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The self-similar analysis of time series is generalized by introducing thenotion of scenario probabilities. This makes it possible to give a completestatistical description for the forecast spectrum by defining the averageforecast as a weighted fixed point and by calculating the corresponding apriori standard deviation and variance coefficient. Several examples ofstock-market time series illustrate the method.Comment: two additional references are include

WEIGHTED FIXED POINTS IN SELF-SIMILAR ANALYSIS OF TIME SERIES