Accession Number : AD0434355

Title :   EXTENSIONS TO THEORY OF TIME-SERIES ANALYSIS.

Descriptive Note : Quarterly rept. no. 6, 1 Nov 63-31 Jan 64,

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : Freiberger,Walter

Report Date : 31 JAN 1964

Pagination or Media Count : 9

Abstract : The problem of the prediction of random fields from incomplete information has been explored. A field characterised by a function u(x,t) depending upon a space variable x and time is considered. The field is governed by a linear partial differential equation with constant coefficients and of hyperbolic type. If the field and derivative have been observed in a domain, the hyperbolic equation is used to predict the exact future evolution of the field in some domain of influence usually depending upon time. (Author)

Descriptors :   (*MATHEMATICAL PREDICTION, OPTIMIZATION), (*TIME, SERIES(MATHEMATICS)), THEORY, METAMATHEMATICS, MATHEMATICAL LOGIC, PARTIAL DIFFERENTIAL EQUATIONS, PROBABILITY, STOCHASTIC PROCESSES, ERRORS

Distribution Statement : APPROVED FOR PUBLIC RELEASE