Disaggregating times series data

NM (United States) Los Alamos National Lab., S Joubert, USDOE, Washington, DC (United States), T Burr, J Scovel · 1997

This report describes our experiences with disaggregating time series data. Suppose we have gathered data every two seconds and want to guess the data at one-second intervals. Under certain assumptions, there are several reasonable disaggregation methods as well as several performance measures to judge their performance. Here we present results for both simulated and real data for two methods using several performance criteria.

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