GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
TİME SERİES ANALYSİS/5261303
Course Title: 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
Having the ability of analysis and modeling of time series
Having the ability to analyze of time series with R
Having the ability to solve and analyze similar problems in other courses
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 --WEEKLY SCHEDULE
1. Week  Introduction to Time Series
2. Week  Autocovariance and Autocorrelation Functions of Time Series Analysis
3. Week  Stationarity
4. Week  AR(p) Models
5. Week  MA(q) Models
6. Week  ARMA(p,q)
7. Week  ARIMA(p,d,q) Models
8. Week  SARIMA Models, Mid-Term
9. Week  SARIMA Models
10. Week  Diagnostic Analysis
11. Week  Model Selection
12. Week  Cointegration
13. Week  Spectral Analysis
14. Week  Spectral Analysis
15. Week  Final Exam
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
4
56
 Searching in Internet and Library
14
1
14
 Material Design and Implementation
7
1
7
 Report Preparing
5
4
20
 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
2
3
6
 Other (should be emphasized)
14
1
14
 TOTAL WORKLOAD: 
175
 TOTAL WORKLOAD / 25: 
7
 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)