Data interpolation can be cast as an inverse problem where the
interpolated data can have minimum energy after specified filtering
(Claerbout, 1992). A PEF can capture the inverse spectra of the
data, thus a variety of PEFs have been used to find the missing
data. Unlike the relationship between frequency-space PF and PEF,
time-space PF has different coefficients from the corresponding PEF
that involves causal time prediction coefficients along the column of
the predicted data. The PEF creates the residual and the PF result is
the data itself. Time-space PF only preserves spatial predictability
in seismic data, therefore, it may provide more reasonable
interpolation results than time-space PEF, especially in field
non-white noise environments. Data interpolation is commonly
implemented as a two-step approach, which includes unknown PF
estimation from the known data and missing data reconstruction from
the calculated PF. Most adaptive PFs and PEFs based on iterative or
recursive approaches are capable of handling the nonstationarity of
seismic data, but iterations lead to high computation time and large
storage requirements for variable coefficients. In this study, we
propose a non-iterative, fast, adaptive PF that acts in the time-space
domain.