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New fast estimation methods stemming from control theory lead to a fresh lookat time series, which bears some resemblance to "technical analysis". Theresults are applied to a typical object of financial engineering, namely theforecast of foreign exchange rates, via a "model-free" setting, i.e., viarepeated identifications of low order linear difference equations on slidingshort time windows. Several convincing computer simulations, including theprediction of the position and of the volatility with respect to the forecastedtrendline, are provided. $\mathcal{Z}$-transform and differential algebra arethe main mathematical tools.

Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance