| Course Type | Elective Course |
|---|
| Course Level | Master's Degree With Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- As a tool for decision making under uncertainty is the ability to use appropriate estimation technique to forecast future values
- Create new knowledge by integrating information from different disciplines
- Issues that require expertise in the field of scientific research methods to analyze a problem and, as an independent to envision, develop a solution method, resolve, ability to apply the results to evaluate and, if necessary.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Introduction, Definition and Importance of Forecasting, Types of Forecasting Techniques |
|
2nd Week |
Definition of Time Series and Movements in Time Series |
|
3rd Week |
Analysis of Time Series and its Purpose. Analysis of Movements. |
|
4th Week |
Stochastic Processes and Box-Jenkins Stochastic Processes. |
|
5th Week |
Definitions and Calculations of Autocovariance, Autocorrelation and Partial Autocorrelation Concepts in Times Series |
|
6th Week |
Model Selection for Time Series and Parameter Estimation and its Applications |
|
7th Week |
Model Selection for Time Series and Parameter Estimation and its Applications |
|
8th Week |
Efficient Parameter Estimation |
|
9th Week |
Midterm |
|
10th Week |
Forecasting in Stationary and Non-stationary Models |
|
11th Week |
Interval Estimation in Box-Jenkins Models |
|
12th Week |
General Applications |
|
13th Week |
General Applications |
|
14th Week |
Discussions on Applications |
|
| Recommended or Required Reading | (1) Box, G.E.P, et al, 1994, Time Series Analysis: Forecasting and Control, Holden Day, S
(2) Bowerman, B.L., O'Connell, R.T., 1979, Time Series and Forecasting, Duxbury.
(3) Vandale, W., 1983, Applied Time Series and Box-Jenksin Models, Academic Pres Inc.
|
|---|
| Planned Learning Activities and Teaching Methods |
- Case Study
- Problem Solving
- Lecture
- Discussion
- Questions/Answers
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Project |
1 |
30 |
| 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 |
2 |
2 |
| Preparation for Quiz |
|
|
|
| Individual or group work |
14 |
14 |
196 |
| Preparation for Final exam |
1 |
25 |
25 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
25 |
25 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
1 |
14 |
14 |
| Total Work Load | 306 |
| Total Work Load / 30 (h) | 10.2 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
