George Daniel MATEESCU
TIME SERIES ANALYSIS USING ABSTRACT SYSTEMS HAVING AN INFINITE NUMBER OF EQUATIONS
A time series of abstract events consists in an infinite sequence of events denoted by a, b, c, etc. Assuming some relations between the events, one may obtain an infinite number of relations that may be equations and restrictions. Whenever the solution is not periodic, the only way to describe the solution is by using a numerical-like method. The author presents a general technique based on Banach principle of contraction.
Key words: Banach principle of contraction, metric space, error estimation, transductor.
JEL Classification: C63, C65