Title :
Real Estate Indicator Construction Based on Spectrum Filtering
Author :
Han Dongmei ; Yuan Xun ; Chang Bin
Author_Institution :
Coll. of Inf. Manage. & Eng., Shanghai Univ. of Finance & Econ., Shanghai, China
Abstract :
The paper analyzed the spectral characteristics of real estate industry data series via software such as MATLAB, EVIEWS etc. and choose an appropriate filter according to the characteristics of economic time series, such as high fluctuations and strong tendency, to explore implement of real estate indicator modeling . The indicator construction of real estate industry illustrated in this essay is smoother than others and have a more obvious distinction between peak and valley and more conducive for turning point judging and cycle analysis.
Keywords :
filtering theory; signal processing; cycle analysis; economic time series; real estate indicator construction; real estate industry data series; spectral characteristics; spectrum filtering; turning point judging; Adaptive filters; Band pass filters; Industries; Investments; Low pass filters; Spectral analysis;
Conference_Titel :
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location :
Henan
Print_ISBN :
978-1-4244-7159-1
DOI :
10.1109/ICEEE.2010.5661478
