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Record W1953843297 · doi:10.6092/issn.1973-2201/1074

Smoothing methods for short-term trend analysis: cubic splines and Henderson filters

2013· article· en· W1953843297 on OpenAlexaboutno aff
Estela Bee Dagum, Antonella Capitanio

Bibliographic record

VenueUniversità degli Studi di Bologna · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsSmoothingEstimatorSmoothing splineMathematicsTerm (time)Series (stratigraphy)Hodrick–Prescott filterApplied mathematicsSpline (mechanical)EconometricsSample (material)StatisticsSpline interpolationEconomicsEngineeringGeology

Abstract

fetched live from OpenAlex

This study compares the smoothing properties of cubic splines functions with a very well known short-term trend estimator, the 13-term Henderson filter, and a new procedure developed by Dagum (1996) for the analysis of current economic conditions. The cubic smoothing spline (CSS) trend-cycles are estimated in two ways, namely, (I) using the smoothing parameter obtained with the generalized cross validation criterion and (II) imposing a fixed value found to fit well streches of volatile data present in the series. The comparison, done with a sample of Italian and Canadian series, is based on the number of unwanted ripples and time lag to detect a true turning point. The results are illustrated with four typical cases.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.180
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.092
GPT teacher head0.287
Teacher spread0.195 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2013
Admission routes1
Has abstractyes

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