# Aggregate Learning for Mixed Frequency Data

arXiv: https://arxiv.org/abs/2105.09579 · HTML: https://mlsanity.com/paper/2105.09579/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 7 of its 39 references that are in the map.
- First posted on arXiv 20 May 2021.

## Builds on (most cited first, 7 of 7)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- ["Zero-Shot" Super-Resolution using Deep Internal Learning](https://mlsanity.com/paper/1712.06087/) (2017)
- [Unsupervised Video Interpolation Using Cycle Consistency](https://mlsanity.com/paper/1906.05928/) (2019)
- [Multi-task Learning for Aggregated Data using Gaussian Processes](https://mlsanity.com/paper/1906.09412/) (2019)
- [Variational Learning on Aggregate Outputs with Gaussian Processes](https://mlsanity.com/paper/1805.08463/) (2018)
- [An aggregate learning approach for interpretable semi-supervised population prediction and disaggregation using ancillary data](https://mlsanity.com/paper/1907.00270/) (2019)

## Abstract (arXiv)

Large and acute economic shocks such as the 2007-2009 financial crisis and the current COVID-19 infections rapidly change the economic environment. In such a situation, the importance of real-time economic analysis using alternative datais emerging. Alternative data such as search query and location data are closer to real-time and richer than official statistics that are typically released once a month in an aggregated form. We take advantage of spatio-temporal granularity of alternative data and propose a mixed-FrequencyAggregate Learning (MF-AGL)model that predicts economic indicators for the smaller areas in real-time. We apply the model for the real-world problem; prediction of the number of job applicants which is closely related to the unemployment rates. We find that the proposed model predicts (i) the regional heterogeneity of the labor market condition and (ii) the rapidly changing economic status. The model can be applied to various tasks, especially economic analysis