An Iterative Shifting Disaggregation Algorithm for Multi-Source, Irregularly Sampled, and Overlapped Time Series

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Accurate time series forecasting often requires higher temporal resolution than that provided by available data, such as when daily forecasts are needed from monthly data. Existing temporal disaggregation techniques, which typically handle only single, uniformly sampled time series, have limited applicability in real-world, multi-source scenarios. This paper introduces the Iterative Shifting Disaggregation (ISD) algorithm, designed to process and disaggregate time series derived from sensor-sourced low-frequency measurements, transforming multiple, nonuniformly sampled sensor data streams into a single, coherent high-frequency signal. ISD operates in an iterative, two-phase process: a prediction phase that uses multiple linear regression to generate high-frequency series from low-frequency data and correlated variables, followed by an update phase that redistributes low-frequency observations across high-frequency periods. This process repeats, refining estimates with each iteration cycle. The ISD algorithm’s key contribution is its ability to disaggregate multiple, nonuniformly spaced time series with overlapping intervals into a single daily representation. In two case studies using natural gas data, ISD successfully disaggregates billing cycle and grouped residential customer data into daily time series, achieving a 1.4–4.3% WMAPE improvement for billing cycle data and a 4.6–10.4% improvement for residential data over existing methods.