DocumentCode
2396123
Title
The Analytical Description of Wave Indicators of Forecasting Dynamic Series in Dealing Information Systems
Author
Shamsha, Boris ; Stavropolskiy, Vitaliy ; Ayvazov, Vitaliy
Author_Institution
Kharkiv Nat. Univ. of Radio Electron., Kharkiv
fYear
2006
fDate
Feb. 28 2006-March 4 2006
Firstpage
41
Lastpage
43
Abstract
The analytical approach to the mathematical description of indicators constructed on the basis of Elliott wave theory is considered. The complexity of choosing such indicators will consist in a variety of their representation in time, absence of numerical methods of their description, as well as criteria of estimating their accuracy. Moreover, the effective choice of this or that indicator depends on subjective factors. In this connection the problem of analytical representation of indicators is actual. The paper suggests the Elliott wave theory in the analytical form, obtained with the help of the Fourier harmonic theory, should be used for forecasting complex stochastic time series. Time series of exchange rate is considered as the process understudy.
Keywords
forecasting theory; foreign exchange trading; stochastic processes; time series; Elliott wave theory; Fourier harmonic theory; analytical representation; complex stochastic time series; dealing information systems; exchange rate; forecasting dynamic series; mathematical description; wave indicators; Consumer electronics; Decision making; Economic forecasting; Exchange rates; Fractals; Information analysis; Information systems; Stochastic processes; Stock markets; Time series analysis; dealing; forecasting; fractal; indicators;
fLanguage
English
Publisher
ieee
Conference_Titel
Modern Problems of Radio Engineering, Telecommunications, and Computer Science, 2006. TCSET 2006. International Conference
Conference_Location
Lviv-Slavsko
Print_ISBN
966-553-507-2
Type
conf
DOI
10.1109/TCSET.2006.4404438
Filename
4404438
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