Fixed Points in Self-Similar Analysis of Time Series
  Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998. 
S. Gluzman and V. I. Yukalov