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Fixed Points in Self-Similar Analysis of Time Series

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  • S. Gluzman
  • V. I. Yukalov

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.

Suggested Citation

  • S. Gluzman & V. I. Yukalov, 1998. "Fixed Points in Self-Similar Analysis of Time Series," Papers cond-mat/9803059, arXiv.org.
    • Handle: RePEc:arx:papers:cond-mat/9803059
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