Starting from the idea of Tsallis on non-extensive statistical mechanics and the q-entropy notion, we recall the Theil index Th and transform it into the Th q index. Both indices can be used to map onto themselves any time series in a non linear way. We develop an application of the Th q to the GDP evolution of 20 rich countries in the time interval [1950 -2003] and search for a proof of globalization of their economies. First we calculate the distances between the "new" time series and to their mean, from which such data simple networks are constructed. We emphasize that it is useful to, and we do, take into account different time "parameters": (i) the moving average time window for the raw time series to calculate the Th q index; (ii) the moving average time window for calculating the time series distances; (iii) a correlation time lag. This allows us to deduce optimal conditions to measure the features of the network, i.e. the appearance in 1970 of a globalization process in the economy of such countries and the present beginning of deviations. The q value hereby used is that which measures the overall data distribution and is equal to 1.8125.

The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespa and Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange rates between Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY , USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect to DEM, GBP, JPY and USD. They indicate a very complex or speculative behavior.