Epicurus advised the study of nature though I don't know that he went so far as to say his philosophy is the study of nature
I see where you're going. I find think we'll find a definitive "my philosophy is the study of nature" but PD11/12 comes close (emphasis added )
PD11/12. If we had never been molested by alarms at celestial and atmospheric phenomena, nor by the misgiving that death somehow affects us, nor by neglect of the proper limits of pains and desires, we should have had no need to study natural science (φυσιολογίας physiologias). It would be impossible to banish fear on matters of the highest importance, if a man did not know the nature of the whole universe, but lived in dread of what the legends tell us. Hence without the study of nature (φυσιολογίας) there was no enjoyment of unmixed pleasures.