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tempdisagg: A Python Framework for Temporal Disaggregation of Time Series Data

Jaime Vera-Jaramillo

arXiv 28 Mar 2025 · Econometrics

arXiv:2503.22054 · PDF · DOI · OpenAlex · Extracted main text

Abstract

tempdisagg is a modern, extensible, and production-ready Python framework for temporal disaggregation of time series data. It transforms low-frequency aggregates into consistent, high-frequency estimates using a wide array of econometric techniques-including Chow-Lin, Denton, Litterman, Fernandez, and uniform interpolation-as well as enhanced variants with automated estimation of key parameters such as the autocorrelation coefficient rho. The package introduces features beyond classical methods, including robust ensemble modeling via non-negative least squares optimization, post-estimation correction of negative values under multiple aggregation rules, and optional regression-based imputation of missing values through a dedicated Retropolarizer module. Architecturally, it follows a modular design inspired by scikit-learn, offering a clean API for validation, modeling, visualization, and result interpretation.

Citation extraction

12
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Sax, C., & Steiner, P (2013) tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series0.64422100%
2Chow, G. C., & Lin, A. L (1971) Best linear unbiased interpolation, distribution, and extrapolation of time series by related series0.40511100%
3Denton, F. T (1971) Adjustment of monthly or quarterly series to annual totals: An approach based on quadratic minimization0.40511100%
4Fernández, R. B (1981) A methodological note on the estimation of time series0.40511100%
5Litterman, R. B (1983) A random walk, Markov model for the distribution of time series0.40511100%
6Quilis, E. M (2018) A generalized version of the Chow–Lin procedure for temporal disaggregation0.40511100%

Showing the top 6 of 6 scored citations.