Time Series is coming: Watch This Space

I’ve ready to begin preparing the first online course, which will be: Time Series.

I reiterate that this isn’t your economics professor’s time series course; the emphasis is on analyzing temporal data in science. And truth be told, it’s not exclusively time series, for example I intend to cover regression in moderate depth, and we’ll take a closer look at Fourier analysis than most time series courses. Basically, it’s an introduction to the things that have worked for me when I study time series. That includes some of the quirky notational conventions I like to use; here’s hoping my quirks catch on.


I’ll need help from all of you, because it’s hard to be sure what the proper level is. That means I need feedback as the course progresses. Am I going to fast? Too slow? Is it too advanced? Not enough? One of the drawbacks of not having a “live” classroom experience is that I don’t get to see your faces, to pick up on the blank expression that means your attention or interest is wandering, or the puzzled look saying that something is unclear. I urge everyone who participates to be free with commentary.

I also want lots of questions (which should be submitted in the comments section of the website). I’d love to see massive discussion among participants. One thing: there will be some “homework assignments” (more questions than “assignments”) and please don’t post your answers in the comment section — give the others a chance to work it out for themselves. But do feel free to post your confusion and questions, and to discuss things as long as there aren’t too many “spoilers.”

Honestly, I could use more donations too. The generosity of many of you is inspiring and I have to say “Thank you!!!”. But it doesn’t yet cover the cost (in terms of time), so I’m taking a risk here because I’m making a commitment. But, I figure if you have enough faith in me to contribute as generously as so many of you already have, I should have faith in you too.

And I emphasize, it’s you — the readers of this blog — who are making this possible. It’s not just me, this is an effort brought to reality by the community here.

We may start as early as next week. I’m new to the “make a video” thing, but I’ve been practicing and preparing the first lectures, and if everything goes well the first lesson will be a week from Thursday.

I’d love to have as many as possible participate, so feel free to spread the word. Within a few days I’ll post the web address, and further details. Do be sure that those who join are prepared — if calculus is beyond your ken, you’re not ready.

On that subject: I’m very happy we’re starting with time series. But I also have a very strong desire to do “Basic Statistics” as the next course offering. My motive for that is to give up-and-coming youngsters the head start that will help them become the working scientists of tomorrow. That doesn’t mean I wouldn’t love to pass such knowledge on to the adult readers who are interested, even fascinated, but if I can help some of tomorrow’s scientists be better prepared to meet the challenges of the future, I would be immensely proud. Making this all possible is a group effort, and to you, the readers and contributors, I’m grateful that we’ve all done our part to make this happen.

So, watch this space. More details soon. And if you want to help, one way is to make a donation at Peaseblossom’s Closet.

Let the games begin!

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5 responses to “Time Series is coming: Watch This Space

  1. You also might want to set up a Patreon account.

  2. Looking forward to it. Dropped a few quid into paypal.

  3. Charles Payne

    At what level will this course instruct. I’m teaching my second year of Introduction to Computational Physics at our magnet high school (http://www.ncssm.edu/), online and residential, and we’ve gone through FFT, and we’ve used calculus throughout. We’re looking at LIGO data now, in our final weeks. We actually started out analyzing the Vostok ice core data for CO2 levels. I’d be very interested in your course, but I’ll have to check my other time committments. It looks like a great idea!

    [Response: If you (or your students) are good with calculus, and exposed to the FFT, I’d say give it a try. It’s not yet carved in stone how fast and furious we’ll go — I’m depending on feedback from “attendees” to know whether to pick up the pace or slow things down. This is a math class, and it’s not “intro to statistics” (that’s for a future course). I’m determined not to go so fast as to lose people, but not so slow that there’s not enough “meat” on the bones. Time will tell how well I succeed.]

  4. Don’t worry about the exact level too much. Advanced students can stomach to not understand everything. It can be motivating for further study.
    — Me I’m very interested. My background is some deep general-theoretical stochastic analysis from lare last century (Black-Scholes down to Girsanov, stochastic Atiyah-Singer, …) but I want to learn more about serious applied math (just for my private non-career fun – I’ve given up on German Fachkräftemangel.)