APPARATUS FOR DETECTING AND EXPRESSING DYNAMIC PHENOMENON ACCORDING TO SINGULAR INFORMATION ON BASIS OF MARKET PRICE DATA ANALYSIS

摘要

PPROBLEM TO BE SOLVED: To make an analyst or investor's decision show the appearance of characteristic directivity at the present time especially in a number of dynamic factors to estimate a range and report the loss of characteristics, by automatically analyzing the dynamic directivity produced by singular information phenomenon included in economic data such as stocks, currency and commercial transaction market which has been the cause of chaos of general forecast heretofore to visually express the same in three dimensions. PSOLUTION: Dynamic characteristic directivity, in which the component of time series data is known to be chaos, is converged on a fixed specified numerical value or a collective range depending upon whether it separates from a high-order chaos symptom to direct to a stable balance point or direct to a periodic attractor. This phenomenon is provided as invest analysis and decision material. At the stage where the symptom of analysis index starts to be lost, the transition from the forecast enable state to the forecast disable state is determined, and deviation from the forecast enable state is shown to thereby report to the analyst or investor that the trend of a market is apart under the dynamic influence of singular information in a sense. PCOPYRIGHT: (C)2003,JPO