GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION

TIME SERIES ANALYSIS AND FORECASTING METHODS/5171307

Course Title:	TIME SERIES ANALYSIS AND FORECASTING METHODS
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 analyze and interpret time series
To select and implement appropriate forecasting technique
To use one computer program in applications

-- MODE OF DELIVERY

The mode of delivery of this course is Face to face

--WEEKLY SCHEDULE
1. Week	Introduction, the defination of the estimation, importance of the estimation and kinds of the estimation technique
2. Week	The defination of the time series and the movement of the time series
3. Week	The analysis of the time series, the purpose of the time series and the analysis of the movement of time series
4. Week	Stochastic processes and Box-Jenkis stochastic processes models
5. Week	Stochastic processes and Box-Jenkis stochastic processes models
6. Week	The concepts of autocorrelation, variance,particular autocorrelation at the time series
7. Week	Determine model to time series and temporal parameter estimation and aplications
8. Week	Determine model to time series and temporal parameter estimation and aplications
9. Week	Efficient parameter estimations
10. Week	Midterm Exam
11. Week	The estimation at the stationary and nonstationary models
12. Week	Interval estimation at the Box-Jenkis models
13. Week	Practice
14. Week	Practice
15. Week	Practice
16. Week	Final Exam

-- TEACHING and LEARNING METHODS

-- ASSESSMENT CRITERIA

	Quantity	Total Weighting (%)
Midterm Exams	1	25
Assignment	2	10
Application	0	0
Projects	1	25
Practice	0	0
Quiz	0	0

Percent of In-term Studies		60
Percentage of Final Exam to Total Score		40

-- 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	10	2	20
Material Design and Implementation			0
Report Preparing	10	2	20
Preparing a Presentation	6	5	30
Presentation	6	2	12
Midterm Exam and Preperation for Midterm Exam	10	2	20
Final Exam and Preperation for Final Exam	2	12	24
Other (should be emphasized)			0
TOTAL WORKLOAD:			188
TOTAL WORKLOAD / 25:			7.52
Course Credit (ECTS):			7.5

-- COURSE'S CONTRIBUTION TO PROGRAM

-- NAME OF LECTURER(S)

(Department faculty)

-- WEB SITE(S) OF LECTURER(S)

(mf-em.gazi.edu.tr)

-- EMAIL(S) OF LECTURER(S)

(endbol@gazi.edu.tr)

Gazi University