COURSE UNIT TITLE

Offered By

Graduate School of Natural and Applied Sciences

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

ASISTANT PROFESSOR SEREN ÖZMEHMET TAŞAN

Offered to

INDUSTRIAL ENGINEERING - NON THESIS
INDUSTRIAL ENGINEERING
INDUSTRIAL ENGINEERING
INDUSTRIAL ENGINEERING - NON THESIS (EVENING PROGRAM)

Course Objective

The main objective of this course is to develop the skills needed to do empirical research in fields operating with time series analysis techniques, considering both theoretical and practical aspects. The course aims at deeper understanding of the techniques, description of the generating mechanism, the forecasting of future values, and optimal control of a system exclusively with discrete time series observed at equal intervals. The course will also emphasize recent developments in time series analysis and will present some open questions and areas of ongoing research.

Learning Outcomes of the Course Unit

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Recomended or Required Reading

Textbooks:
D. C. Montgomery, C.L. Jennings and M. Kulahci. (2008).Introduction to Time Series Analysis and Forecasting, Wiley-Interscience, USA.
Hamilton, James D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994.

Reference books:
F. X. Diebold. (2007). Elements of Forecasting (Fourth Edition), South-Western College Publishing, USA.
J. E. Hanke and D. Wichern (2008). Business Forecasting, Prentice Hall, UK.
William. S. Wei, Time series Analysis; Univariate and Multivariate Methods, 1990, Addison Wesley, USA.
S. Makridakis, Steven C. Wheelwright, Forecasting Methods for Management, 1989, John Wiley and Sons, USA.
Wayne Fuller, Introduction to Statistical Time Series, 1996, Wiley, USA.
George E. P. Box and Gwilym M. Jenkins, Time Series Analysis: Forecasting and Control, 1976, Holden Day, USA.

Planned Learning Activities and Teaching Methods

Instructor notes will be given using blackboard and visual presentations.

Assessment Methods

Further Notes About Assessment Methods

None

Assessment Criteria

Mid-term exam: 20%, Homework : 40%, Final exam: 40%

Language of Instruction

English

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

Tel: 301 76 19, e-mail: serdar.tasan@deu.edu.tr

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Contribution of Learning Outcomes to Programme Outcomes