Vladimir Alekseevich Golovkov, Non-Recursive Prediction of Random Processes, International Journal of System Signal Control and Engineering Application, Volume 10,Issue 4, 2017, Pages 117-120, ISSN 1997-5422, ijssceapp.2017.117.120, (https://makhillpublications.co/view-article.php?doi=ijssceapp.2017.117.120) Abstract: The study suggests analytical expressions for algorithms of optimal linear prediction of a random process relyingon a sample of the process values and values of its derivatives at a previous instant of time. I also investigate relative efficiency of such algorithms in comparison to transversal algorithms, exemplified by a stochastic process with a finite correlation function. Keywords: stochastic process;prediction;correlation function;prediction evaluation variance;sample efficiency