I wanted to learn prediction, forecasting etc. I also have time series data on millions of online videos. I would like to test out prediction algorithms etc on this data set, for eg. Linear Prediction, Kalman filter. 


Are there any good resources out there to get me started on those?


Edit: Let me rephrase the question. If you were given such a time series data set with a million videos with some number of attributes to each, what steps/path path would you take to come up with a decent view prediction scheme? For example, factor analysis or PCA etc first.



Where can i find 'getting started' resources for statistical prediction
The following might be of some help


[linear regression](http://en.wikipedia.org/wiki/Linear_regression)


[Bayesian inference](http://en.wikipedia.org/wiki/Bayesian_inference)


(possibly).


