# 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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### multivariate temporal disaggregation

I am trying to disaggregate quarterly data to monthly (currently without indicator series). I have tried denton, chow-lin, etc in the tempdisagg r package with no luck so far, mostly due to lack of ...
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### Model that form relation between high frequency input and output variables, but observations are available at mixed frequency

I want to explore some forecasting models that form relation with daily output data and daily input data , but learns through monthly output data and daily input data. That means, output observations ...
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### Temporal disaggregation: How to identify suitable indicator series?

I'm working on temporal disaggregation of economic time series (expecting to use the R package tempdisagg) and would like to use indicator series, but I have not been able to find out how to identify ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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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### Should I use aggregate or disaggregate data?

I have this dataset of flows: ...
32 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 ...