Resummation Methods for Analyzing Time Series

Abstract

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.

Corrections are made to match the published version

References in corpus (3)

• Large financial crashes
• Temporal Dynamics in Perturbation Theory
• Critical Indices as Limits of Control Functions

Cited by in corpus (7)

• Self-Similar Structures and Fractal Transforms in Approximation Theory
• Extrapolation of power series by self-similar factor and root approximants
• Weighted Fixed Points in Self-Similar Analysis of Time Series
• Self-Similar Extrapolation of Asymptotic Series and Forecasting for Time Series
• Interplay Between Approximation Theory and Renormalization Group
• Booms and Crashes in Self-Similar Markets
• New Approach to Modeling Symbiosis in Biological and Social Systems