A method and apparatus for the prediction of time series data, specifically, the prediction of a foreign currency exchange rate. The method disclosed transforms the time series data into a difference of a series, compresses the transformed data using a log transformation, converts the...http://www.google.es/patents/US5761386?utm_source=gb-gplus-sharePatente US5761386 - Method and apparatus for foreign exchange rate time series prediction and classification
Method and apparatus for foreign exchange rate time series prediction and ...