Variation. Problem Solving. Looking at Data. Modeling Data. Attribute Data. Sampling. Estimation. Regression Analysis. Multiple Regression. Forecasting. Statistical Process Control. Control Charts. Improvement Strategies. Postscript. Introduction to Excel

This paper proposes a novel derivation of the Hodrick-Prescott (HP) minimization problem which leads to a generalization of the Hodrick-Prescott filter. The main result is the development of a new filter to extract a localized maximum-likelihood estimate of the cycle from a series. This new...