trend filter

trend filter
прогн. фильтр тренда

Англо-русский словарь по исследованиям и ноу-хау. . 2015.

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  • Hodrick-Prescott filter — The Hodrick Prescott filter is a mathematical tool used in macroeconomics, especially in real business cycle theory. It is used to obtain a smoothed non linear representation of a time series, one that is more sensitive to long term than to short …   Wikipedia

  • Hodrick-Prescott Filter — Der Hodrick Prescott Filter ist ein mathematisches Mittel der Makroökonomie um Konjunkturzyklen zu analysieren. Er wird benutzt, um eine Zeitreihe auszugleichen, so dass diese weniger abhängig von kurzfristigen Schwankungen ist. Der Hodrick… …   Deutsch Wikipedia

  • Hodrick-Prescott-Filter — Der Hodrick Prescott Filter ist ein mathematisches Mittel der Makroökonomie um Konjunkturzyklen zu analysieren. Er wird benutzt, um eine Zeitreihe auszugleichen, so dass diese weniger abhängig von kurzfristigen Schwankungen ist. Der Hodrick… …   Deutsch Wikipedia

  • Low-pass filter — A low pass filter is a filter that passes low frequency signals but attenuates (reduces the amplitude of) signals with frequencies higher than the cutoff frequency. The actual amount of attenuation for each frequency varies from filter to filter …   Wikipedia

  • Packet Filter — Запрос «PF» перенаправляется сюда; см. также другие значения. Packet Filter (PF) Тип Межсетевой экран Разработчик проект OpenBSD Операционная система BSD системы Последняя версия 4.8 (1 ноября 2010 года) …   Википедия

  • Hodrick-Prescott (HP) Filter — A data smoothing technique that is commonly applied to remove short term fluctuations that are associated with the business cycle, thereby revealing long term trends. The HP filter is used to determine the long term trend of a time series by… …   Investment dictionary

  • Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Schuldenbremse (Schweiz) — Die Schuldenbremse war der Titel einer Verfassungsänderung der Schweiz, die am 22. Juni 2001 durch die Bundesversammlung und am 2. Dezember 2001 per Volksabstimmung beschlossen wurde. Es handelt sich dabei um eine Fiskalregel auf der Bundesebene… …   Deutsch Wikipedia

  • Barracuda Networks — Infobox Company name = Barracuda Networks type = Private genre = foundation = 2002 founder = location city = Campbell, California location country = United States location = locations = area served = key people = CEO: Dean Drako CMO: Michael… …   Wikipedia

  • Real Business Cycle Theory — (or RBC Theory) is a class of macroeconomic models in which business cycle fluctuations to a large extent can be accounted for by real (in contrast to nominal) shocks. (The four primary economic fluctuations are secular (trend), business cycle,… …   Wikipedia


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