“…This paper focuses on the problem of prediction of future signal and its derivatives for stochastic signal. Estimation of future signals is important for many applications, for examples, future trajectory prediction for missile interception (Akcal & Ure, 2017), short-term stock prediction (Weng, Lu, Wang, Megahed, & Martinez, 2018), et al Figure 1 shows the future trajectory prediction for missile-interception system. As the speed of attack missile is very fast, the usual methods of real-time interception control need the motion of defense missile much faster and more flexible.…”