The Use of the Inverse Problem of Spectral Analysis to Forecast Time Series

DOI10.14529/jcem190108zbMath1499.35721MaRDI QIDQ5062051

A. I. Sedov

Publication date: 15 March 2022

Published in: Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/jcem142

zbMATH Keywords

perturbation theory; time series; inverse spectral problem

Mathematics Subject Classification ID

35R30: Inverse problems for PDEs

35A01: Existence problems for PDEs: global existence, local existence, non-existence

47A52: Linear operators and ill-posed problems, regularization