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

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Posted: Dec 14, 2007 9:49 AM

On Dec 13, 9:11 pm, hru...@odds.stat.purdue.edu (Herman Rubin) wrote:
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> >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?

Date Subject Author