The random-walk (white-noise) model and the harmonic model are two polar models in linear systems. A model in between is color chaos, which generates irregular oscillations with a narrow frequency (color) band. Time-frequency analysis is introduced for evolutionary time-series analysis. The deterministic component from noisy data can be recovered by a time-variant filter in Gabor space. The cha...

The Hodrick–Prescott (HP) filter has been a popular method of trend extraction from economic time series. However, it is impractical without modification if some observations are not available. This paper improves the HP so that can be applied in such situations. More precisely, this introduces two alternative generalized filters applicable for purpose. We provide their properties and way speci...

The random-walk (white-noise) model and the harmonic model are two polar models in linear systems. A model in between is color chaos, which generates irregular oscillations with a narrow frequency (color) band. Time-frequency analysis is introduced for evolutionary time-series analysis. The deterministic component from noisy data can be recovered by a time-variant filter in Gabor space. The cha...

This paper studies the usefulness of the P-model in the analysis of the behaviour of prices in Iranian economy. The P-model is based on the Quantity of Theory of Money. This model believes that the price level tends to move towards the equilibrium price level. The model uses price gap to forecast inflation, if the equilibrium price is greater than the current price, there is a tendency for the ...

Rating agencies claim to look through the cycle when assigning corporate credit ratings, which entails that they are able to separate trend components of default risk from transitory ones. To test whether agencies possess this competence, I take market-based estimates of one-year default probabilities of corporate bond issuers and estimate their long-run trend using the Hodrick-Prescott filter,...

iran’s economy is recognizes as a high inflationary country (for near almost all years after islamic revelation)  which is suffered to external shocks such as external  conflict interactions (for example war and sanctions) and   oil price shocks. therefore, analysis and estimation of money demand in iran should consider above issues in order to have efficient  money supply  policy. this paper, ...

this paper studies the usefulness of the p-model in the analysis of the behaviour of prices in iranian economy. the p-model is based on the quantity of theory of money. this model believes that the price level tends to move towards the equilibrium price level. the model uses price gap to forecast inflation, if the equilibrium price is greater than the current price, there is a tendency for the ...

Accurate photovoltaic (PV) power prediction plays an increasingly crucial role to maintain the safety and reliability of grid operation. However, fluctuation non-stationarity PV make it a challenging task optimize accurate results. This paper presents novel model which is combination Hodrick–Prescott (HP) filter, optimized variational mode decomposition (OVMD), enhanced emotional neural network...