Model confidence sets and forecast combination: an application to age-specific mortality
نویسندگان
چکیده
منابع مشابه
Application of Combination Forecast Model in the Medium and Long term Power Load Forecast
The gain of SVC depends upon the type of reactive power load for optimum performance. As the load and input wind power conditions are variable, the gain setting of SVC needs to be adjusted or tuned. In this paper, an ANN based approach has been used to tune the gained parameters of the SVC controller over a wide range of load characteristics. The multi-layer feedforward ANN tool with the error ...
متن کاملan application of equilibrium model for crude oil tanker ships insurance futures in iran
با توجه به تحریم های بین المملی علیه صنعت بیمه ایران امکان استفاده از بازارهای بین المملی بیمه ای برای نفتکش های ایرانی وجود ندارد. از طرفی از آنجایی که یکی از نوآوری های اخیر استفاده از بازارهای مالی به منظور ریسک های فاجعه آمیز می باشد. از اینرو در این پایان نامه سعی شده است با استفاده از این نوآوری ها با طراحی اوراق اختیارات راهی نو جهت بیمه گردن نفت کش های ایرانی ارائه نمود. از آنجایی که بر...
Grouped functional time series forecasting: an application to age-specific mortality rates
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels plays an important role in developing social policy. However, independent forecasts of agespecific mortality rates at the sub-national levels may not add up to the forecasts at the national level. To addr...
متن کاملAn application of the poisson race model to confidence calibration.
In tasks as diverse as stock market predictions and jury deliberations, a person's feelings of confidence in the appropriateness of different choices often impact that person's final choice. The current study examines the mathematical modeling of confidence calibration in a simple dual-choice task. Experiments are motivated by an accumulator model, which proposes that information supporting eac...
متن کاملForecast Evaluation of Small Nested Model Sets
We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do not require bootstrapping. Both procedures adjust MSPE differences in accordance with Clark and West ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Genus
سال: 2018
ISSN: 2035-5556
DOI: 10.1186/s41118-018-0043-9