
------------------------------------------------------------------------------

A license is hereby granted to reproduce this software source code and
to create executable versions from this source code for personal,
non-commercial use.  The copyright notice included with the software
must be maintained in all copies produced.

THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.

Copyright (c) 1995, John Conover, All Rights Reserved.

Comments and/or bug reports should be addressed to:

    john@johncon.com (John Conover)

------------------------------------------------------------------------------

These are programs that are useful when attempting to simulate fractal
time series data. The programs include:

    tsblack - black noise generator-generates a time series

    tsbrownian - brownian noise generator-generates a time series

    tsdlogistic - discreet logistic function generator-generates a
    time series

    tsfBm - fractional brownian noise generator-generates a time
    series

    tsfractional - fractional brownian noise generator-generates a time
    series

    tsgaussian - gaussian noise generator-generates a time series

    tsintegers - consecutive integer generator-generates a time series

    tslogistic - logistic function generator-generates a time series

    tspink - pink noise generator-generates a time series

    tsunfairbrownian - unfair returns of a time series

    tsunfairfractional - unfair returns of a time series

    tswhite - white noise generator-generates a time series

    tscoin  - generate an unfair coin toss time series

    tscoins - generate an unfair coins toss time series

    tsstockwager - Simulate the portfolio gains time series of a stock

    tsbinomial - generate a binomial distribution time series

    tsshannonstock - simulate the optimal gains of a stock investment
    using Shannon probability

    tsmarket - simulate a multiple company industrial market time
    series

    tsstock - simulate the optimal gains of a stock investment

    tsstocks - simulate the optimal gains of multiple stock
    investments

    tstrade - optimal trade of multiple concurrent stock investments

    tstradesim - generate a time series for the tstrade program

    tscauchy - cauchy distributed generator-generates a time series

    tslognormal - make a log-normal/leptokurtotic distribution of a
    time series' increments

There is compatability among the file structures used, where
applicable.  The input file structure is a text file consisting of
records, in temporal order, one record per time series sample.  Blank
records are ignored, and comment records are signified by a '#'
character as the first non white space character in the record. Data
records must contain at least one field, which is the data value of
the sample, but may contain many fields-if the record contains many
fields, then the first field is regarded as the sample's time, and the
last field as the sample's value at that time.

The programs are written in ANSI standard C, but there is little or no
provisions for handling numerical exceptions. Usually, a great deal of
analytical skill is required in an interactive analysis of fractal
time series, and should probably not be attempted by the novice for
other than academic purposes. The user should consult, and have a
thorough knowledge of the concepts presented in the following
references:

    "Fractals, Chaos, Power Laws," Manfred Schroeder, W. H. Freeman
    and Company, New York, New York, 1991, ISBN 0-7167-2136-8.

    "Numerical Recipes in C: The Art of Scientific Computing," William
    H. Press, Brian P. Flannery, Saul A. Teukolsky, William
    T. Vetterling, Cambridge University Press, New York, 1988, ISBN
    0-521-35465-X.

    "The Art of Modeling Dynamic Systems", Foster Morrison, John Wiley
    & Sons, New York, New York, 1991.

    "Predictions", Theodore Modis, Simon & Schuster, New York, New
    York, 1992, ISBN 0-471-52004-7.

     "Complexification," John L. Casti, HarperCollins, New York, New
     York, 1994, ISBN 0-06-016888-9.

    "Chaos and Order in the Capital Markets," Edgar E. Peters, John
    Wiley & Sons, New York, New York, 1991, ISBN 0-471-53372-6.

    "Applied Chaos Theory: A Paradigm for Complexity," A. B. Cambel.
    Academic Press, San Diego, California, 1993, ISBN 0-12-155940-8.

    "Introduction to Fractals and Chaos", Richard M. Crownover, Jones
    and Bartlett Publishers International, London, England, 1995, ISBN
    0-86720-464-8.

    "Fractals", Jens Feder, Plenum Press, New York, New York, 1988,
    ISBN 0-306-42851-2.
