Cliff Reiter, With J: Fractal Forecasting, APL Quote Quad, 34 1 (2003) 15-18. |
We consider a J algorithm for time series prediction based upon fractal forecasting. That is, the algorithm uses data that most closely fits recent history to make the prediction. |
See also:
· Section 3.8 in FVJ2 . · Article [Preprint] |