Disaggregating times series data
Author(s) -
S.B. Joubert,
T. Burr,
James C. Scovel
Publication year - 1997
Publication title -
osti oai (u.s. department of energy office of scientific and technical information)
Language(s) - English
Resource type - Reports
DOI - 10.2172/481896
Subject(s) - series (stratigraphy) , computer science , data series , time series , data mining , statistics , mathematics , econometrics , machine learning , paleontology , biology
This report describes our experiences with disaggregating time series data. Suppose we have gathered data every two seconds and want to guess the data at one-second intervals. Under certain assumptions, there are several reasonable disaggregation methods as well as several performance measures to judge their performance. Here we present results for both simulated and real data for two methods using several performance criteria
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