ScholarGate
دستیار

مقایسهٔ روش‌ها

روش‌های انتخابی خود را کنار هم مرور کنید؛ ردیف‌های متفاوت برجسته شده‌اند.

فیلتر میان‌گذر باکستر-کین×STL Decomposition: Seasonal-Trend Decomposition using Loess×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش19991990
پدیدآورMarianne Baxter & Robert KingCleveland, Cleveland, McRae & Terpenning
نوعLinear symmetric moving-average filternonparametric iterative smoother
منبع بنیادینBaxter, 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 ↗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. link ↗
نام‌های دیگرBaxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren SüzgeçSeasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
مرتبط33
خلاصهThe 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.
ScholarGateمجموعه‌داده
  1. v1
  2. 1 منابع
  3. PUBLISHED
  1. v1
  2. 1 منابع
  3. PUBLISHED

رفتن به جست‌وجو دریافت اسلایدها

ScholarGateمقایسهٔ روش‌ها: BK Filter · STL Decomposition. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare