Chaos in time series and an application on Forex

In this study, developing chaos analyze and the prediction success of chaotic time series on economic structures, was searched. The structure of chaos has been attentioned and the existence of structure of behaviour of many scientific datas has been observed after the development of computer technology. Additionally in this study, chaos and the Forex market which is one of the biggest financial instruments discussed together toward supported by researches and investigations of many other studies. In thesis, primarily provided information about the Forex market. In addition, some analyzes used to make investment here mentioned. Later, the methods used to determine the chaotic structure and models can be applied to chaotic time series, are discussed. In this view, the presence of chaotic structure on EURUSD data from the Forex market, were discussed. Based on the results, the model appropriate the series were obtained here.Key Words: Forex Market, Chaos, Nonlinear Models