Information Package
baskent.edu.tr

Master's of Electrical and Electronics Engineering with Thesis

EEM548

NONLINEAR TIME SERIES ANALYSIS

Course Code
EEM548
Semester
-
Theory+Practice
3 + 0
ECTS
10
Course TypeElective Course
Course LevelMaster's Degree With Thesis
Year of Study-
Semester-
ECTS10
Name of Lecturer(s) -
Learning Outcomes

At the end of this course, the students;

  1. Know the properties of nonlinear systems.
  2. Will be able to apply the nonlinear time series analysis methods.
  3. Reinforce the theoretical knowledge by preparing a nonlinear time series analysis program.
  4. Will be able to review a study that is made in this area and refer the findings as oral and written.
  5. Develop an ability to access to scientific knowledge and work independently.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionProperties of chaotic systems, and general concepts. Discrete (Logistic and Henon equations) and continuous (Lorenz and Rössler equations) chaotic systems. Phase space reconstruction, embedding dimension, time delay, similarity dimension, correlation dimension, capacity dimension, Lyapunov exponents and entropy.
Course Contents
WEEK TOPICS
1st Week The features of chaotic systems, and general concepts.
2nd Week Discrete (Logistic and Henon equations) chaotic systems.
3rd Week Continuous (Lorenz and Rössler equations) chaotic systems.
4th Week The methods for phase-space reconstruction (strange attractor reconstruction).
5th Week The algorithms for determining the embedding dimension.
6th Week The statistical quantities for time delay depends on.
7th Week Fractal dimensions, Similarity dimension, Capacity dimension.
8th Week MIDTERM EXAM
9th Week Correlation dimension, Information dimension.
10th Week Lyapunov exponents (Lyapunov spectrum), and methods used in the calculation of Lyapunov exponents
11th Week The largest Lyapunov exponent, entropy
12th Week Other issues (Poincare section, unstable periodic orbits, etc.).
13th Week Paper presentations
14th Week Paper presentations
Recommended or Required Reading1. Williams P.G., Chaos Theory Tamed, Joseph Henry Press, 1997.
2. Strogatz, S.H., Nonlinear Dynamics and Chaos with Application to Physics, Biology, Chemistry and Engineering, Perseus Books Publishing, Massachusetts, A.B.D.
3. Kantz, H.,Schreiber, T. Nonlinear Time Series Analysis, Cambridge University press. 2. Edt. 2004.
4. Sprott, J.C., Chaos and Time-Series Analysis, Oxford University Pres, 2003.
Planned Learning Activities and Teaching Methods
  • Lecture
  • Questions/Answers
  • Presentation
  • Project
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 30
Project 1 20
Presentation of Article 1 10
Total(%) 60
Contribution of In-term Studies to Overall Grade(%) 60
Contribution of Final Examination to Overall Grade(%) 40
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 3 3
Preparation for Quiz 0 0 0
Individual or group work 14 8 112
Preparation for Final exam 1 40 40
Course hours 14 3 42
Preparation for Midterm exam 1 30 30
Laboratory (including preparation) 0 0 0
Final exam 1 3 3
Homework 2 35 70
Total Work Load300
Total Work Load / 30 (h)10
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No

Programme Qualifications / Learning Outcomes

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