Local Robustness Between Macrodynamic Data and Microdynamic Context in the Economy and Evolution

We introduced a scheme of predicting the dynamic development of the monetary economy. Upon the observation of the robustness between the macrodynamic data and the microdynamic context generating the data, the most likely trajectory of the dynamic development in the near future could be the one that can remain most robust against fluctuations generated from within. The most robust trajectory towards the future is the one smoothly connected to the trajectory retracing, most faithfully, the macrodynamic data registered in the record so far. The present scheme was applied to the prediction of the foreign exchange rate between the Japanese Yen and the US Dollar during the year of 2001 retrospectively. Our prediction of the exchange rate four days in advance was found to coincide with the actual data, as for whether up or down in four days, with the statistical accuracy of 59 % upon more than 1000 independent samplings.