A Survey of Methods to Interpolate, Distribute and Extra- polate Time Series
A Survey of Methods to Interpolate, Distribute and Extra- polate Time Series
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时间序列插值、分布和外推方法综述
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发表时间：
2010
期刊：
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通讯作者：
Jose M. Pavía
中科院分区：
文献类型：
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作者：
Jose M. Pavía
这项调查提供了有关时间分解和基准测试方法的文献的广泛介绍。在统计和经济文献中提出了数十种方法，程序和算法，以解决将低频系列转变为高频的问题。本文对程序进行了分类和审查，对本文中方法论发展的历史进行了有趣的讨论，并允许确定每种方法的资产和缺点，以理解该主题的当前最新技术并确定需要的主题进一步发展。对于那些对技术感兴趣但尚不熟悉文献的读者以及想跟上这一领域最近发展的研究人员，这将很有用。阅读文章后，读者应该对最重要的方法，其缺点和优势有很好的了解，并能够对哪种方法最适合其目的做出明智的判断。但是，有兴趣的读者将找不到有关所审查方法的细节。由于受试者的广泛性和所引用的大量研究，因此在未经详细分析的情况下对修订的方法进行了一些一般评估。这篇评论文章可以简要介绍有关时间分解的文献。
This survey provides an overview with a broad coverage of the literature on methods for temporal disaggregation and benchmarking. Dozens of methods, procedures and algorithms have been proposed in the statistical and economic literature to solve the problem of transforming a low-frequency series into a high-frequency one. This paper classifies and reviews the procedures, provides interesting discussion on the history of the methodological development in this literature and permits to identify the assets and drawbacks of each method, to comprehend the current state of art on the subject and to identify the topics in need of further development. It would be useful for readers who are interested in the techniques but are not yet familiar with the literature and also for researchers who would like to keep up with the recent developments in this area. After reading the article the reader should have a good understanding of the most important approaches, their shortcomings and advantages, and be able to make an informed judgment on which methods are most suitable for his or her purpose. Interested readers, however, will not find much detail of the methods reviewed. Due to the broadness of the subjects and the large number of studies being referenced, it is provided some general assessments on the methods revised without great detailed analysis. This review article could serve as a brief introduction to the literature on temporal disaggregation.