Prediction of multidimensional time series by method of inverse spectral problem

The paper develops a new method for predicting time series by the inverse spectral problem. We show that it is possible to construct a differential operator such that its eigenvalues coincide with a given numerical sequence. The paper gives a theoretical justification of the proposed method. The algorithm for finding a solution and an example of constructing a differential operator with partial derivatives are given. In this paper, we present a generalization in the case of multidimensional time series.