GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
TIME SERIES AND FORECASTING/IE357
Course Title: TIME SERIES AND FORECASTING
Credits 3 ECTS 4
Course Semester 5 Type of The Course Elective
COURSE INFORMATION
 -- (CATALOG CONTENT)
 -- (TEXTBOOK)
 -- (SUPPLEMENTARY TEXTBOOK)
 -- (PREREQUISITES AND CO-REQUISITES)
 -- LANGUAGE OF INSTRUCTION
  English
 -- COURSE OBJECTIVES
 -- COURSE LEARNING OUTCOMES
1. Basic knowledge on time series
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 --WEEKLY SCHEDULE
1. Week  . Week Basic definition on time series
2. Week  2. Week Regression analysis and time series
3. Week  3. Week Regression analysis and time series
4. Week  4. Week Exponential Smoothing Method
5. Week  5. Week Moving Average Process
6. Week  6. Week Autoregressive Process
7. Week  7. Week Autoregressive Integrated Moving Average Models
8. Week  8. Week Mid-term Exam
9. Week  9. Week Autoregressive Integrated Moving Average Models
10. Week  Week Generalized AutoRegressive Conditional Heteroskedasticity
11. Week  11. Week Financial Time Series Analysis
12. Week  12. Week Grey Prediction
13. Week  13. Week Time Series with Artificial Neural Networks
14. Week  14. Week Time Series with Support Vector Regression
15. Week   Week Time Series with Support Vector Regression
16. Week  
 -- TEACHING and LEARNING METHODS
 -- ASSESSMENT CRITERIA
 
Quantity
Total Weighting (%)
 Midterm Exams
1
30
 Assignment
0
0
 Application
0
0
 Projects
1
20
 Practice
0
0
 Quiz
0
0
 Percent of In-term Studies  
50
 Percentage of Final Exam to Total Score  
50
 -- WORKLOAD
 Activity  Total Number of Weeks  Duration (weekly hour)  Total Period Work Load
 Weekly Theoretical Course Hours
14
3
42
 Weekly Tutorial Hours
0
 Reading Tasks
10
2
20
 Searching in Internet and Library
5
2
10
 Material Design and Implementation
0
 Report Preparing
3
2
6
 Preparing a Presentation
3
2
6
 Presentation
1
1
1
 Midterm Exam and Preperation for Midterm Exam
7
1
7
 Final Exam and Preperation for Final Exam
10
2
20
 Other (should be emphasized)
0
 TOTAL WORKLOAD: 
112
 TOTAL WORKLOAD / 25: 
4.48
 Course Credit (ECTS): 
4
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Adequate knowledge in mathematics, science and engineering subjects pertaining to the relevant discipline; ability to use theoretical and applied knowledge in these areas in complex engineering problems.
2Ability to identify, formulate, and solve complex engineering problems; ability to select and apply proper analysis and modeling methods for this purpose
3Ability to design a complex system, process, device or product under realistic constraints and conditions, in such a way as to meet the desired result; ability to apply modern design methods for this purpose...X
4Ability to devise, select, and use modern techniques and tools needed for analyzing and solving complex problems encountered in engineering practice; ability to employ information technologies effectivelyX
5Ability to design and conduct experiments, gather data, analyze and interpret results for investigating complex engineering problems or discipline specific research questions
6Ability to work efficiently in intradisciplinary and multi-disciplinary teams; ability to work individually
7Ability to communicate effectively in Turkish, both orally and in writing knowledge of a minimum of one foreign language; ability to write effective reports and comprehend written reports, prepare design and production reports, make effective presentations, and give and receive clear and intelligible instructions
8Recognition of the need for lifelong learning; ability to access information, to follow developments in science and technology, and to continue to educate him/herself
9Consciousness to behave according to ethical principles and professional and ethical responsibility; knowledge on standards used in engineering practice .X
10Knowledge about business life practices such as project management, risk management, and change management; awareness in entrepreneurship, innovation; knowledge about sustainable development
11Knowledge about the global and social effects of engineering practices on health, environment, and safety, and contemporary issues of the century reflected into the field of engineering; awareness of the legal consequences of engineering solutions .
 -- NAME OF LECTURER(S)
   (Prof.Dr. İhsan Alp)
 -- WEB SITE(S) OF LECTURER(S)
   (www.gazi.edu.tr/~ihsan.alp , www.gazi.edu.tr)
 -- EMAIL(S) OF LECTURER(S)
   (ihsan.alp@gazi.edu.tr)