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Information
| Code | IEM1826 |
| Name | Stochastic Models |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| 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 Instructor |
1 |
Course Goal / Objective
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 | ||