Fixed Points in Self-Similar Analysis of Time Series

Name: Work Video:
Duration: 3 min 30 s
Description: 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.
S. Gluzman; V. I. Yukalov
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