DisaggregateTS
From MaRDI portal
Description
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, <doi:10.1111/rssa.12952>) for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.
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