/spatio-temporal-disaggregation-with-smoothing

Tools for spatio-temporal disaggregation of multivariate time-series with smoothing and regression-based methods

Primary LanguageJuliaGNU General Public License v3.0GPL-3.0

Spatio-temporal disaggregation of time series with smoothing and regression-based algorithms

The repository contains Julia codes for:

  • spatio-temporal disaggregation of annual time series into quarterly ones using smoothing and regression-based methods (main script: disaggregate_all.jl)
  • performing a pseudo-real-time nowcasting experiment for both methods (main script: do_all.jl)

The repository accompanies the paper:

Jan Acedański, "Disaggregation and nowcasting of regional GDP series with a simple smoothing algorithm", Journal of Official Statistics, submitted