature, the wind speed, and the sunlight hours make a significant impact on COVID-19 cases and deaths. However, it is shown that the humidity does not affect coronavirus cases significantly. It is concluded that the convolutional neural network performs better than the competitive model. 2021-01-01T00:00:00Z https://hdl.handle.net/20.500.12809/7911 Türkiye’de Döviz Kurunun Tüketici Fiyatları Üzerindeki Asimetrik Geçiş Etkileri Göktaş, Pınar Çalışmada, Türkiye’de 2003:01-2018:02 dönemine ilişkin aylık nominal döviz kuru ve tüketici fiyatları arasındaki ilişkiyi incelemektedir. Doğrusal Olmayan Sınır Testi yaklaşımı (NARDL) sonuçlarına göre; TÜFE uzun vadede pozitif ve negatif kur sepeti ile birlikte hareket etmektedir. Ayrıca, ülkemizde TL’nin %1’lik değer kaybı tüketici fiyatlarına %0,24’lik bir artış olarak yansırken, aynı oranda TL’de bir değerlenme ise %0,17’lik artışa neden olmaktadır. Dolayısıyla araştırılan dönemde döviz sepetinin değer kazanmasının tüketici fiyatlarında yarattığı artış, döviz sepetinin aynı oranda değer kaybetmesi halinde yarattığı azalış miktarından daha fazla olmaktadır.; This study examines the relationship between nominal exchange rates and consumer price index (CPI) in Turkey for the period 2003:01- 2018:02 by using monthly data. According to the results of bound testing to cointegration under NARDL approach, CPI is found to be correlated with positive and negative exchange rate baskets in the long run. Moreover, a 1% of depreciation and appreciation in TL results in 0.24% and 0.17% increase in CPI, respectively. Therefore, the amount of increase in CPI due to rising exchange rates is greater than that of an increase due to falling exchange rates in the period studied. 2019-01-01T00:00:00Z https://hdl.handle.net/20.500.12809/3575 Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994-2013) Göktaş, Pınar; Dişbudak, Cem In recent years, the importance attached to the concept of volatility has increased and become a phenomenon frequently encountered in every field ranging from financial markets to macroeconomic indicators. In this study, inflation data obtained from CPI index for the period of 1994:01-2013:12 in Turkey was used to determine the best representative of the inflation uncertainty. To realize this, both symmetric and asymmetric GARCH-type models were employed. Since there are many factors that may lead to structural change within the economic course of Turkey, a structural break in the series has first been investigated. By administering Bai-Perron structural break test, two different break points both in mean and variance have been detected to be in February 2002 and in June 2001, respectively. The inclusion of those break points to the related equations, appropriate forecasting models were projected. Moreover it was found that, while in the periods prior to the break in both variance and mean the inflation itself was the reason for inflation uncertainty, following the dates of the break, the relationship changed bidirectionally. In the meantime, when the series was taken as a whole without considering the break, bidirectional causality relationship was also detected in the series. WOS: 000344267400001 2014-01-01T00:00:00Z https://hdl.handle.net/20.500.12809/2800 Determining Relative Weights of Inflation Uncertainty in Turkey via CPI and Its Components Göktaş, Pınar; Çımat, Ali This study aims to investigate the interaction of main expenditures groups of CPI with the fluctuations taking place at the level of general prices and calculate the relative weights of theirs uncertainties within inflation uncertainty. Since there might be structural breaks in the investigated variables, Bai-Perron test, GARCH-type models are constructed by including the breaks in the fluctuation measurement and ARDL approach has been used to determine the long-term relationship between the variables. Contrary to expectations, it was revealed that the expenditure group having the greatest impact on inflation uncertainty is not "food, beverage and tobacco" expenditure group but "transportation". WOS: 000378738800015 2016-01-01T00:00:00Z