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This article is cited in 2 scientific papers (total in 2 papers)
Short Notes
The use of the inverse problem of spectral analysis to forecast time series
A. I. Sedov Nosov Magnitogorsk State Technical University, Magnitogorsk, Russian
Federation
Abstract:
The paper proposes a new method to forecast time series. We assume that a time series is a sequence of eigenvalues of a discrete self-adjoint operator acting in a Hilbert space. In order to construct such an operator, we use the theory of solving inverse problems of spectral analysis. The paper gives a theoretical justification for the proposed method. An algorithm for solving the inverse problem is given. Also, we give an example of constructing a differential operator whose eigenvalues practically coincide with a given time series.
Keywords:
inverse spectral problem, perturbation theory, time series.
Received: 25.02.2019
Citation:
A. I. Sedov, “The use of the inverse problem of spectral analysis to forecast time series”, J. Comp. Eng. Math., 6:1 (2019), 74–78
Linking options:
https://www.mathnet.ru/eng/jcem142 https://www.mathnet.ru/eng/jcem/v6/i1/p74
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Abstract page: | 150 | Full-text PDF : | 54 | References: | 19 |
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