Syllabus
Rutgers University
College of Engineering
Department of Industrial Engineering
540:682 Process Modeling and Control
Instructor: Dr. M. B. Gürsoy
Office: CoRE 218
Phone: X-5465
Email: gursoy@soe.rutgers.edu
COURSE OUTLINE
 
    • Introduction to Time Series Modeling
    • Autocorrelation Function and Spectral Properties of Stationary Processes
    • Linear Stationary Models – AR, MA, ARMA
    • Linear Nonstationary Models – IMA, ARIMA
    • Forecasting: Minimum Mean Square Forecast, ARMA, ARIMA models, State Space Models, Kalman Filtering
    • Model Identification – Autocorrelation, Partial Autocorrelation Functions, Initial Estimates, unit root test
    • Model Estimation – Likelihood Function, Least Squares Estimates
    • Model Diagnostic Checking
    • Seasonal Models
    • Transfer Function Models – Linear Transfer Function, Discrete Dynamic Models
    • Aspects of Process Control – Process Monitoring, Feedback Control, MMSE Control
Text:

Time Series Analysis, by G. E. P. Box, G. M. Jenkins and G. C. Reinsel, Prentice Hall, 3rd Edition, 1994.

References: Introduction to Time Series and Forecasting, by P. J. Brockwell and R. A. Davis, 2nd Edition, Springer 2002.

Time Series: Theory and Methods, by P. J. Brockwell and R. A. Davis, Springer, 2nd Edition, 1991.

Introduction to Statistical Time Series, by W. A. Fuller, 2nd Edition, Wiley and Sons, 1996.
Grading:

30% Midterm Exam, 30% HWs and Project, 40% Final Exam
Exam Policy - There are 3 hours long a midterm and a comprehensive final exams. During the written exams, the following rules apply:

You will be provided with a cheat sheet.

If you have a disability that influences testing procedures, provide me an official letter from the Office of Disability Services at the start of the semester.

All exams are closed book, closed notes, and no cell phones, no electronic or hard copy cheat sheets are allowed. Please go over the Rutgers Academic Integrity Policy.

I do NOT tolerate cheating. Students are responsible for understanding the RU Academic Integrity Policy. I will strongly enforce this Policy and pursue all violations. On all examinations and assignments, students must sign the RU Honor Pledge, which states, “On my honor, I have neither received nor given any unauthorized assistance on this examination or assignment.” Don’t let cheating destroy your hard-earned opportunity to learn.
Feeling tired and under stess please contact Rutgers Student Wellness Program..
THIS SYLLABUS IS SUBJECT TO CHANGE.