Testing Temporal Disaggregation

Testing temporal disaggregation

Economists and econometricians very often work with data which has been temporally disaggregated prior to use. Hence, the quality of the disaggregation clearly affects the quality of the analyses. Building on Chow and Lin’s (1971) disaggregation model this paper proposes a new estimation approach and a specification test which assesses the quality of the disaggregation model. An advantage of th...

Temporal Disaggregation of Time Series

Temporal disaggregation methods are used to disaggregate low frequency time series to higher frequency series, where either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. The package tempdisagg is a collectio...

A stochastic spatial-temporal disaggregation model for rainfall

A stochastic model for disaggregating spatial-temporal rainfall data is presented. In the model, the starting times of rain cells occur in a Poisson process, where each cell has a random duration and a random intensity. In space, rain cells have centres that are distributed according to a two dimensional Poisson process and have radii that follow an exponential distribution. The model is fitted...

A Polynomial Method for Temporal Disaggregation of Multivariate Time Series

A Temporal Motif Mining Approach to Unsupervised Energy Disaggregation

Non-intrusive appliance load monitoring has emerged as a popular approach to study energy consumption patterns without instrumenting every device in an installation. The resulting computational problem is to disaggregate total energy usage into usage by specific circuits and devices, to gain insight into consumption patterns. We exploit the temporal ordering implicit in on/off events of devices...