EMÜ656 - STOCHASTIC MODELS
| Course Name | Code | Semester | Theory (hours/week) |
Application (hours/week) |
Credit | ECTS |
|---|---|---|---|---|---|---|
| STOCHASTIC MODELS | EMÜ656 | Any Semester/Year | 3 | 0 | 3 | 10 |
| Prequisites | ||||||
| Course language | Turkish | |||||
| Course type | Elective | |||||
| Mode of Delivery | Face-to-Face | |||||
| Learning and teaching strategies | Lecture Question and Answer Problem Solving Other: Lecture, question and answer, problem solving, individual work. | |||||
| Instructor (s) | To be determined by the department | |||||
| Course objective | Develop students? skills to model uncertainty in processes and systems | |||||
| Learning outcomes |
| |||||
| Course Content | Poisson process Renewal theory Discrete and continuous time Markov Chains Brownian motion Random walk model | |||||
| References | Ross, M.S. (1996) Stochastic Processes, 2nd ed., John Wiley and Sons. Tijms, H. C. (2003) A First Course in Stochastic Models, Wiley. Taylor, H.M and Karlin, S. (1998) An Introduction to Stochastic Modeling, 3rd ed., Academic Press. Ross, M.S. (1993) Introduction to Probability Models, 5th ed., Academic Press. Winston, W.L. (2004) Operations Research Applications and Algorithms, 4th ed., Thomson/Brooks/Cole. Up-to-date research articles about stochastic models | |||||
Course outline weekly
| Weeks | Topics |
|---|---|
| Week 1 | Poisson Process |
| Week 2 | Poisson Process |
| Week 3 | Renewal Processes |
| Week 4 | Renewal Processes |
| Week 5 | Renewal Processes |
| Week 6 | Renewal Processes |
| Week 7 | Markov Chains |
| Week 8 | Markov Chains |
| Week 9 | Midterm Exam |
| Week 10 | Markov Chains |
| Week 11 | Brownian Motion |
| Week 12 | Brownian Motion |
| Week 13 | Semi-Markov Processes |
| Week 14 | Random Walk |
| Week 15 | Study for the Final Exam |
| Week 16 | Final Exam |
Assesment methods
| Course activities | Number | Percentage |
|---|---|---|
| Attendance | 0 | 0 |
| Laboratory | 0 | 0 |
| Application | 0 | 0 |
| Field activities | 0 | 0 |
| Specific practical training | 0 | 0 |
| Assignments | 5 | 15 |
| Presentation | 0 | 0 |
| Project | 1 | 15 |
| Seminar | 0 | 0 |
| Midterms | 1 | 20 |
| Final exam | 1 | 50 |
| Total | 100 | |
| Percentage of semester activities contributing grade succes | 7 | 50 |
| Percentage of final exam contributing grade succes | 1 | 50 |
| Total | 100 | |
WORKLOAD AND ECTS CALCULATION
| Activities | Number | Duration (hour) | Total Work Load |
|---|---|---|---|
| Course Duration (x14) | 14 | 3 | 42 |
| Laboratory | 0 | 0 | 0 |
| Application | 0 | 0 | 0 |
| Specific practical training | 0 | 0 | 0 |
| Field activities | 0 | 0 | 0 |
| Study Hours Out of Class (Preliminary work, reinforcement, ect) | 13 | 7 | 91 |
| Presentation / Seminar Preparation | 0 | 0 | 0 |
| Project | 1 | 35 | 35 |
| Homework assignment | 5 | 16 | 80 |
| Midterms (Study duration) | 1 | 20 | 20 |
| Final Exam (Study duration) | 1 | 32 | 32 |
| Total Workload | 35 | 113 | 300 |
Matrix Of The Course Learning Outcomes Versus Program Outcomes
| D.9. Key Learning Outcomes | Contrubition level* | ||||
|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | |
| 1. Reach the necessary knowledge and methods in engineering within the scope of advanced industrial engineering studies through scientific research and evaluate knowledge and methods and implement them. | X | ||||
| 2. Implement advanced analytical methods and modeling techniques to design processes, products and systems in an innovative and original way and improve them | X | ||||
| 3. Have the competency to plan, manage and monitor processes, products and systems. | X | ||||
| 4. Evaluate the data obtained from analysis of the processes, products and systems, complete limited or missing data through scientific methods, develop data driven solution approaches. | X | ||||
| 5. Develop original methods for the efficient integration of the scarce resources such as man, machine, and material, energy, capital and time to the systems and implement these. | X | ||||
| 6. Effectively utilize computer programming languages, computer software, information and communication technology to solve problems in the field of industrial engineering. | X | ||||
| 7. Report and present advanced studies, outcomes/results and the evaluations on the design, analysis, planning, monitoring and improvement of processes, products and systems. | X | ||||
| 8. Are aware of the professional responsibility, describe the technological, economic and environmental effects of the industrial engineering applications, work as an individual independently and as a team member having an understanding of the scientific ethical values, take responsibility and lead the team. | X | ||||
| 9. Are aware of the up-to-date engineering applications, follow the necessary literature for advanced researches, have the competency to reach knowledge in a foreign language, to quote and implement them. | X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest