DOKUZ EYLUL UNIVERSITY FACULTY OF ENGINEERING OFFICE OF THE DEAN COURSE / MODULE / BLOCK DETAILS ACADEMIC YEAR / SEMESTER. Course Code: IND 3915

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1 Offered by: Endüstri Mühendisliği Course Title: FORECASTING AND TIME SERIES ANALYSIS Course Org. Title: FORECASTING AND TIME SERIES ANALYSIS Course Level: Lisans Course Code: IND 95 Language of Instruction: İngilizce Form Submitting/Renewal Date 0/0/0 Weekly Course Hours: Course Coordinator: YRD.DOÇENT SEREN ÖZMEHMET TAŞAN Theory Application Laboratory National Credit: 0 0 ECTS Credit: Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİR

2 Offered to: Course Status: Compulsory/Elective Name of the Department: Industrial Engineering Elective Course Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİR

3 Instructor/s: Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİR

4 Course Objective: To obtain an understanding and ability to use basic concepts of forecasting and time series, regression methods and moving averages, exponential smoothing methods, adaptive methods and Box-Jenkins model Learning Outcomes: 5 6 State, explain and interpret relevant inferential statistics using various data sets for forecasting Explain basics of time series State and explain regression methods and analysis for forecasting State and explain exponential smoothing Explain adaptive method and box-jenkins model. regression analysis Explain the usage of software for forecasting Learning and Teaching Strategies: Instructor notes will be given using blackboard and visual presentations. Additionally, it will be further supported by computer lab work. Assessment Methods: Name Code Calculation formula Vize Ödev Final Bütünleme Notu BNS Bütünleme Sonu Başarı Notu VZ OD FN BUT BNS BBN VZ*05+D *05+FN * 050 VZ*05+D *05+BUT * 050 Further Notes about Assessment Methods: Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİ

5 Assessment Criteria: Textbook(s)/References/Materials: Textbooks:.D. C. Montgomery, C.L. Jennings and M. Kulahci. (008).Introduction to Time SeriesAnalysis and Forecasting, Wiley-Interscience, USA. Reference books:. F. X. Diebold. (007). Elements of Forecasting (Fourth Edition), South-Western College Publishing, USA.. J. E. Hanke and D. Wichern (008). Business Forecasting, Prentice Hall, UK. Course Policies and Rules: Contact Details for the Instructor: Tel: Office Hours: Course Outline: Week Topics: Notes: Introduction to forecasting and background information for basic statistics Investigating data structures Moving average and exponential smoothing methods Time series and its components Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİ

6 Simple linear regression Multiple regression analysis Regression analysis in time series Mid-term exam Box-Jenkins (ARIMA) method Quantitative forecasting methods, forecasting error analysis Managing forecasting process Project presentation Project presentation Project presentation Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİ

7 ECTS Table Course Activities Number Duration Total Work (hour) Load (hour) In Class Activities Lectures 9 Tutorials Exams Final Midterm Out Class activities Preparations before/after weekly lectures 0 0 Preparation for midterm exam 5 5 Preparation for final exam 5 5 Preparing assignments 8 Preparing presentations Total Work Load (hour) ECTS Credits of the Course= Total Work Load (hour) / 5 08 Wire: Fax: Access: Dokuz Eylül Üniversitesi Tınaztepe Yerleşkesi 560 Buca/İZMİ