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COURSE UNIT TITLECOURSE UNIT CODESEMESTERTHEORY + PRACTICE (Hour)ECTS
NONLINEAR TIME SERIES ANALYSIS EEM548 - 3 + 0 10

TYPE OF COURSE UNITElective Course
LEVEL OF COURSE UNITMaster's Degree With Thesis
YEAR OF STUDY-
SEMESTER-
NUMBER OF ECTS CREDITS ALLOCATED10
NAME OF LECTURER(S)-
LEARNING OUTCOMES OF THE COURSE UNIT At the end of this course, the students;
1) Know the properties of nonlinear systems.
2) Will be able to apply the nonlinear time series analysis methods.
3) Reinforce the theoretical knowledge by preparing a nonlinear time series analysis program.
4) Will be able to review a study that is made in this area and refer the findings as oral and written.
5) Develop an ability to access to scientific knowledge and work independently.
MODE OF DELIVERYFace to face
PRE-REQUISITES OF THE COURSENo
RECOMMENDED OPTIONAL PROGRAMME COMPONENTNone
COURSE DEFINITIONProperties of chaotic systems, and general concepts. Discrete (Logistic and Henon equations) and continuous (Lorenz and Rössler equations) chaotic systems. Phase space reconstruction, embedding dimension, time delay, similarity dimension, correlation dimension, capacity dimension, Lyapunov exponents and entropy.
COURSE CONTENTS
WEEKTOPICS
1st Week The features of chaotic systems, and general concepts.
2nd Week Discrete (Logistic and Henon equations) chaotic systems.
3rd Week Continuous (Lorenz and Rössler equations) chaotic systems.
4th Week The methods for phase-space reconstruction (strange attractor reconstruction).
5th Week The algorithms for determining the embedding dimension.
6th Week The statistical quantities for time delay depends on.
7th Week Fractal dimensions, Similarity dimension, Capacity dimension.
8th Week MIDTERM EXAM
9th Week Correlation dimension, Information dimension.
10th Week Lyapunov exponents (Lyapunov spectrum), and methods used in the calculation of Lyapunov exponents
11th Week The largest Lyapunov exponent, entropy
12th Week Other issues (Poincare section, unstable periodic orbits, etc.).
13th Week Paper presentations
14th Week Paper presentations
RECOMENDED OR REQUIRED READING1. Williams P.G., Chaos Theory Tamed, Joseph Henry Press, 1997.
2. Strogatz, S.H., Nonlinear Dynamics and Chaos with Application to Physics, Biology, Chemistry and Engineering, Perseus Books Publishing, Massachusetts, A.B.D.
3. Kantz, H.,Schreiber, T. Nonlinear Time Series Analysis, Cambridge University press. 2. Edt. 2004.
4. Sprott, J.C., Chaos and Time-Series Analysis, Oxford University Pres, 2003.
PLANNED LEARNING ACTIVITIES AND TEACHING METHODSLecture,Questions/Answers,Presentation,Project
ASSESSMENT METHODS AND CRITERIA
 QuantityPercentage(%)
Mid-term130
Project120
Presentation of Article110
Total(%)60
Contribution of In-term Studies to Overall Grade(%)60
Contribution of Final Examination to Overall Grade(%)40
Total(%)100
ECTS WORKLOAD
Activities Number Hours Workload
Midterm exam133
Preparation for Quiz000
Individual or group work148112
Preparation for Final exam14040
Course hours14342
Preparation for Midterm exam13030
Laboratory (including preparation)000
Final exam133
Homework23570
Total Workload300
Total Workload / 3010
ECTS Credits of the Course10
LANGUAGE OF INSTRUCTIONTurkish
WORK PLACEMENT(S)No
  

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