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arxiv: cond-mat/9710290 · v2 · submitted 1997-10-27 · ❄️ cond-mat.stat-mech · q-fin.ST

Resummation Methods for Analyzing Time Series

classification ❄️ cond-mat.stat-mech q-fin.ST
keywords seriestimeanalyzingresummationalgebraicanalysisapproachdeveloped
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An approach is suggested for analyzing time series by means of resummation techniques of theoretical physics. A particular form of such an analysis, based on the algebraic self-similar renormalization, is developed and illustrated by several examples from the stock market time series.

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