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...nd is what the toeplitz matrix is composed of. I found sources using samples from within the time series to construct a linear system: http://practicalcryptography.com/miscellaneous/machine-learning/linear-prediction-tutorial/ However, talkbox, a scikit for signal proccessing ( https://github.com/cournape/talkbox/tree/master/scikits/talkbox/linpred ), first autocorrolates the signal using discrete inverse Fourier transforms which then passes it to the levinson durbin algorithm. I would really appriciate an explanation or information on a good resource to learn more about how the prediction coeffici...