Porovnat metody

	Baxterův-Kingův pásmový propustný filtr	STL dekompozice: Dekompozice sezónní složky a trendu pomocí Loess
Obor	Ekonometrie	Ekonometrie
Rodina	Process / pipeline	Process / pipeline
Rok vzniku	1999	1990
Tvůrce	Marianne Baxter & Robert King	Cleveland, Cleveland, McRae & Terpenning
Typ	Linear symmetric moving-average filter	nonparametric iterative smoother
Původní zdroj	Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics, 81(4), 575–593.	Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73.
Další názvy	Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç	Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
Příbuzné	3	3
Shrnutí	The Baxter-King (BK) band-pass filter, introduced by Marianne Baxter and Robert King in 1999, is a linear symmetric moving-average filter designed to isolate cyclical fluctuations in macroeconomic time series that fall within a specified range of periodicities. It removes both very low-frequency trends and very high-frequency noise, retaining only the business-cycle component—typically oscillations with a period of six to thirty-two quarters for quarterly data.	STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods.