Related papers: U.S. Core Inflation: A Wavelet Analysis
Forecasting consumer price index (CPI) inflation is of paramount importance for both academics and policymakers at the central banks. This study introduces a filtered ensemble wavelet neural network (FEWNet) to forecast CPI inflation, which…
Robust inflation measures gauge inflation behavior by excluding volatile expenditure categories from headline inflation. We evaluate the forecasting performance of a wide set of such measures between 1970 and 2024, including core, median,…
In this paper we exploit the wavelet analysis approach to investigate oil-food price correlation and its determinants in the domains of time and frequency. Wavelet analysis is able to differentiate high frequency from low frequency…
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized…
The relationship between inflation and predictors such as unemployment is potentially nonlinear with a strength that varies over time, and prediction errors error may be subject to large, asymmetric shocks. Inspired by these concerns, we…
The method of element analysis is proposed here as an alternative to traditional wavelet-based approaches to analyzing perturbations in financial signals by scale. In this method, the processes that generate oscillations in financial…
This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation. We start by investigating country CPI inflation over the past 70 years. There, we highlight the…
A detection of the primordial gravitational wave background is considered to be the ``smoking-gun '' evidence for inflation. While super-horizon waves are probed with cosmic microwave background (CMB) polarization, the relic background will…
In this paper, we introduce a method performing clustering of time-series on the basis of their trend (increasing, stagnating/decreasing, and seasonal behavior). The clustering is performed using $k$-means method on a selection of…
We discuss a new test of inflation from the harmonic pattern of peaks in the cosmic microwave background radiation angular power spectrum. By characterizing the features of alternate models and revealing signatures essentially unique to…
A new algorithm has been developed for delineation of significant points of various electrocardiographic signal (ECG) waves, taking into account information from all available leads and providing similar or higher accuracy in comparison…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
A wavelet-based method for compression of three-dimensional simulation data is presented and its software framework is described. It uses wavelet decomposition and subsequent range coding with quantization suitable for floating-point data.…
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been…
We implement traditional machine learning and deep learning methods for global tweets from 2017-2022 to build a high-frequency measure of the public's sentiment index on inflation and analyze its correlation with other online data sources…
Slow-roll inflation generically makes several predictions: a flat Universe, primordial adiabatic density perturbations, and a stochastic gravity-wave background. Each inflation model will further predict specific relations between the…
A method is proposed to analyze the heartbeat waveform that can yield a reliable characterization of the structure after only a few pulses. The measure suggested is entropy index that is related to the one found effective in describing…
A period of inflation in the early universe produces a nearly scale-invariant spectrum of gravitational waves over a huge range in wavelength. If the amplitude of this gravitational wave background is large enough to be detectable with…
Monetary inflation is a sustained increase in the money supply than can result in price inflation, which is a rise in the general level of prices of goods and services. The objectives of this paper were to develop economic models to (1)…
In this paper high resolution wave probe records are examined using wavelet techniques with a view to determining the sources and relative contributions of capillary wave energy along representative wind wave forms. Wavelets enable…