Definition: Interpolation

Temporal disaggregation

Generation of values of a time series for time points that have not been sampled within the interval of time of the original time series; for example, used for converting a low frequency stock time series to a higher frequency time series of stock data.
Source:
Eurostat, "ESS guidelines on temporal disaggregation, benchmarking and reconciliation", 2018 Edition, Luxembourg, 2018
Created:
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