GRADUATE SCHOOL
M.SC. in Computer Engineering (Without Thesis)
IE 502 | Course Introduction and Application Information
| Course Name |
Probabilistic Systems Analysis
|
|
Code
|
Semester
|
Theory
(hour/week) |
Application/Lab
(hour/week) |
Local Credits
|
ECTS
|
|
IE 502
|
Fall/Spring
|
3
|
0
|
3
|
7.5
|
| Prerequisites |
None
|
|||||
| Course Language |
English
|
|||||
| Course Type |
Elective
|
|||||
| Course Level |
Second Cycle
|
|||||
| Mode of Delivery | - | |||||
| Teaching Methods and Techniques of the Course | Problem SolvingLecture / Presentation | |||||
| Course Coordinator | ||||||
| Course Lecturer(s) | ||||||
| Assistant(s) | - | |||||
| Course Objectives | Most problems encountered in scientific research requires acquaintance with stochastic models and the solution techniques used for these models. The stochastic versions of deterministic problems may also be defined and modelled. Using the models and techniques taught in this course, solution approaches will be sought to problems that are stochastic in nature or to the stochastic versions of deterministic problems. The student will gain the ability to build and analyze models. |
| Learning Outcomes |
The students who succeeded in this course;
|
| Course Description | The course involves defining and modelling a stochastic process and solving the problems related to the stochastic process being investigated. The underlying theory will be taught, followed by applications that illustrate the use of a stochastic process. |
|
|
Core Courses | |
| Major Area Courses | ||
| Supportive Courses | ||
| Media and Management Skills Courses | ||
| Transferable Skill Courses |
WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES
| Week | Subjects | Related Preparation |
| 1 | Probability concept, Conditional Probability, and Bayes Theorem | |
| 2 | Random variable, Expectation, and Variance | |
| 3 | Basic univariate discrete probability distributions | |
| 4 | Basic univariate continous probability distributions | |
| 5 | Two-dimensional joint discrete and continuous distributions, Covariance, Correlation and Introduction to Random processes | |
| 6 | Two-dimensional joint discrete and continuous distributions, Covariance, Correlation and Introduction to Random processes (Cont’d) | |
| 7 | Midterm Exam | |
| 8 | Discrete-time Markov chains: Definitions, Modeling and the Chapman-Kolmogorov equation | |
| 9 | Discrete-time Markov chains: State classification and First step analysis | |
| 10 | Discrete-time Markov chains: Absorbing chains and Long-run analysis | |
| 11 | Poisson Processes: Definition and Properties | |
| 12 | Poisson Processes: Non-homogeneous and Compound Poisson processes | |
| 13 | Continuous time Markov chains: Concepts and Birth-death processes | |
| 14 | Continuous time Markov chains: Transition probability function and calculation of transition probabilities | |
| 15 | Review of the Semester | |
| 16 | Final Exam |
| Course Notes/Textbooks | [1] Ross, Sheldon. Introduction to Probability Models, 11th edition, Academic Press, 2014. ISBN: 978-0124079489 [2] Taylor, Howard M. and Karlin, Samuel. An Introduction to Stochastic Modeling, 3rd Edition, Academic Press, 1998, ISBN: 978-0-12-684887-8. [3] Frederick S. Hillier, Gerald J. Lieberman, Introduction to Operations Research, 10th Edition, 2010 Mc GrawHill, ISBN: 9780071267670 |
| Suggested Readings/Materials | [4] Bertsekas, Dimitri, and John Tsitsiklis. Introduction to Probability. 2nd ed. Athena, Scientific, 2008. ISBN: 9781886529236. [5] Sheldon Ross, Stochastic Processes, 2nd edition, Wiley, 1995. ISBN: 978-0471120629 |
EVALUATION SYSTEM
| Semester Activities | Number | Weigthing |
| Participation |
1
|
10
|
| Laboratory / Application | ||
| Field Work | ||
| Quizzes / Studio Critiques | ||
| Portfolio | ||
| Homework / Assignments |
1
|
20
|
| Presentation / Jury | ||
| Project | ||
| Seminar / Workshop | ||
| Oral Exams | ||
| Midterm |
1
|
35
|
| Final Exam |
1
|
35
|
| Total |
| Weighting of Semester Activities on the Final Grade |
3
|
65
|
| Weighting of End-of-Semester Activities on the Final Grade |
1
|
35
|
| 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 |
16
|
5
|
80
|
| Field Work |
0
|
||
| Quizzes / Studio Critiques |
0
|
||
| Portfolio |
0
|
||
| Homework / Assignments |
3
|
15
|
45
|
| Presentation / Jury |
0
|
||
| Project |
0
|
||
| Seminar / Workshop |
0
|
||
| Oral Exam |
0
|
||
| Midterms |
1
|
24
|
24
|
| Final Exam |
1
|
28
|
28
|
| Total |
225
|
COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP
|
#
|
Program Competencies/Outcomes |
* Contribution Level
|
||||
|
1
|
2
|
3
|
4
|
5
|
||
| 1 | Accesses information in breadth and depth by conducting scientific research in Computer Engineering, evaluates, interprets and applies information. | X | ||||
| 2 | Is well-informed about contemporary techniques and methods used in Computer Engineering and their limitations. | X | ||||
| 3 | Uses scientific methods to complete and apply information from uncertain, limited or incomplete data, can combine and use information from different disciplines. | X | ||||
| 4 | Is informed about new and upcoming applications in the field and learns them whenever necessary. | X | ||||
| 5 | Defines and formulates problems related to Computer Engineering, develops methods to solve them and uses progressive methods in solutions. | X | ||||
| 6 | Develops novel and/or original methods, designs complex systems or processes and develops progressive/alternative solutions in designs. | X | ||||
| 7 | Designs and implements studies based on theory, experiments and modelling, analyses and resolves the complex problems that arise in this process. | X | ||||
| 8 | Can work effectively in interdisciplinary teams as well as teams of the same discipline, can lead such teams and can develop approaches for resolving complex situations, can work independently and takes responsibility. | X | ||||
| 9 | Engages in written and oral communication at least in Level B2 of the European Language Portfolio Global Scale. | X | ||||
| 10 | Communicates the process and the results of his/her studies in national and international venues systematically, clearly and in written or oral form. | X | ||||
| 11 | Is knowledgeable about the social, environmental, health, security and law implications of Computer Engineering applications, knows their project management and business applications, and is aware of their limitations in Computer Engineering applications. | X | ||||
| 12 | Highly regards scientific and ethical values in data collection, interpretation, communication and in every professional activity. | X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest