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Replies: 4   Last Post: Dec 17, 2007 10:37 AM

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 galathaea Posts: 1,646 Registered: 7/2/05
Posted: Dec 14, 2007 12:23 PM

On Dec 14, 6:49 am, Idgarad <idga...@gmail.com> wrote:
> On Dec 13, 9:11 pm, hru...@odds.stat.purdue.edu (Herman Rubin) wrote:
>
>
>

>
> > >I need a roadmap to get me to a decent understanding of statistical
> > >time series analysis. The last time I saw college an actor was
> > >president.
> > >Lets assume I know nothing beyond basic algebra. What online resources
> > >and books, and in what order, should I hit them?
> > >e.g.
> > >Trig -http://blahblahblh.org, "This Great Book I used", etc..
> > >Pre-Calc -
> > >Linear Algebra-
> > >...
> > >Statistics
> > >Times Series Analysis
> > >etc...
> > >In short what educational (self taught, I live on the moon lets say,
> > >no colleges near by, etc.) path do I need to hunr down so I can
> > >understand say Box & Jenkin's time series book? P.S. I am broke so any
> > >non-online resources are coming from the public library.

>
> > To understand that, you will need at least calculus,
> > and Fourier transforms. Get through calculus first;
> > you will need that to understand the normal distribution,
> > which is used in deriving the methods.

>
> > You are likely to have to build up to calculus.
>
> > To really understand time series, considerably more
> > is needed, including linear algebra, basic foundations
> > of real analysis, and measure theory.

>
> > "There is no royal road to geometry", or any other
> > branch of mathematics.

>
> > >HEPL! (There is an inside joke to that typo.)
>
> > --
> > This address is for information only. I do not claim that these views
> > are those of the Statistics Department or of Purdue University.
> > Herman Rubin, Department of Statistics, Purdue University
> > hru...@stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558- Hide quoted text -

>
> > - Show quoted text -
>
> Perhaps there is no royal road but in your opinion what order in study
> would provide the best synergy as I move from topic to topic?
>
> So that this point based on your suggestions:
>
> Math Refresher (algebra,trig)
> Pre-Calculus
> Calculus (Calculus seems to be taught in chunks, differential,
> integral, multi-variate, and vector and series)
> Linear Algebra
> Principals of Fourier Transforms
> Analysis
> Measure Theory
>
> Where would Matrix mathmatics fit into this series? I assume somewhere
> after Calculus but before Fourier transformations? Would it fall post
> Linear Algebra based on required compentencies?

matrix math is linear algebra

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galathaea: prankster, fablist, magician, liar

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