Questions tagged [disaggregation]

Increasing the resolution of data, going from "lumpy" data to data on a finer scale. Especially used for time or spatial disaggregation, for example going from yearly to monthly data.

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3
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3answers
120 views

Regression model with aggregated targets

Similar as in this self-answered question, I want to ask about possible approaches for modelling data with aggregated targets, i.e. things like $$ \bar y_{j[i]} = \alpha + \beta x_i + \varepsilon_i $$...
2
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0answers
80 views

Regressions with different periodicity

I am trying to estimate a regression with variables of different periodicity. The dependent variable is given monthly, whereas most other independent variables are also given monthly, but some are ...
0
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0answers
48 views

Disaggregating annual forecasts into quarterly forecasts subject to quarterly constraints

I want to disaggregate annual forecasts of GDP growth rates and inflation into quarterly frequency (quarterly or year-on-year growth rates) with constraints. Annual forecasts come from external ...
1
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1answer
123 views

temporal disaggregation time series using regression

I originally posted this question on stackoverflow and was recommended to post here instead. I am trying to derive high frequency data from low frequency data. I also have a number of other related ...
1
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1answer
191 views

Curve disaggregation with neural network

I have to extract a specific curve from an aggregate curve. An example is illustrated in the picture below, the blue curve is the aggregate curve, and I want to extract the red curve from the latter. ...
1
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1answer
346 views

How to split aggregated variance of one random variable into multiple random variables?

I apologize if this question is trivial, but I didn't come to a conclusion by myself. I have an aggregated forecast for a group of $n$ items, normally distributed with mean and standard deviation. $...
0
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1answer
498 views

Fit individual-level model on aggregate-level target-data

The task is to build a regression model for individuals. I have all the independent variables for each individual, but the dependent variable only as an aggregates on group-level. Lets say, I am ...
0
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0answers
65 views

De-aggregate data: statistically correct approaches?

Reading some research studies and there are interesting aggregated results. I want to plug it into a neural network (or similar) in order to categorise individual entries into alignment with what the ...
1
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0answers
48 views

How to reconstruct moments from aggregated data?

Let $X_{1\ldots n}$ be a stochastic variable that is log-normal distributed, with parameters $\mu$ and $\sigma$. Now suppose all $X_i$ are aggregated into $Y_{1\ldots m}$ where $Y_1$ is the mean of ...
2
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0answers
28 views

Modeling Disaggregation

I'm going to try to explain my problem as simply as possible, but if there's any clarification needed please let me know. Essentially, I'm predicting that I'm going to sell 100 units total across 5 ...
3
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1answer
95 views

Disaggregation of spatial autocorrelation parameter

I have data aggregated at state level. When I estimate a spatial autoregressive model such as $$y = \rho W y + X\beta + \epsilon$$ on this data, I see that the autoregressive parameter $\rho$ is ...
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2answers
3k views

Should I use aggregate or disaggregate data?

I have this dataset of flows: ...
1
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0answers
30 views

Knowing the level of aggregate processes, how to get the levels of constituents?

I have a bunch of component processes $y_{it}$, where $i=1..n$. I can build reasonable time series models $y_{it}=f_i(y_{i,s<t},X_t)$, where $X_t$ - exogenous variables. These could be ARIMAX ...
5
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1answer
1k views

Forecasting high frequency variable with low frequency predictor

Newbie here to forecasting and I have a very basic question. I have 2 distinct time-series data. Time Series A is Weekly (High frequency) Time Series B is Monthly (Low frequency) I need to forecast ...
13
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1answer
3k views

How do you choose a unit of analysis (level of aggregation) in a time series?

If you can measure a time series of observations at any level of precision in time, and your goal of the study is to identify a relationship between X and Y, is there any empirical justification for ...