Lower Frequency Time Research Articles

Temporal Disaggregation: Methods, Information Loss, and Diagnostics

This research provides a generalized framework to disaggregate lower-frequency time series and evaluate the disaggregation performance. The proposed framework combines two models in separate stages: a linear regression model to exploit related independent variables in the first stage and a state–space model to disaggregate the residual from the regression in the second stage. For the purpose of providing a set of practical criteria for assessing the disaggregation performance, we measure the information loss that occurs during temporal aggregation while examining what effects take place when aggregating data. To validate the proposed framework, we implement Monte Carlo simulations and provide two empirical studies. Supplementary materials for this article are available online.

Mass exchange at the Strait of Gibraltar in response to tidal and lower frequency forcing as simulated by a Mediterranean Sea model

The exchange between the Atlantic and the Mediterranean at the Strait of Gibraltar is studied based on numerical simulations of the Mediterranean Sea compared to two sets of observations. The model used has a varying horizontal resolution, highest at the Strait of Gibraltar. Numerical simulations forced by tide, by the subinertial variability, by both and by increasing the diffusion at the Strait are performed and compared to each other. The model successfully reproduces the main observed features of the variability at the tidal and at the lower frequency time scales including the phasing between the barotropic and baroclinic flow components and density variations. The model also simulates the strong mixing at the strait by tide and the resulting fortnightly modulation of the flow, with exchange reduction during spring tides and outflowing waters and acceleration during neap tides and inflowing waters. It is shown that tidal oscillations reduce the two-way exchange by interaction with the subinertial variability. The effects of tide on the Mediterranean Sea thermohaline circulation are also examined using multi-decadal simulations. It is shown that the model reproduces the cooling and saltening of waters crossing the strait in the upper layer and the warming and freshening of waters crossing the strait in the deeper layer, as previously shown by high resolution models of the Strait of Gibraltar. These changes are shown to cool and increase the salinity of the Mediterranean waters especially in the upper and intermediate layers. The water-cooling is shown to lead to a reduction of the heat loss at the sea surface. Based on model results, it is concluded that tide may have an effect on the Mediterranean Sea heat budget and hence on the atmosphere above. A validation of this conclusion is however needed, in particular using higher resolution models.

State Space Disaggregation Model with Information Loss Function

Different data frequency is a common problem in many research fields; therefore, it should be handled before a particular study is well under way. Many novel ideas including disaggregation techniques, which are the major interest of this study, have been suggested to mitigate the nuisances of mixed-frequency data. In this study, we suggest a generalized framework to disaggregate lower-frequency time series and evaluate the disaggregation performance. The proposed framework combines two models in separate stages: a linear regression model to exploit related independent variables in the first stage and a state space model to disaggregate the residual from the regression in the second stage. For the purpose of providing a set of practical criteria for the disaggregation performance, we measure the information loss that occurs during temporal aggregation while examining what effects take place when aggregating data. To validate the proposed framework, we implement a Monte Carlo simulation and provide an empirical study.