השוואת שיטות

	מסנן התחום (band-pass filter) של Baxter-King	טרנספורם פורייה וניתוח ספקטרלי (FFT)
תחום	אקונומטריקה	עיבוד אותות
משפחה	Process / pipeline	Machine learning
שנת המקור	1999	1965
הוגה השיטה	Marianne Baxter & Robert King	James Cooley & John Tukey (FFT)
סוג	Linear symmetric moving-average filter	Frequency-domain decomposition algorithm
מקור מכונן	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.	Cooley, J. W., & Tukey, J. W. (1965). An algorithm for the machine calculation of complex Fourier series. Mathematics of Computation, 19(90), 297–301.
כינויים	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
קשורות	3	2
תקציר	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.