Fixed Points in Self-Similar Analysis of Time Series

S. Gluzman; V. I. Yukalov

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arXiv · cond-mat/9803059

Fixed Points in Self-Similar Analysis of Time Series

S. Gluzman·V. I. Yukalov

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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.

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S. Gluzman, V. I. Yukalov. 1998-03-05. Fixed Points in Self-Similar Analysis of Time Series. https://arxiv.org/abs/cond-mat/9803059

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