Fixed Points in Self-Similar Analysis of Time Series
Abstract
Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998.
- Publication:
-
arXiv e-prints
- Pub Date:
- March 1998
- DOI:
- 10.48550/arXiv.cond-mat/9803059
- arXiv:
- arXiv:cond-mat/9803059
- Bibcode:
- 1998cond.mat..3059G
- Keywords:
-
- Condensed Matter - Statistical Mechanics;
- Quantitative Finance - Statistical Finance
- E-Print:
- 1 file, 6 pages, LaTex