FACULTY OF ENGINEERING
Department of Industrial Engineering
IE 341 | Course Introduction and Application Information
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
|
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Course Type |
Service Course
|
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Course Level |
First Cycle
|
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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;
|
Course Description | The purpose of this course is to introduce students to the basic stochastic processes that are widely used in operations research and industrial engineering. 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. |
|
Core Courses | |
Major Area Courses |
X
|
|
Supportive Courses | ||
Media and Management Skills Courses | ||
Transferable Skill Courses |
WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES
Week | Subjects | Related Preparation |
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 | Review of the Semester |
Course Notes/Textbooks | HM. Taylor, S. Karlin, An Introduction to Stochastic Modeling, Wiley, 1998. |
Suggested Readings/Materials |
EVALUATION SYSTEM
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 Exams | ||
Midterm |
1
|
40
|
Final Exam |
1
|
40
|
Total |
Weighting of Semester Activities on the Final Grade |
60
|
|
Weighting of End-of-Semester Activities on the Final Grade |
40
|
|
Total |
ECTS / WORKLOAD TABLE
Semester Activities | Number | Duration (Hours) | Workload |
---|---|---|---|
Theoretical Course Hours (Including exam week: 16 x total hours) |
16
|
3
|
48
|
Laboratory / Application Hours (Including exam week: '.16.' x total hours) |
16
|
0
|
|
Study Hours Out of Class |
15
|
4
|
60
|
Field Work |
0
|
||
Quizzes / Studio Critiques |
0
|
||
Portfolio |
0
|
||
Homework / Assignments |
3
|
10
|
30
|
Presentation / Jury |
0
|
||
Project |
0
|
||
Seminar / Workshop |
0
|
||
Oral Exam |
0
|
||
Midterms |
1
|
10
|
10
|
Final Exam |
1
|
22
|
22
|
Total |
170
|
COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP
#
|
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 |
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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. |
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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. |
X | ||||
11 | To be able to collect data in the area of Industrial Engineering; to be able to communicate with colleagues in a foreign language. |
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12 | To be able to speak a second foreign at a medium level of fluency efficiently. |
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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. |
X |
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest
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