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Course Details
KTO KARATAY UNIVERSITY
Mühendislik ve Doğa Bilimleri Fakültesi
Programme of Industrial Engineering
Course Details
Course Code Course Name Year Period Semester T+A+L Credit ECTS
15281834 Time Series and Forecasting Techniques 4 Spring 8 3+0+0 0 5
Course Type Elective
Course Cycle Bachelor's (First Cycle) (TQF-HE: Level 6 / QF-EHEA: Level 1 / EQF-LLL: Level 6)
Course Language Turkish
Methods and Techniques -
Mode of Delivery Face to Face
Prerequisites -
Coordinator Prof. Murat DARÇIN
Instructor(s) -
Instructor Assistant(s) -
Course Content
Zaman Serilerinin Bileşkelerine Ayrılması Yöntemi.Doğrusal Trend Fonksiyonu. Düzgünleştirme Yöntemleri; Basit Hareketli Ortalamalar,Üstel Düzgünleştirme Yöntemleri,Tekli Üstel Düzgünleştirme, Otoregressif Modeller ve Hareketli Ortalama Yöntemleri.Mevsimlik Otoregressif Hareketli Ortalama Yöntemleri.Fiyat İndeksleri ve Zaman Serileri Analizindeki Önemi, İndeksler,Fiyat İndekslerinde Temel Devre ve Dönüşümü.
Objectives of the Course
Given the basic information needed to make effective predictions.
Contribution of the Course to Field Teaching
Basic Vocational Courses
Specialization / Field Courses X
Support Courses
Transferable Skills Courses
Humanities, Communication and Management Skills Courses
Relationships between Course Learning Outcomes and Program Outcomes
Relationship Levels
Lowest Low Medium High Highest
1 2 3 4 5
# Program Learning Outcomes Level
P1 Knowledge of mathematics, natural sciences, fundamental engineering, computational sciences, and industrial engineering-specific subjects; the ability to apply this knowledge to solve complex industrial engineering problems. 5
P2 The ability to define, formulate, and analyze complex industrial engineering problems using fundamental science, mathematics, and engineering knowledge, while keeping in mind the relevant UN Sustainable Development Goals. 5
P4 The ability to select and utilize appropriate techniques, resources, and modern engineering and information tools, including estimation and modeling, for the analysis and solution of complex industrial engineering problems, while being aware of their limitations. 5
Course Learning Outcomes
Upon the successful completion of this course, students will be able to:
No Learning Outcomes Outcome Relationship Measurement Method **
O1 Zaman serileri analizindeki temel kavramları öğrenir. P.1.39 1
O2 Mevsim, trend ve rassallık indekslerinin matematiksel altyapısını öğrenir. P.1.40 1
O3 Çeşitli olaylar karşısında etkili tahminde bulunma becerisi kazanır. P.1.41 1
O4 Zaman serilerinin uygulama alanlarını öğrenir. P.1.42 1
O5 Zaman serileri analizindeki temel kavramları öğrenir. P.2.65 1
O6 Mevsim, trend ve rassallık indekslerinin matematiksel altyapısını öğrenir. P.2.66 1
O7 Çeşitli olaylar karşısında etkili tahminde bulunma becerisi kazanır. P.4.29 1
O8 Zaman serilerinin uygulama alanlarını öğrenir. P.4.30 1
** Written Exam: 1, Oral Exam: 2, Homework: 3, Lab./Exam: 4, Seminar/Presentation: 5, Term Paper: 6, Application: 7
Weekly Detailed Course Contents
Week Topics
1 Fundamental concept and introduction to time series, The component of time series, Moving Average Mean, Least Square Method, Linear Trend Function
2 Quadratic Trend Function, Exponential Trend Function, Determining the Trend Function, Determining the seasonality
3 Seasonality Index, Using Seasonality Index, Determining effects of Cyclical Movements and Random Factors
4 Smoothing Methods: Single Moving Averages, Exponential Smoothing Methods
5 Simple Exponential Smoothing, Linear Moving Average, Linear Exponential Smoothing Methods
6 Nonlinear Exponential Smoothing, Other Exponential Smoothing Methods, Autoregressive Models and Method of Moving Average
7 Autocorrelation Coefficients, Calculating Autocorrelation Coefficients and Distribution, Autocorrelation analysis
8 Midterm
9 Autocorrelation Tests, Partial Autocorrelation Coefficients and Tests of Autocorrelation Coefficients, Autoregressive Models, Simple and Multiple Regression Analysis
10 Using Autoregressive Models
11 Moving Average Methods, Moving Average Models, Prediction of Parameters in Moving Average Models
12 Box-Jenkins Method
13 Researching feasibility of the Model, Using model for predictions, Seasonal Autoregressive Moving Average Methods
14 Prices Indexes and its Importance in Time Series Analysis
15 Final Sınavına Hazırlık
Textbook or Material
Resources Modern Zaman Serileri ve Yöntemleri, NOBEL AKADEMİK YAYINCILIK, Dr. Üyesi Ebrucan İslamoğlu
Modern Zaman Serileri ve Yöntemleri, NOBEL AKADEMİK YAYINCILIK, Dr. Üyesi Ebrucan İslamoğlu
Evaluation Method and Passing Criteria
In-Term Studies Quantity Percentage
Attendance - -
Laboratory - -
Practice - -
Field Study - -
Course Specific Internship (If Any) - -
Homework - -
Presentation - -
Projects - -
Seminar - -
Quiz - -
Listening - -
Midterms 1 40 (%)
Final Exam 1 60 (%)
Total 100 (%)
ECTS / Working Load Table
Quantity Duration Total Work Load
Course Week Number and Time 14 3 42
Out-of-Class Study Time (Pre-study, Library, Reinforcement) 14 3 42
Midterms 1 30 30
Quiz 0 0 0
Homework 0 0 0
Practice 0 0 0
Laboratory 0 0 0
Project 0 0 0
Workshop 0 0 0
Presentation/Seminar Preparation 0 0 0
Fieldwork 0 0 0
Final Exam 1 36 36
Other 0 0 0
Total Work Load: 150
Total Work Load / 30 5
Course ECTS Credits: 5
Course - Learning Outcomes Matrix
Relationship Levels
Lowest Low Medium High Highest
1 2 3 4 5
# Learning Outcomes P1 P2 P4
O1 Zaman serileri analizindeki temel kavramları öğrenir. 5 - -
O2 Mevsim, trend ve rassallık indekslerinin matematiksel altyapısını öğrenir. 5 - -
O3 Çeşitli olaylar karşısında etkili tahminde bulunma becerisi kazanır. 5 - -
O4 Zaman serilerinin uygulama alanlarını öğrenir. 5 - -
O5 Zaman serileri analizindeki temel kavramları öğrenir. - 5 -
O6 Mevsim, trend ve rassallık indekslerinin matematiksel altyapısını öğrenir. - 5 -
O7 Çeşitli olaylar karşısında etkili tahminde bulunma becerisi kazanır. - - 5
O8 Zaman serilerinin uygulama alanlarını öğrenir. - - 5