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Information
| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMETRICS (PhD) | |
| 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 |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
The aim is to develop the ability to identify the appropriate model based on the problem type and conduct analysis.
Course Content
Explains solution methods for stochastic models. Optimizes unconstrained, constrained, and multivariable 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 | Defines information about statistics, operations research and mathematics |
| LO06 | Explains the solution methods of stochastic models. |
| LO07 | Explains constrained and unconstrained optimization problems. |
| LO08 | Analyzes the model according to the variable type |
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 | |
| PLO02 | Bilgi - Kuramsal, Olgusal | Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research | |
| 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 | 3 |
| 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 of 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 | Beceriler - Bilişsel, Uygulamalı | Uses a package program/writes a new code for Econometrics, Statistics, and Operation Research | 1 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem | 2 |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads the team by taking responsibility | |
| PLO17 | 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 | |
| PLO18 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | |
| 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 | Öğretim Yöntemleri: Anlatım |
| 2 | Descriptive and Inferential statistics | Reading | Öğretim Yöntemleri: Anlatım |
| 3 | Discrete distributions | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 4 | Continious distributions | Reading | Öğretim Yöntemleri: Anlatım |
| 5 | Introduction to Markov Processes | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | Calculation of one step transition matrix and steady state prpbabilities | Reading | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 7 | Markov Processes | Reading | Öğretim Yöntemleri: Anlatım, Beyin Fırtınası |
| 8 | Mid-Term Exam | Mid-Term Exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Application area of Markov processes | Reading | Öğretim Yöntemleri: Anlatım |
| 10 | Birth and Death Process | Reading | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 11 | M/M/1 queuing systems | Reading | Öğretim Yöntemleri: Anlatım |
| 12 | M/M/s queuing systems 2 | Reading | Öğretim Yöntemleri: Anlatım, Problem Çözme, Soru-Cevap |
| 13 | Non exponential queuing systems | Reading | Öğretim Yöntemleri: Anlatım |
| 14 | Queuing networks | Reading | Öğretim Yöntemleri: Anlatım |
| 15 | Project presentation | Genel Tekrar | Öğretim Yöntemleri: Tartışma |
| 16 | Term Exams | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Term Exams | 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 | ||