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tempdisagg

Methods for Temporal Disaggregation and Interpolation of Time Series
Christoph Sax, Peter Steiner
GPL-3
Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series. This can be done without additional information or by exploiting the information contained in one or more indicators. All disaggregation methods ensure that either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series.
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