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Extracting disaggregated time series from an aggregate time series


remove seasonality from weekly time series datatime series plotTime Series - PredictionAnalyzing time series associationIdentifying trend and seasonality of time series dataTime Resolution Changes in Time Series ForecastingTime series on syslogsTime series decompositionTest for heteroscedasticity in time seriesPython Time series: extracting features on a rolling window basis













0












$begingroup$


I've got $N = 5000$ individual time series representing hourly electricity demand from $N$ households. I also know whether each house has electric heating or not. Assume there are $N^1$ houses with electric heating and $N^0$ without.



The goal is to, for each house having electric heating, extract its electric heating demand.



So, for each house $h$ with electric heating, we assume its time series $vecx_h$ is the sum of a non-heating demand, $veca_h$, plus its electric heating demand, $vecb_h$.



I am interested in general methods to approach this problem of estimating $vecb_h$. i.e. using information from the $N^0$ time series to infer what $veca_h$ is, thereby permitting the extracting of $vecb_h$.



I know this is broad, but I'm mostly looking for references or pointers to start learning about this family of problems.










share|improve this question









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    0












    $begingroup$


    I've got $N = 5000$ individual time series representing hourly electricity demand from $N$ households. I also know whether each house has electric heating or not. Assume there are $N^1$ houses with electric heating and $N^0$ without.



    The goal is to, for each house having electric heating, extract its electric heating demand.



    So, for each house $h$ with electric heating, we assume its time series $vecx_h$ is the sum of a non-heating demand, $veca_h$, plus its electric heating demand, $vecb_h$.



    I am interested in general methods to approach this problem of estimating $vecb_h$. i.e. using information from the $N^0$ time series to infer what $veca_h$ is, thereby permitting the extracting of $vecb_h$.



    I know this is broad, but I'm mostly looking for references or pointers to start learning about this family of problems.










    share|improve this question









    New contributor




    camwade6 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$














      0












      0








      0





      $begingroup$


      I've got $N = 5000$ individual time series representing hourly electricity demand from $N$ households. I also know whether each house has electric heating or not. Assume there are $N^1$ houses with electric heating and $N^0$ without.



      The goal is to, for each house having electric heating, extract its electric heating demand.



      So, for each house $h$ with electric heating, we assume its time series $vecx_h$ is the sum of a non-heating demand, $veca_h$, plus its electric heating demand, $vecb_h$.



      I am interested in general methods to approach this problem of estimating $vecb_h$. i.e. using information from the $N^0$ time series to infer what $veca_h$ is, thereby permitting the extracting of $vecb_h$.



      I know this is broad, but I'm mostly looking for references or pointers to start learning about this family of problems.










      share|improve this question









      New contributor




      camwade6 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I've got $N = 5000$ individual time series representing hourly electricity demand from $N$ households. I also know whether each house has electric heating or not. Assume there are $N^1$ houses with electric heating and $N^0$ without.



      The goal is to, for each house having electric heating, extract its electric heating demand.



      So, for each house $h$ with electric heating, we assume its time series $vecx_h$ is the sum of a non-heating demand, $veca_h$, plus its electric heating demand, $vecb_h$.



      I am interested in general methods to approach this problem of estimating $vecb_h$. i.e. using information from the $N^0$ time series to infer what $veca_h$ is, thereby permitting the extracting of $vecb_h$.



      I know this is broad, but I'm mostly looking for references or pointers to start learning about this family of problems.







      machine-learning time-series statistics






      share|improve this question









      New contributor




      camwade6 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question









      New contributor




      camwade6 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question








      edited Mar 19 at 10:31









      bradS

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      asked Mar 19 at 9:22









      camwade6camwade6

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