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Original scientific paper

Measurement of filters’ efficiencies and application of NNSFDI method

Melike Bildirici
Selcuk Alp

Fulltext: english, pdf (3 MB) pages 937-958 downloads: 392* cite
APA 6th Edition
Bildirici, M. & Alp, S. (2012). Measurement of filters’ efficiencies and application of NNSFDI method. Economic research - Ekonomska istraživanja, 25 (4), 937-958. Retrieved from https://hrcak.srce.hr/97020
MLA 8th Edition
Bildirici, Melike and Selcuk Alp. "Measurement of filters’ efficiencies and application of NNSFDI method." Economic research - Ekonomska istraživanja, vol. 25, no. 4, 2012, pp. 937-958. https://hrcak.srce.hr/97020. Accessed 22 Oct. 2021.
Chicago 17th Edition
Bildirici, Melike and Selcuk Alp. "Measurement of filters’ efficiencies and application of NNSFDI method." Economic research - Ekonomska istraživanja 25, no. 4 (2012): 937-958. https://hrcak.srce.hr/97020
Harvard
Bildirici, M., and Alp, S. (2012). 'Measurement of filters’ efficiencies and application of NNSFDI method', Economic research - Ekonomska istraživanja, 25(4), pp. 937-958. Available at: https://hrcak.srce.hr/97020 (Accessed 22 October 2021)
Vancouver
Bildirici M, Alp S. Measurement of filters’ efficiencies and application of NNSFDI method. Economic research - Ekonomska istraživanja [Internet]. 2012 [cited 2021 October 22];25(4):937-958. Available from: https://hrcak.srce.hr/97020
IEEE
M. Bildirici and S. Alp, "Measurement of filters’ efficiencies and application of NNSFDI method", Economic research - Ekonomska istraživanja, vol.25, no. 4, pp. 937-958, 2012. [Online]. Available: https://hrcak.srce.hr/97020. [Accessed: 22 October 2021]

Abstracts
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.

Keywords
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

[croatian]

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