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Sparse temporal disaggregation

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Sparse temporal disaggregation. / Mosley, Luke; Eckley, Idris; Gibberd, Alex.
In: Journal of the Royal Statistical Society: Series A Statistics in Society, Vol. 185, No. 4, 31.10.2022, p. 2203-2233.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Mosley, L, Eckley, I & Gibberd, A 2022, 'Sparse temporal disaggregation', Journal of the Royal Statistical Society: Series A Statistics in Society, vol. 185, no. 4, pp. 2203-2233. https://doi.org/10.1111/rssa.12952

APA

Mosley, L., Eckley, I., & Gibberd, A. (2022). Sparse temporal disaggregation. Journal of the Royal Statistical Society: Series A Statistics in Society, 185(4), 2203-2233. https://doi.org/10.1111/rssa.12952

Vancouver

Mosley L, Eckley I, Gibberd A. Sparse temporal disaggregation. Journal of the Royal Statistical Society: Series A Statistics in Society. 2022 Oct 31;185(4):2203-2233. Epub 2022 Oct 18. doi: 10.1111/rssa.12952

Author

Mosley, Luke ; Eckley, Idris ; Gibberd, Alex. / Sparse temporal disaggregation. In: Journal of the Royal Statistical Society: Series A Statistics in Society. 2022 ; Vol. 185, No. 4. pp. 2203-2233.

Bibtex

@article{2d2b52d4aefd4ef28bef9310fa9329cc,
title = "Sparse temporal disaggregation",
abstract = "Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as gross domestic product (GDP). Traditionally, such methods have relied on only a couple of high-frequency indicator series to produce estimates. However, the prevalence of large, and increasing, volumes of administrative and alternative data-sources motivates the need for such methods to be adapted for high-dimensional settings. In this article, we propose a novel sparse temporal-disaggregation procedure and contrast this with the classical Chow–Lin method. We demonstrate the performance of our proposed method through simulation study, highlighting various advantages realised. We also explore its application to disaggregation of UK GDP data, demonstrating the method's ability to operate when the number of potential indicators is greater than the number of low-frequency observations.",
keywords = "temporal aggregation, high-dimensional, time-series, economic statistics, Gross domestic product",
author = "Luke Mosley and Idris Eckley and Alex Gibberd",
year = "2022",
month = oct,
day = "31",
doi = "10.1111/rssa.12952",
language = "English",
volume = "185",
pages = "2203--2233",
journal = "Journal of the Royal Statistical Society: Series A Statistics in Society",
issn = "0964-1998",
publisher = "Wiley",
number = "4",

}

RIS

TY - JOUR

T1 - Sparse temporal disaggregation

AU - Mosley, Luke

AU - Eckley, Idris

AU - Gibberd, Alex

PY - 2022/10/31

Y1 - 2022/10/31

N2 - Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as gross domestic product (GDP). Traditionally, such methods have relied on only a couple of high-frequency indicator series to produce estimates. However, the prevalence of large, and increasing, volumes of administrative and alternative data-sources motivates the need for such methods to be adapted for high-dimensional settings. In this article, we propose a novel sparse temporal-disaggregation procedure and contrast this with the classical Chow–Lin method. We demonstrate the performance of our proposed method through simulation study, highlighting various advantages realised. We also explore its application to disaggregation of UK GDP data, demonstrating the method's ability to operate when the number of potential indicators is greater than the number of low-frequency observations.

AB - Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as gross domestic product (GDP). Traditionally, such methods have relied on only a couple of high-frequency indicator series to produce estimates. However, the prevalence of large, and increasing, volumes of administrative and alternative data-sources motivates the need for such methods to be adapted for high-dimensional settings. In this article, we propose a novel sparse temporal-disaggregation procedure and contrast this with the classical Chow–Lin method. We demonstrate the performance of our proposed method through simulation study, highlighting various advantages realised. We also explore its application to disaggregation of UK GDP data, demonstrating the method's ability to operate when the number of potential indicators is greater than the number of low-frequency observations.

KW - temporal aggregation

KW - high-dimensional

KW - time-series

KW - economic statistics

KW - Gross domestic product

U2 - 10.1111/rssa.12952

DO - 10.1111/rssa.12952

M3 - Journal article

VL - 185

SP - 2203

EP - 2233

JO - Journal of the Royal Statistical Society: Series A Statistics in Society

JF - Journal of the Royal Statistical Society: Series A Statistics in Society

SN - 0964-1998

IS - 4

ER -