scientific article; zbMATH DE number 6810115

MaRDI QIDQ4590636zbMATH OpenFDO

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

Publication date 20 November 2017

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)

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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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