The problem of forecasting future values 
(
) of a weakly stationary process 
from the known values 
(
).
Prediction Theory
See also
Deterministic, Time Series AnalysisExplore with Wolfram|Alpha
References
Itô, K. (Ed.). "Prediction Theory." §395D in Encyclopedic Dictionary of Mathematics, 2nd ed., Vol. 3. Cambridge, MA: MIT Press, pp. 1463-1465, 1987.Referenced on Wolfram|Alpha
Prediction TheoryCite this as:
Weisstein, Eric W. "Prediction Theory." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/PredictionTheory.html