Linear Operator
Linear Operator :
(1) A mathematical operator which involves only a linear combination of terms or differential in the dependent variable; examples are the del-operator, the Laplacian operator, and the differential operator, L where: L = -dL + ai{x) + — +4- + <*.(*) ; dxKdx"-1 dx the coefficients a{{x) ••• ajx) may be functions of the independent variable x.(2) A weighting function which is applied to past values / a time series in order to obtain estimates of future values, determined mathematically in such a way that the mean square error of prediction is minimized. This technique can be extended to more than one variable, so that many tike series may be considered simultaneously. N.B. Refer to source to verify equation(s)
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