Some Comments on the Use and Abuse of the Hodrick-Prescott Filter

Environmental Time Series Analysis and Forecasting with the Captain Toolbox.

Taylor, C. James, (2007)

An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system

Tych, Wlodek, (2002)

Modulated cycles, an approach to modelling periodic components from rapidly sampled data

Pedregal, Diego J., (2006)