• 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