The Turning Point Analysis of Finance Time Series \newcommand\enkeywordsTime series, risk fuction, relatively departure index, information-decomposition ratios of departure index.

This paper discusses the prediction of time series. Without the assumptions on the traditional time series models, this paper considers all the indicators by balancing different types of forecasting models, so that the turning point in the time series can be found. An example of stock time series is given to show the effectiveness of the predictive model provided.