Wavelet Analysis for 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

The Wavelet-Based Cluster Analysis for Temporal Gene Expression Data

A variety of high-throughput methods have made it possible to generate detailed temporal expression data for a single gene or large numbers of genes. Common methods for analysis of these large data sets can be problematic. One challenge is the comparison of temporal expression data obtained from different growth conditions where the patterns of expression may be shifted in time. We propose the ...