IEM1826 Stochastic Models

8 ECTS - 4-0 Duration (T+A)- . Semester- 4 National Credit

Information

Code IEM1826
Name Stochastic Models
Semester . Semester
Duration (T+A) 4-0 (T-A) (17 Week)
ECTS 8 ECTS
National Credit 4 National Credit
Teaching Language Türkçe
Level Doktora Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. SÜLEYMAN BİLGİN KILIÇ


Course Goal

To equip students with analytical problem-solving skills.

Course Content

Solution methods of Stochastic models, optimization of unconstrained and constrained multivariate problems

Course Precondition

mathematical background

Resources

Related Internet resources and books

Notes

related statistical and econometric packages


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Analyzes the problems thinking analytically
LO02 Gains the ability to classify by structuring the elements of decision problems
LO03 Gains the ability to perform the multiobjective decision making techniques
LO04 Gains the ability to perform the multiattribute desicion making techniques
LO05 students define information about statistics, operations research and mathematics


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Identify an econometric problem and propose a new solution to it 3
PLO02 Bilgi - Kuramsal, Olgusal Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research 4
PLO03 Bilgi - Kuramsal, Olgusal Explain for what purpose and how econometric methods are applied to other fields and disciplines 5
PLO04 Beceriler - Bilişsel, Uygulamalı Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences 3
PLO05 Beceriler - Bilişsel, Uygulamalı Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered 2
PLO06 Beceriler - Bilişsel, Uygulamalı Interprets the results obtained from the most appropriate method to predict the model 1
PLO07 Beceriler - Bilişsel, Uygulamalı Performs conceptual analysis to develop solutions to problems 3
PLO08 Beceriler - Bilişsel, Uygulamalı Collects data on purpose 4
PLO09 Beceriler - Bilişsel, Uygulamalı Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research 5
PLO10 Beceriler - Bilişsel, Uygulamalı Presents analysis results conveniently 4
PLO11 Beceriler - Bilişsel, Uygulamalı Converts its findings into a master's thesis or a professional report in Turkish or a foreign language 5
PLO12 Beceriler - Bilişsel, Uygulamalı It researches current approaches and methods to solve the problems it encounters and proposes new solutions 4
PLO13 Beceriler - Bilişsel, Uygulamalı Develops long-term plans and strategies using econometric and statistical methods 2
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem 2
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads the team by taking responsibility 3
PLO16 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study 4
PLO17 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution 5
PLO18 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code 1
PLO19 Yetkinlikler - İletişim ve Sosyal Yetkinlik Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form
PLO20 Yetkinlikler - Alana Özgü Yetkinlik Applies social, scientific and professional ethical values
PLO21 Yetkinlikler - Alana Özgü Yetkinlik Interprets data on economic and social events by following current issues


Week Plan

Week Topic Preparation Methods
1 Basic statistical concepts Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
2 Descriptive and Inferential statistics Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
3 Discrete distributions Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
4 Continious distributions Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
5 Introduction to Markov Processes Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
6 Calculation of one step transition matrix and steady state prpbabilities Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
7 Markov Processes Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
8 Mid-Term Exam Reading the related chapter from text books Ölçme Yöntemleri:
Yazılı Sınav
9 Application area of Markov processes Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
10 Birth and Death Process Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
11 M/M/1 queuing systems Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
12 M/M/s queuing systems 2 Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
13 Non exponential queuing systems Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
14 Queuing networks Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
15 Project presentation Reading the related chapter from text books Öğretim Yöntemleri:
Anlatım
16 Term Exams Reading the related chapter from text books Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams Reading the related chapter from text books Ölçme Yöntemleri:
Yazılı Sınav


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 4 56
Out of Class Study (Preliminary Work, Practice) 14 8 112
Assesment Related Works
Homeworks, Projects, Others 2 4 8
Mid-term Exams (Written, Oral, etc.) 1 12 12
Final Exam 1 24 24
Total Workload (Hour) 212
Total Workload / 25 (h) 8,48
ECTS 8 ECTS