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Measurement of filters’ efficiencies and application of NNSFDI method

Melike Bildirici
Selcuk Alp

Puni tekst: engleski, pdf (3 MB) str. 937-958 preuzimanja: 392* citiraj
APA 6th Edition
Bildirici, M. i Alp, S. (2012). Measurement of filters’ efficiencies and application of NNSFDI method. Economic research - Ekonomska istraživanja, 25 (4), 937-958. Preuzeto s https://hrcak.srce.hr/97020
MLA 8th Edition
Bildirici, Melike i Selcuk Alp. "Measurement of filters’ efficiencies and application of NNSFDI method." Economic research - Ekonomska istraživanja, vol. 25, br. 4, 2012, str. 937-958. https://hrcak.srce.hr/97020. Citirano 22.10.2021.
Chicago 17th Edition
Bildirici, Melike i Selcuk Alp. "Measurement of filters’ efficiencies and application of NNSFDI method." Economic research - Ekonomska istraživanja 25, br. 4 (2012): 937-958. https://hrcak.srce.hr/97020
Harvard
Bildirici, M., i Alp, S. (2012). 'Measurement of filters’ efficiencies and application of NNSFDI method', Economic research - Ekonomska istraživanja, 25(4), str. 937-958. Preuzeto s: https://hrcak.srce.hr/97020 (Datum pristupa: 22.10.2021.)
Vancouver
Bildirici M, Alp S. Measurement of filters’ efficiencies and application of NNSFDI method. Economic research - Ekonomska istraživanja [Internet]. 2012 [pristupljeno 22.10.2021.];25(4):937-958. Dostupno na: https://hrcak.srce.hr/97020
IEEE
M. Bildirici i S. Alp, "Measurement of filters’ efficiencies and application of NNSFDI method", Economic research - Ekonomska istraživanja, vol.25, br. 4, str. 937-958, 2012. [Online]. Dostupno na: https://hrcak.srce.hr/97020. [Citirano: 22.10.2021.]

Sažetak
The study aims to propose the neural network filter based on NNSFDI method as an alternative filter vis-a-vis to frequently applied filters in economics; namely, Baxter-King, Hodrick-Prescott, Christiano and Fitzgerald and Kalman filters. In this paper, it was used two different data which consist of the annual unemployment rates for 1923 - 2008 periods and the monthly inflation rates for 1964:02 - 2009:07 periods. The performance of the new method proposed and the main stream filters were, in particular, evaluated based on the annual and monthly data. The empirical findings suggest that the newly proposed NNFSDI model provided better forecast results compared to Kalman, HP, BK and CF filters for different data sets when evaluated in the light of different error criteria such as MSE, RMSE and MAPE.

Ključne riječi
Baxter-King filter; Hodrick-Prescott filter; Christiano and Fitzgerald filter; Kalman filter; NNSFDI model; adaptive threshold algorithm

Hrčak ID: 97020

URI
https://hrcak.srce.hr/97020

[hrvatski]

Posjeta: 738 *