TSdisaggregation: High-Dimensional Temporal Disaggregation

First - Generates (potentially high-dimensional) high-frequency and low-frequency series for simulation studies in temporal disaggregation; Second - a toolkit utilizing temporal disaggregation and benchmarking techniques with a low-dimensional matrix of indicator series previously proposed in Dagum and Cholette (2006, ISBN:978-0-387-35439-2) ; and Third - novel techniques proposed by Mosley, Gibberd and Eckley (2021) <arXiv:2108.05783> for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.

Getting started

Package details

AuthorLuke Mosley [aut, cre], Kaveh S. Nobari [aut] (<https://orcid.org/0000-0002-4053-0781>)
MaintainerLuke Mosley <l.mosley@lancaster.ac.uk>
LicenseGPL (>= 3)
Version2.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TSdisaggregation")

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TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.