Explore BrainMass

Time Series Problem

(See attached file for full problem description)

Let {Z(s), s } is a stationary process. Define
Suppose (Z(s1),....,Z(sn)) is observed at know locations {s1,....,sn}. Please find an optimal linear prediction of Z(s) based on the observations and function. How would you estimate function from the observations?


Solution Summary

There is an attached solution of the estimation function from the observations. The solution is a step by step time series solution.