Course Information

Course Name	Turkish	Zaman Serileri Analizi
	English	Time Series Analysis
Course Code	MAT 343E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	1	3	3	-	-
Course Language		English
Course Coordinator		Ayşe Hümeyra Bilge
Course Objectives		To learn the determeinistic and stochastic modeling, prediction and forecast of time series. Apply the methods to specific examples with MATLAB and report results. Collect data, apply the methods and report the results.
Course Description		Zaman serileri çeşitli fiziksel ve ekonomik olayların incelenmesinde ortaya çıkmaktadır. Derste zaman serilerinin deterministik ve stokastik bileşenlerinin incelenmesi, modellenmesi öngörüsü ve kestirimi incelenecektir.
Course Outcomes		1. Collecting digitized time series data, graphing with MATLAB and reporting. 2. Making finite dimensinal trend models with MATLAB 3. Modeling periodic variations, using Fourier series and Fourier transforms 4. Modeling the stochastic variations in time series, building the standart models for financial time series.
Pre-requisite(s)		None
Required Facilities		Computer lab, access to internet
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