Self-similar extrapolation of asymptotic series and forecasting for time series

摘要

The method of extrapolating asymptotic series, based on the self-similar approximation theory, is developed. Several important questions are answered, which makes the foundation of the method unambiguous and its application straightforward. It is shown how the extrapolation of asymptotic series can be reformulated as forecasting for time series. The probability measure is introduced characterizing the ensemble of forecasted scenarios. The method of choosing the complete family of databases is put forward. [References: 20]