Geodesic
Prediction of multidimensional time series by method of inverse spectral problem
Journal of computational and engineering mathematics, Tome 9 (2022) no. 1, pp. 35-42.

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper develops a new method for predicting time series by the inverse spectral problem. We show that it is possible to construct a differential operator such that its eigenvalues coincide with a given numerical sequence. The paper gives a theoretical justification of the proposed method. The algorithm for finding a solution and an example of constructing a differential operator with partial derivatives are given. In this paper, we present a generalization in the case of multidimensional time series.
Keywords: Laplace operator, inverse spectral problem, eigenvalues, time series. 
@article{JCEM_2022_9_1_a3,
     author = {A. I. Sedov},
     title = {Prediction of multidimensional time series by method of inverse spectral problem},
     journal = {Journal of computational and engineering mathematics},
     pages = {35--42},
     publisher = {mathdoc},
     volume = {9},
     number = {1},
     year = {2022},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/JCEM_2022_9_1_a3/}
}
TY  - JOUR
AU  - A. I. Sedov
TI  - Prediction of multidimensional time series by method of inverse spectral problem
JO  - Journal of computational and engineering mathematics
PY  - 2022
SP  - 35
EP  - 42
VL  - 9
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/JCEM_2022_9_1_a3/
LA  - en
ID  - JCEM_2022_9_1_a3
ER  - 
%0 Journal Article
%A A. I. Sedov
%T Prediction of multidimensional time series by method of inverse spectral problem
%J Journal of computational and engineering mathematics
%D 2022
%P 35-42
%V 9
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/JCEM_2022_9_1_a3/
%G en
%F JCEM_2022_9_1_a3
A. I. Sedov. Prediction of multidimensional time series by method of inverse spectral problem. Journal of computational and engineering mathematics, Tome 9 (2022) no. 1, pp. 35-42. http://geodesic.mathdoc.fr/item/JCEM_2022_9_1_a3/