Difference between revisions of "Aggregation Matrix"

From Open Risk Manual
Line 4: Line 4:
 
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>s_{mn}</math> is either  zero or one.
+
Vectors and Matrices can be aggregated by multiplying with the aggregation matrix. Mathematically a aggregation matrix S is a <math>K \times N</math> matrix, where each value <math>s_{mn}</math> is either  zero or one.
  
 
:<math>S=\left(\begin{matrix}
 
:<math>S=\left(\begin{matrix}
Line 15: Line 15:
 
\end{matrix}\right).
 
\end{matrix}\right).
 
</math>
 
</math>
 +
 +
An aggregation matrix with K rows and N columns is used to aggregate a dimension of size N into a smaller dimension of size K.
  
 
=== Vector Quantity Aggregation ===
 
=== Vector Quantity Aggregation ===
A vector of dimension N is aggregated through its pre-multiplication with the aggregation matrix.
+
A vector Y of dimension N is aggregated into a vector K 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>
 +
 
 +
or in more explicitly:
 +
 
 +
:<math>
 +
\mathbf{Y}^{s}_{i} = \sum_{j=1}^{N} \mathbf{S} \mathbf{Y}_j
 +
</math>
  
 
=== Matrix Quantity Aggregation ===
 
=== Matrix Quantity Aggregation ===

Revision as of 17:43, 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 S is a K \times N matrix, where each value s_{mn} is either zero or one.

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

An aggregation matrix with K rows and N columns is used to aggregate a dimension of size N into a smaller dimension of size K.

Vector Quantity Aggregation

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


\mathbf{Y}^{s} = \mathbf{S} \mathbf{Y}

or in more explicitly:


\mathbf{Y}^{s}_{i} = \sum_{j=1}^{N} \mathbf{S} \mathbf{Y}_j

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