Self-similar extrapolation of asymptotic series and forecasting for time series

Authors
Citation
Vi. Yukalov, Self-similar extrapolation of asymptotic series and forecasting for time series, MOD PHY L B, 14(22-23), 2000, pp. 791-800
Citations number
20
Categorie Soggetti
Apllied Physucs/Condensed Matter/Materiales Science
Journal title
MODERN PHYSICS LETTERS B
ISSN journal
02179849 → ACNP
Volume
14
Issue
22-23
Year of publication
2000
Pages
791 - 800
Database
ISI
SICI code
0217-9849(20001010)14:22-23<791:SEOASA>2.0.ZU;2-X
Abstract
The method of extrapolating asymptotic series, based on the self-similar ap proximation theory, is developed. Several important questions are answered, which makes the foundation of the method unambiguous and its application s traightforward. It is shown how the extrapolation of asymptotic series can be reformulated as forecasting for time series. The probability measure is introduced characterizing the ensemble of forecasted scenarios. The method of choosing the complete family of databases is put forward.