scientific article; zbMATH DE number 6810115

zbMATH Open1377.91135MaRDI QIDQ4590636FDOQ4590636

Authors: R. R. Nigmatullin, José A. Tenreiro Machado 

Publication date: 20 November 2017

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zbMATH Keywords

Elliott's wavesforecasting of financial dataProny decomposition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

Cited In (3)

• A method of preliminary forecasting of time series of financial data
• Forecasting of random sequences and Prony decomposition of finance data
• NAFASS: fluctuation spectroscopy and the Prony spectrum for description of multi-frequency signals in complex systems

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