Linear operator

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linear operator

  1. A mathematical operator that involves only a linear combination of terms or differentials in the dependent variable; examples are the del operator, the Laplacian operator, and the differential operator, L where
    ams2001glos-Le21
    the coefficients a1(x) · · · an(x) may be functions of the independent variable x.

  2. A weighting function that is applied to past values of 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 time series may be considered simultaneously.

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