## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup, message=FALSE, warning=FALSE-------------------------------------- library(DisaggregateTS) ## ----------------------------------------------------------------------------- # Load the combined data from the package data(Data) # Extract Data_Y and Data_X from the combined data Data_Y <- Data$Data_Y Data_X <- Data$Data_X # Select IBM GHG data and dates for Q3 2005 - Q3 2021 Dates <- Data_Y$Dates[c(7:23)] Y <- Data_Y$IBM[c(7:23)] Y <- as.matrix(as.numeric(Y)) # HF data available from 12-2004 (observation 21) up to 09-2021 (observation 88) Dates_Q <- Data_X$Dates[c(21:88)] X <- Data_X[c(21:88),] X <- sapply(X, as.numeric) # Remove columns containing NAs X <- X[ , colSums(is.na(X))==0] # Remove highly correlated variables (pairwise correlation >= 0.99) tmp <- cor(X) tmp[upper.tri(tmp)] <- 0 diag(tmp) <- 0 X2 <- X[, !apply(tmp, 2, function(x) any(abs(x) >= 0.99, na.rm = TRUE))] ## ----------------------------------------------------------------------------- C_sparse <- disaggregate( as.matrix(Y), as.matrix(X2), aggMat = "sum", aggRatio = 4, method = "adaptive-spTD") # Temporally disaggregated time series Y_HF <- C_sparse$y_Est ## ----plot-results, fig.width=8, fig.height=5, echo=TRUE----------------------- par(mar = c(5, 6, 4, 5) + 0.1) # Adjust margins for better spacing # Plot the temporal disaggregated data plot(Dates_Q, Y_HF, type = "b", pch = 19, ylab = "GHG emissions", xlab = "Time", lwd = 2, cex.lab = 1.4, cex.axis = 1.2, main = "Temporal Disaggregation of GHG Emissions") # Add a legend with adjusted font size and position legend("bottomleft", inset = 0.05, legend = "Temporal disaggregated observations", col = "black", lty = 1, lwd = 2, pch = 19, cex = 1.2, pt.cex = 1.2)