| Article ID: | iaor20031249 |
| Country: | United Kingdom |
| Volume: | 20 |
| Issue: | 5 |
| Start Page Number: | 341 |
| End Page Number: | 355 |
| Publication Date: | Aug 2001 |
| Journal: | International Journal of Forecasting |
| Authors: | Pollock D.S.G. |
This paper describes a methodology for implementing bidirectional frequency-selective filters in cases where the data sequence is short and non-stationary. A simple method is proposed for dealing with the start-up problem. The method has a firm theoretical basis and it is computationally efficient.