I am trying to learn about nonlinear time series, and fractal time series
analysis in particular. I am interested in becoming proficient with the
'fractal' package. I have two specific questions:
1. I have a basic understanding of ARMA and ARIMA models. Can someone
recommend a good introductory text on nonlinear time series that emphasizes
practical application? I am definitely not looking for a theoretical text
on stochastic process.
2. Can someone point me in the direction of case studies where the 'fractal'
package has been used to analyze the stock market? My main interests are in
the DOW Transportation Index and the S&P500, but in the absence of these
kinds of case studies I will happily study any practical case studies that
utilize the 'fractal' package.