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.

23 questions
Filter by
Sorted by
Tagged with
4k 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 ...
1k views

Is there a name for applying estimation at a lower level of aggregation, and is it necessarily problematic?

Suppose you estimate a model using firm-level or state-level data and then apply the estimates at a lower level of aggregation, say at factory-level$^*$ or county-level. If it makes things easier, ...
2k 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 ...
1k 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 $$\bar y_{j[i]} = \alpha + \beta x_i + \varepsilon_i$$...
104 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 ...
489 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 ...
3k views

Should I use aggregate or disaggregate data?

I have this dataset of flows: ...
13 views

54 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 ...
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 ...
13 views

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 ...
9 views

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 ...
10 views

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 ...
12 views

Issues when using independent variables from two levels for prediction on single level

This is my first question here and I want to make sure I am giving as much relevant background as possible, so please bear with me! I am analysing the factors influencing commute mode choice in ...