Self-Similar Extrapolation of Asymptotic Series and Forecasting for Time Series

V. I. Yukalov

doi:10.1142/s0217984900000999

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Self-Similar Extrapolation of Asymptotic Series and Forecasting for Time Series

V. I. Yukalov

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Abstract

The method of extrapolating asymptotic series, based on the Self-Similar Approximation Theory, is developed. Several important questions are answered, which makes the foundation of the method unambiguous and its application straightforward. It is shown how the extrapolation of asymptotic series can be reformulated as forecasting for time series. The probability measure is introduced characterizing the ensemble of forecasted scenarios. The way of choosing the complete family of data bases is advanced.

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V. I. Yukalov. 2001-03-19. Self-Similar Extrapolation of Asymptotic Series and Forecasting for Time Series. https://doi.org/10.1142/s0217984900000999

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