  The paper presents transfer functions for limited memory time-invariant
linear integral predictors for continuous time processes such that the
corresponding predicting kernels have bounded support. It is shown that
processes with exponentially decaying Fourier transforms are predictable with
these predictors in some weak sense, meaning that convolution integrals over
the future times can be approximated by causal convolutions over past times.
For a given predicting horizon, the predictors are based on polynomial
approximation of a periodic exponent (complex sinusoid) in a weighted
$L_2$-space.
