<experiments to examine the predictability of solar data with emphasis on flares< fourth bi-monthly progress report, 3 dec. 1964 - 3 feb. 1965

Prediction theory for solar flare importance using matrix analysis computer programmin

Multivariate Spectral Estimation based on the concept of Optimal Prediction

In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a suitable divergence index with respect to an a priori spectral density. We derive a new divergence family between multivariate spectral densities which takes root in the prediction theory. Under mild assumptions on the a priori spectral density, the approximation problem, based on this new divergence family, admits a family of solutions. Moreover, an upper bound on the complexity degree of these solutions is provided