With J: Fractal forecasting

Modeling techniques forecast future behavior based upon available data. Traditional models use linear or differential equations to create deterministic models that use the available information to estimate parameters in the model and then current information is used as input to the model to forecast subsequent evolution. The idea of fractal or chaotic forecasting is to use historical data that closely matches the pattern of the current situation, and only utilize the most relevant historical data for the construction of the forecast. The technique is fairly simple and can be effective, especially if the phenomenon contains subtly hidden, deterministic, nonlinear behavior. For more discussion of fractal forecasting, see [1,2]; earlier versions of some of these experiments and some variants of the implementation appear in [3]

Title	With J: Fractal forecasting
Creator	Reiter, Clifford A.
Publisher	APL Quote Quad
Academic Department	Mathematics
Division	Natural Sciences
Organization	Lafayette College
Date Issued	2003
Date Available	2015-04-17T19:35:48Z
Type	Article
Language	English
Bibliographic Citation	Reiter, C. A. (2003) "With J: Fractal forecasting." APL Quote Quad 34 (1): 15-8.
Standard Identifier	Handle 10385/1804
Standard Identifier	DOI 10.1145/1046269.1046271
Permalink	http://hdl.handle.net/10385/1804
Rights Statement	In Copyright
Rights Holders	Reiter, Clifford A.