Lesson plan / TIME SERIES

Lesson Information

Course Credit 3.0
Course ECTS Credit 5.0
Teaching Language of Instruction Türkçe
Level of Course Bachelor's Degree, TYYÇ: Level 6, EQF-LLL: Level 6, QF-EHEA: First Cycle
Type of Course Compulsory
Mode of Delivery Face-to-face
Does the course require compulsory or optional work experience? Z
Course Coordinator
Instructor (s)
Course Assistant

Purpose and Content

The aim of the course This course aims the students to evaluate the Time series as a stochastic process, Means, covariances, correlations, stationarity, Moving averages and smoothing.
Course Content Students will acquire time series as a stochastic process, Means, covariances, correlations, stationarity, Moving averages and smoothing, Stationary and nonstationary parametric models, model specification, estimation and testing, Seasonality, Some forecasting procedures, elementary spectral domain analysis, use of computer software such as SAS, SPSS.

Weekly Course Subjects

1Definitions and properties of the time series
2Analyzing tools of the time series
3Classification of the time series
4Trend Analysis method
5Moving averages
6Exponential correcting method
7Linear stationary stochastic models I (AR , MA)
8Linear stationary stochastic models II (ARMA)
9Nonlinear stationary stochastic models I (ARIMA)
10Nonlinear stationary stochastic models II (ARIMA)
11Nonlinear stationary stochastic models - III (ARIMA)
12Seasonal models (SARIMA)
13Time series Analysis by Packet softwares I
14Time series Analysis by Packet softwares II

Resources

1- Ozmen, A. (1986) Zaman serisi analizinde Box-Jenkins yöntemi, Anadolu Univ. Yayınları Box, G.P.E. & Jenkins, G.M. (1970)
2- Time series analysis forecasting and control, Holden-Day Series Pandit, S.M. & Wu (1983)
3- Time series and system analysis with applications, John Wiley & Sons