On Dec 13, 9:11 pm, hru...@odds.stat.purdue.edu (Herman Rubin) wrote: > In article <64f2afe5-c288-41df-9e08-9f7bef38b...@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.. > >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?