Course Name | Introduction to Stochastic Processes |
Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
---|---|---|---|---|---|
IE 341 | Fall/Spring | 3 | 0 | 3 | 6 |
Prerequisites |
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Course Language | English | ||||||||
Course Type | Elective | ||||||||
Course Level | First Cycle | ||||||||
Mode of Delivery | - | ||||||||
Teaching Methods and Techniques of the Course | |||||||||
Course Coordinator | - | ||||||||
Course Lecturer(s) | - | ||||||||
Assistant(s) | - |
Course Objectives | The purpose of this course is to introduce students to the basic stochastic processes that are widely used in operations research and industrial engineering. |
Learning Outcomes | The students who succeeded in this course;
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Course Description | The course basically covers discrete state space stochastic processes. The emphasis will be on understanding and applying the machinery of stochastic processes as well as developing a sense for stochastic modeling. Upon the completion of the course, students should be ready to work with and develop stochastic models in various contexts. |
Related Sustainable Development Goals | |
| Core Courses | |
Major Area Courses | X | |
Supportive Courses | ||
Media and Managment Skills Courses | ||
Transferable Skill Courses |
Week | Subjects | Required Materials |
1 | Probability Review | Ch 1 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
2 | Conditional Probability and Conditional Expectation | Ch 2 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
3 | Conditional Probability and Conditional Expectation | Ch 2 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
4 | Markov Chains | Ch 3 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
5 | Markov Chains | Ch 3 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
6 | LongRun Behavior of Markov Chains | Ch 4 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
7 | Review and Midterm Exam | |
8 | LongRun Behavior of Markov Chains | Ch 4 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
9 | Poisson Processes | Ch 5 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
10 | Poisson Processes | Ch 5 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
11 | ContinuousTime Markov Chains | Ch 6 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
12 | ContinuousTime Markov Chains | Ch 6 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
13 | Renewal Phenomena | Ch 7 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
14 | Renewal Phenomena | Ch 7 HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
15 | General review and evaluation | |
16 | General review and evaluation |
Course Notes/Textbooks | HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
Suggested Readings/Materials |
Semester Activities | Number | Weigthing |
Participation | 1 | 10 |
Laboratory / Application | ||
Field Work | ||
Quizzes / Studio Critiques | ||
Portfolio | ||
Homework / Assignments | 3 | 10 |
Presentation / Jury | ||
Project | ||
Seminar / Workshop | ||
Oral Exam | ||
Midterm | 1 | 40 |
Final Exam | 1 | 40 |
Total |
Weighting of Semester Activities on the Final Grade | 5 | 60 |
Weighting of End-of-Semester Activities on the Final Grade | 1 | 40 |
Total |
Semester Activities | Number | Duration (Hours) | Workload |
---|---|---|---|
Course Hours (Including exam week: 16 x total hours) | 16 | 3 | 48 |
Laboratory / Application Hours (Including exam week: 16 x total hours) | 16 | ||
Study Hours Out of Class | 14 | 4 | 56 |
Field Work | |||
Quizzes / Studio Critiques | |||
Portfolio | |||
Homework / Assignments | 3 | 12 | |
Presentation / Jury | |||
Project | |||
Seminar / Workshop | |||
Oral Exam | |||
Midterms | 1 | 17 | |
Final Exams | 1 | 23 | |
Total | 180 |
# | Program Competencies/Outcomes | * Contribution Level | ||||
1 | 2 | 3 | 4 | 5 | ||
1 | To have adequate knowledge in Mathematics, Science and Industrial Engineering; to be able to use theoretical and applied information in these areas to model and solve Industrial Engineering problems. | X | ||||
2 | To be able to identify, formulate and solve complex Industrial Engineering problems by using state-of-the-art methods, techniques and equipment; to be able to select and apply proper analysis and modeling methods for this purpose. | X | ||||
3 | To be able to analyze a complex system, process, device or product, and to design with realistic limitations to meet the requirements using modern design techniques. | X | ||||
4 | To be able to choose and use the required modern techniques and tools for Industrial Engineering applications; to be able to use information technologies efficiently. | X | ||||
5 | To be able to design and do simulation and/or experiment, collect and analyze data and interpret the results for investigating Industrial Engineering problems and Industrial Engineering related research areas. | X | ||||
6 | To be able to work efficiently in Industrial Engineering disciplinary and multidisciplinary teams; to be able to work individually. | X | ||||
7 | To be able to communicate effectively in Turkish, both orally and in writing; to be able to author and comprehend written reports, to be able to prepare design and implementation reports, to present effectively; to be able to give and receive clear and comprehensible instructions | |||||
8 | To have knowledge about contemporary issues and the global and societal effects of Industrial Engineering practices on health, environment, and safety; to be aware of the legal consequences of Industrial Engineering solutions. | |||||
9 | To be aware of professional and ethical responsibility; to have knowledge of the standards used in Industrial Engineering practice. | |||||
10 | To have knowledge about business life practices such as project management, risk management, and change management; to be aware of entrepreneurship and innovation; to have knowledge about sustainable development. | |||||
11 | To be able to collect data in the area of Industrial Engineering; to be able to communicate with colleagues in a foreign language. | |||||
12 | To be able to speak a second foreign at a medium level of fluency efficiently. | |||||
13 | To recognize the need for lifelong learning; to be able to access information, to be able to stay current with developments in science and technology; to be able to relate the knowledge accumulated throughout the human history to Industrial Engineering. |
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest