DisaggregateTS: High-Dimensional Temporal Disaggregation
Kaveh Salehzadeh Nobari, Luke Mosley · 2022
Provides tools for temporal disaggregation, including: (1) High-dimensional and low-dimensional series generation for simulation studies; (2) A toolkit for temporal disaggregation and benchmarking using low-dimensional indicator series as proposed by Dagum and Cholette (2006, ISBN:978-0-387-35439-2); (3) Novel techniques by Mosley, Gibberd, and Eckley (2022, ) for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.