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disagg2

Support Functions for Time Series Analysis Book

v0.1.0 · Feb 24, 2025 · GPL-2 | GPL-3

Description

Contains the support functions for the Time Series Analysis book. We present a function to calculate MSE and MAE for inputs of actual and forecast values. We also have the code for disaggregation as found in Wei and Stram (1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>), and Hodgess and Wei (1996, "Temporal Disaggregation of Time Series").

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies PolynomF disagg2

Version History

new 0.1.0 Mar 10, 2026