A Polynomial Method for Temporal Disaggregation of Multivariate Time Series

DOI10.1080/03610910601096296MaRDI QIDQ3447122zbMATH OpenOpenAlexFDO

Authors Leila Hedhili Zaier, Abdelwahed Trabelsi

Publication date 28 June 2007

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910601096296

zbMATH Keywords

interpolationmultivariate casenumerical examplestemporal and contemporaneous aggregation constraintstime series

Mathematics Subject Classification ID

Smooth approximations in differential topology (57R12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical interpolation (65D05) Numerical smoothing, curve fitting (65D10) Data smoothing in stochastic control theory (93E14)

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Cites work

• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
• Bench-Marking Time Series with Reliable Bench-Marks
• Benchmarking of Economic Time Series
• scientific article; zbMATH DE number 3365427 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)

Cited in

(11)

• Temporal disaggregation of stationary bivariate time series
• The Chow-Lin method extended to dynamic models with autocorrelated residuals
• Constrained retropolation of high-frequency data using related series; a simple dynamic model approach
• Temporal and contemporaneous disaggregation of multiple economic time series
• Multivariate temporal disaggregation with cross-sectional constraints
• scientific article; zbMATH DE number 1327257 (Why is no real title available?)
• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
• scientific article; zbMATH DE number 1398572 (Why is no real title available?)
• Temporal Disaggregation of Economic Time Series using Artificial Neural Networks
• Temporal disaggregation using multivariate structural time series models
• Methods for quarterly disaggregation without indicators; a comparative study using simulation

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