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Penapis Jalur-Lalai Baxter-King×Dekomposisi STL: Dekomposisi Musiman-Trend menggunakan Loess×
BidangEkonometrikEkonometrik
KeluargaProcess / pipelineProcess / pipeline
Tahun asal19991990
PengasasMarianne Baxter & Robert KingCleveland, Cleveland, McRae & Terpenning
JenisLinear symmetric moving-average filternonparametric iterative smoother
Sumber perintisBaxter, 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 ↗
AliasBaxter-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)
Berkaitan33
RingkasanThe 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.
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ScholarGateBandingkan kaedah: BK Filter · STL Decomposition. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare