temporal-aggregation

Stata commands for Mixed-Frequency Data Sampling (MIDAS): bumidas and umidas for unrestricted selection and estimation, rmidas for restricted estimation, and mfcollapse for constructing mixed-frequency data. Includes examples, tests, simulations, and an empirical application to exchange rate forecasting.

This repository provides R and Stata code to interpolate monthly average CPI to the daily frequency. It allows researchers to construct daily real series such as real commodity prices.

Privacy-safe multimodal livestream scene recognition demo with ASR, visual understanding and temporal aggregation.