A blog by Rob J Hyndman 

Twitter Gplus RSS

Posts Tagged ‘mathematics’:


Cyclic and seasonal time series

Published on 14 December 2011

These terms get con­fused all the time (e.g., this ques­tion on Cross​Val​i​dated​.com), and so I thought it might be help­ful to try to sum­ma­rize the dis­tinc­tion and some of the asso­ci­ated models.

 
1 Comment  comments 

Advice to PhD applicants

Published on 3 November 2010

For stu­dents who are inter­ested in doing a PhD at Monash under my super­vi­sion. First, read the instruc­tions on how to apply. Sec­ond, poke around my web­site to see the sorts of top­ics I work on. There’s no point ask­ing to do a PhD with me if you want to do research on some­thing I don’t know much about. In par­tic­u­lar, please note that I’m not really inter­ested in finance or eco­nom­ics. There are some excel­lent researchers at Monash on both top­ics, but I’m not one of them. If you’re still inter­ested, here is what I nor­mally expect. You should have a strong back­ground in sta­tis­tics or econo­met­rics (at least hon­ours or Mas­ters level) along with some math­e­mat­ics and com­put­ing. It is essen­tial that you have stud­ied some matrix alge­bra, mul­ti­vari­ate cal­cu­lus and opti­miza­tion. You should be capa­ble of pro­gram­ming with a high level lan­guage such as R or Mat­lab; if you can write in C as well, even bet­ter. Stu­dents who strug­gle either find they don’t know enough math­e­mat­ics (or didn’t pay atten­tion when they learned it), or they don’t know enough com­put­ing. I don’t expect stu­dents to be whiz pro­gram­mers, but I do expect them to know about for loops, if state­ments, local vari­ables and func­tions, and I assume they have some idea about non­lin­ear

(More)…

 
No Comments  comments 

Online mathematical resources

Published on 20 May 2010

DLMF For nearly 50 years, a stan­dard ref­er­ence in math­e­mat­i­cal work has been Abramowitz and Stegun’s (1964) Hand­book of Math­e­mat­i­cal Func­tions with For­mu­las, Graphs, and Math­e­mat­i­cal Tables. It has pro­vided a mar­vel­lous col­lec­tion of results and tables that have been indis­pens­able for a gen­er­a­tion of math­e­mati­cians. I’ve used it to look up com­pu­ta­tion­ally effi­cient meth­ods for cal­cu­lat­ing Bessel func­tions or gamma func­tions, or to find one of those trigono­met­ric iden­ti­ties I learned in high school and no longer remem­ber. Appar­ently nearly 1 mil­lion copies of the hand­book have been printed and it has also been scanned and put online. Lately, the hand­book has fallen out of favour a lit­tle, partly because there is not such a need for it. We no longer need tables for trigono­met­ric func­tions or log­a­rithms, and a lot of func­tions are built into R, includ­ing Bessel func­tions and vari­a­tions on the gamma func­tion. Another rea­son for its declin­ing pop­u­lar­ity has been the rise of online resources: if you want to know some­thing about orthog­o­nal poly­no­mi­als, there is a good chance it is cov­ered in the Wikipedia arti­cle. Now the hand­book has been reis­sued as the NIST Hand­book of Math­e­mat­i­cal Func­tions (Cam­bridge Uni­ver­sity Press) with a free web edi­tion called the NIST Dig­i­tal Library of Math­e­mat­i­cal Func­tions (DLMF).

(More)…

 
2 Comments  comments