مقایسهٔ روش‌ها

	فیلتر هدریک-پرسکات: تجزیه روند-چرخه برای سری‌های زمانی اقتصاد کلان	STL Decomposition: Seasonal-Trend Decomposition using Loess
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Process / pipeline	Process / pipeline
سال پیدایش	1997	1990
پدیدآور	Robert Hodrick & Edward Prescott	Cleveland, Cleveland, McRae & Terpenning
نوع	Penalized least-squares smoother	nonparametric iterative smoother
منبع بنیادین	Hodrick, R. J., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit and Banking, 29(1), 1–16.	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.
نام‌های دیگر	Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi	Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
مرتبط	3	3
خلاصه	The Hodrick-Prescott (HP) filter is a penalized least-squares technique used in macroeconomics and empirical finance to decompose a time series into a smooth long-run trend component and a short-run cyclical component. Introduced by Hodrick and Prescott (1997) using postwar U.S. business cycle data, it has become one of the most widely applied filters in business cycle analysis, monetary policy research, and applied econometrics.	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.