منابع مشابه
Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle
This paper gives an account of some techniques of linear filtering which can be used for extracting the business cycle from economic data sequences of limited duration. It is argued that there can be no definitive definition of the business cycle. Both the definition of the business cycle and the methods that are used to extract it must be adapted to the purposes of the analysis; and different ...
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Building on the notions of time-variable filtering and the helix coordinate system, we develop software for filters that are smoothly variable in multiple dimensions. Multiscale prediction-error filters (PEFs) can estimate dips from recorded data and use the dip information to fill in unrecorded shot or receiver gathers. The data are typically divided into patches with approximately constant di...
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Building on the notions of time-variable filtering and the helix coordinate system, I develop software for filters that are smoothly variable in multiple dimensions, but that are quantized into large enough regions to be efficient. Multiscale prediction-error filters (PEFs) can estimate dips from recorded data and use the dip information to fill in unrecorded shot or receiver gathers. The data ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2000
ISSN: 1556-5068
DOI: 10.2139/ssrn.249428