Difference between revisions of "Aggregation Matrix"

From Open Risk Manual
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Aggregation can be for example along sectoral or regional dimensions.
 
Aggregation can be for example along sectoral or regional dimensions.
  
Vectors and Matrices can be aggregated by multiplying with the aggregation matrix. Mathematically a aggregation matrix T is a <math>K \times N</math> matrix, where each value <math>T^{mn}</math> is either  zero or one.
+
Vectors and Matrices can be aggregated by multiplying with the aggregation matrix. Mathematically a aggregation matrix T is a <math>K \times N</math> matrix, where each value <math>S_{mn}</math> is either  zero or one.
  
:<math>T=\left(\begin{matrix}
+
:<math>S=\left(\begin{matrix}
 
T^{00} & T^{01} & \dots &T^{0n} & \dots & T^{0N} \\
 
T^{00} & T^{01} & \dots &T^{0n} & \dots & T^{0N} \\
 
T^{10} & T^{11} & \dots &T^{1n} & \dots & T^{1N} \\
 
T^{10} & T^{11} & \dots &T^{1n} & \dots & T^{1N} \\
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=== Vector Quantity Aggregation ===
 
=== Vector Quantity Aggregation ===
A vector  
+
A vector of dimension N is aggregated through its pre-multiplication with the aggregation matrix.
  
 
:<math>\mathbf{y}_{s} = \mathbf{S} \mathbf{y}</math>
 
:<math>\mathbf{y}_{s} = \mathbf{S} \mathbf{y}</math>
 +
 +
=== Matrix Quantity Aggregation ===
 +
 +
A matrix of dimension N is aggregated through its pre-multiplication with the aggregation matrix and the post-multiplication with the aggregation matrix transpose.
  
 
:<math>\mathbf{A}_{s} = \mathbf{S} \mathbf{A} \mathbf{S}^T</math>
 
:<math>\mathbf{A}_{s} = \mathbf{S} \mathbf{A} \mathbf{S}^T</math>
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== See Also ==
 
== See Also ==
 
* [[Aggregation Bias]]
 
* [[Aggregation Bias]]
 +
* [[Summation Vector]]
  
 
== Further Resources ==
 
== Further Resources ==

Revision as of 17:37, 20 November 2023

Definition

Aggregation Matrix in the context of Input-Output Analysis is a Boolean Matrix that aims to produce a coarse-grained version of a more granular Input-Output Model.

Aggregation can be for example along sectoral or regional dimensions.

Vectors and Matrices can be aggregated by multiplying with the aggregation matrix. Mathematically a aggregation matrix T is a K \times N matrix, where each value S_{mn} is either zero or one.

S=\left(\begin{matrix}
T^{00} & T^{01} & \dots &T^{0n} & \dots & T^{0N} \\
T^{10} & T^{11} & \dots &T^{1n} & \dots & T^{1N} \\
\vdots  & \vdots  & \ddots &\vdots & \ddots & \vdots \\
T^{m0} & T^{m1} & \dots &T^{mn} & \dots & T^{mN} \\
\vdots  & \vdots & \ddots & \vdots& \ddots & \vdots \\
T^{K0} & T^{K1} & \dots & T^{Kn} & \dots & T^{KN}\\
\end{matrix}\right).

Vector Quantity Aggregation

A vector of dimension N is aggregated through its pre-multiplication with the aggregation matrix.

\mathbf{y}_{s} = \mathbf{S} \mathbf{y}

Matrix Quantity Aggregation

A matrix of dimension N is aggregated through its pre-multiplication with the aggregation matrix and the post-multiplication with the aggregation matrix transpose.

\mathbf{A}_{s} = \mathbf{S} \mathbf{A} \mathbf{S}^T

See Also

Further Resources