Timeline for What method can I use to interpolate a low frequency time series to a high frequency one, using the pattern from a higher resolution time series?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jan 11 at 13:44 | comment | added | Valentin Calomme | Better to add it to the answer than as a comment | |
| Jan 11 at 13:17 | comment | added | far had | We have two data types: high frequency (HF) and low frequency (LF). There are two main approaches to increase LF to HF: 1) regressing LF on HF (LF ~ HF) and 2) regressing LF solely on time (LF ~ t). The first method requires a close relationship with another HF dataset, while the second is independent of specific HF data. To illustrate, if GDP data is annual and you aim to make it high frequency, the ideal HF indicator for a close relationship would be the Consumer Price Index (CPI). | |
| Jan 11 at 13:10 | comment | added | far had | we have two kins of data high frequency(hf) and low frequency(lf).there are two mainly approach for increasing lf to hf. 1-according to another hf data 2-without care about another hf data. | |
| Jan 5 at 11:55 | comment | added | Valentin Calomme | Nice answer. Could you provide more info from the link in your answer directly? this would help if the link expires | |
| Jan 4 at 10:13 | review | Late answers | |||
| Jan 11 at 10:00 | |||||
| S Jan 4 at 9:53 | review | First answers | |||
| Jan 5 at 11:57 | |||||
| S Jan 4 at 9:53 | history | answered | far had | CC BY-SA 4.0 |