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| Φίλτρο εύρους ζώνης Baxter-King× | Μετασχηματισμός Fourier και Φασματική Ανάλυση (FFT)× | |
|---|---|---|
| Πεδίο≠ | Οικονομετρία | Επεξεργασία Σήματος |
| Οικογένεια≠ | Process / pipeline | Machine learning |
| Έτος προέλευσης≠ | 1999 | 1965 |
| Δημιουργός≠ | Marianne Baxter & Robert King | James Cooley & John Tukey (FFT) |
| Τύπος≠ | Linear symmetric moving-average filter | Frequency-domain decomposition algorithm |
| Θεμελιώδης πηγή≠ | 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. DOI ↗ | Cooley, J. W., & Tukey, J. W. (1965). An algorithm for the machine calculation of complex Fourier series. Mathematics of Computation, 19(90), 297–301. DOI ↗ |
| Εναλλακτικές ονομασίες | Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç | Fast Fourier Transform, Discrete Fourier Transform, Spectral Analysis, Fourier Dönüşümü |
| Συναφείς≠ | 3 | 2 |
| Σύνοψη≠ | 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. | The Fourier Transform decomposes a time-domain signal into its constituent sinusoidal frequencies, revealing the spectral content hidden within complex waveforms. Joseph Fourier introduced the continuous transform in 1822, but the computationally efficient Fast Fourier Transform (FFT) was formalized by James Cooley and John Tukey in 1965. Their landmark algorithm reduced the computational complexity from O(N²) to O(N log N), making large-scale spectral analysis practical across engineering, physics, and data science. |
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