DocumentCode
537443
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
fYear
2010
fDate
7-9 Nov. 2010
Firstpage
1
Lastpage
6
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;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location
Henan
Print_ISBN
978-1-4244-7159-1
Type
conf
DOI
10.1109/ICEEE.2010.5661478
Filename
5661478
Link To Document