GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
MULTİVARİATE TİME SERİES ANALYSİS/6191303
Course Title: MULTİVARİATE TİME SERİES ANALYSİS
Credits 3 ECTS 7.5
Course Semester 1 Type of The Course Elective
COURSE INFORMATION
 -- (CATALOG CONTENT)
 -- (TEXTBOOK)
 -- (SUPPLEMENTARY TEXTBOOK)
 -- (PREREQUISITES AND CO-REQUISITES)
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- COURSE OBJECTIVES
 -- COURSE LEARNING OUTCOMES
To have knowledge culture analysis of multivariate time series
To be capable of analyzing and modeling two, and more time series
Package programs to apply time series topics
Solving a problem or project,is capable of use in preparing the information
Similar problems in other courses disciplines of analysis evaluation of the ability of
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 --WEEKLY SCHEDULE
1. Week  General introduction,
2. Week  Linear univariate time series model building,
3. Week  Vector time series and model representations,
4. Week  Vector moving average models,
5. Week  Vector autoregressive models,
6. Week  Vector mixed autoregressive moving average models
7. Week  Nonstationary vector ARMA models,
8. Week  Application
9. Week  A Midterm axam
10. Week  Canonical structure of vector ARMA models,
11. Week  Maximum likelihood estimation and model checking for vector ARMA models,
12. Week  Forecasting for vector ARMA models,
13. Week  Other related models.
14. Week  Application
15. Week  
16. Week  
 -- TEACHING and LEARNING METHODS
 -- ASSESSMENT CRITERIA
 
Quantity
Total Weighting (%)
 Midterm Exams
1
20
 Assignment
2
20
 Application
0
0
 Projects
1
30
 Practice
0
0
 Quiz
0
0
 Percent of In-term Studies  
40
 Percentage of Final Exam to Total Score  
60
 -- 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
14
6
84
 Searching in Internet and Library
14
1
14
 Material Design and Implementation
0
 Report Preparing
5
5
25
 Preparing a Presentation
5
2
10
 Presentation
1
3
3
 Midterm Exam and Preperation for Midterm Exam
1
3
3
 Final Exam and Preperation for Final Exam
3
6
18
 Other (should be emphasized)
0
 TOTAL WORKLOAD: 
199
 TOTAL WORKLOAD / 25: 
7.96
 Course Credit (ECTS): 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1X
2X
3X
4X
5X
6X
7X
8X
9X
10X
 -- NAME OF LECTURER(S)
   (Prof.Dr. M. Akif BAKIR)
 -- WEB SITE(S) OF LECTURER(S)
   (http://websitem.gazi.edu.tr/site/mabakir)
 -- EMAIL(S) OF LECTURER(S)
   (mabakir@gazi.edu.tr)