FACULTY OF SCIENCES
ACTUARIAL
Course Name   Time Series (Elective)
Semester Course Code Theoretical / Practice time ECTS
7 2717722 2 / 0 4
Course Degree Bachelor's degree
Course Language Turkish
Format of Delivery: Face to Face
Course Coordinator Prof. Dr. Mehmet Fedai KAYA
Coordinator e-mail fkaya selcuk.edu.tr
Instructors
Asistant Instructors
Course Objectives
Basic Sciences Engineering Scinces Social Sciences Educational Sciences Artistic sciences Medical Science Agricultural sciences
50 50 0 0 0 0 0
Course Learning Methods and Techniquies
Week Course Content Resource
1 The definition time series and graph showing Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
2 Factors affecting the time series (components) Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
3 Misleading Factors Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
4 Definition of time series analysis Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
5 Time series analysis of the moving average Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
6 Time series analysis of the components separation method Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
7 Methodological models Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
8 Components separation method for analyzing stages Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
9 Series analysis of non-implementation of multiplicative seasonal model Akdi, Yılmaz (2003). Zaman Serileri Analizi , Bıçaklar Kitabevi, Ankara.
10 Midterm exam
11 Multiplicative model, the implementation of the analysis of the seasonal series Fuller, Wayne (1996). Introduction to Statistical Time Series , Wiley.
12 An example of the components separation method Fuller, Wayne (1996). Introduction to Statistical Time Series , Wiley.
13 Seasonal and non-seasonal series, the analysis of the implementation of the additive model Fuller, Wayne (1996). Introduction to Statistical Time Series , Wiley.
14 Additive and multiplicative models to obtain predictions Fuller, Wayne (1996). Introduction to Statistical Time Series , Wiley.
15 General Applications Fuller, Wayne (1996). Introduction to Statistical Time Series , Wiley.
Assesment Criteria   Mid-term exam Final exam
  Quantity Percentage Quantity Percentage  
Term Studies : - - - -
Attendance / Participation : - - - -
Practical Exam : - - - -
Special Course Exam : - - - -
Quiz : - - - -
Homework : - - - -
Presentations and Seminars : - - - -
Projects : - - - -
Workshop / Laboratory Applications : - - - -
Case studies : - - - -
Field Studies : - - - -
Clinical Studies : - - - -
Other Studies : - - - -
Mid-term exam   1 40 - -
Final exam   - - 1 60
ECTS WORK LOAD TABLE   Number Duration
Course Duration : 14 2
Classroom Work Time : 14 4
Presentations and Seminars : - -
Course Internship : - -
Workshop / Laboratory Applications : - -
Field Studies : - -
Case studies : - -
Projects : - -
Homework : - -
Quiz : - -
Mid-term exam : 1 16
Final Exam : 1 20
ECTS 4
No COURSE LEARNING OUTCOMES CONTRIBUTION
D.Ö.Ç. 1 Student will have information about time series modeling, estimation, prediction and foreing concepts. 4
D.Ö.Ç. 2 Student will have information about any time series modeling and make predictions by statistical package program. 3
D.Ö.Ç. 3 Student will have information about autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA) series acteristics (average of the series, autocovariance, autocorrelation, partial autocorrelation). 3
D.Ö.Ç. 4 Student will have information about estimate the model parameters (least squares, maximum likelihood, Yule-Walker methods) and some properties of the estimators 4
D.Ö.Ç. 5 Student will have information about modeling of autocorrelation and partial autocorrelation function. 4
* 1: Zayıf - 2: Orta - 3: İyi - 4: Çok İyi
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