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Idgarad
Posts:
20
Registered:
10/18/06


Re: Roadmap for self instruction
Posted:
Dec 14, 2007 9:49 AM


On Dec 13, 9:11 pm, hru...@odds.stat.purdue.edu (Herman Rubin) wrote: > In article <64f2afe5c28841df9e089f7bef38b...@d4g2000prg.googlegroups.com>, > > > > > > Idgarad <idga...@gmail.com> 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.. > >PreCalc  > >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 > >nononline 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)4946054 FAX: (765)4940558 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) PreCalculus Calculus (Calculus seems to be taught in chunks, differential, integral, multivariate, 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?



