Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models
نویسندگان
چکیده
Best practice life expectancy has recently been modeled using extreme value theory. In this paper we present the Gumbel autoregressive model of order one—Gumbel AR(1)—as an option for modeling best expectancy. This class represents a neat and coherent framework time series extremes. The distribution accounts nature expectancy, while AR structure temporal dependence in series. Model diagnostics simulation results indicate that these models viable alternative to Gaussian AR(1) when dealing with extremes merit further exploration.
منابع مشابه
Changing dynamics: Time-varying autoregressive models using generalized additive modeling.
In psychology, the use of intensive longitudinal data has steeply increased during the past decade. As a result, studying temporal dependencies in such data with autoregressive modeling is becoming common practice. However, standard autoregressive models are often suboptimal as they assume that parameters are time-invariant. This is problematic if changing dynamics (e.g., changes in the tempora...
متن کاملCardiac arrhythmia classification using autoregressive modeling
BACKGROUND Computer-assisted arrhythmia recognition is critical for the management of cardiac disorders. Various techniques have been utilized to classify arrhythmias. Generally, these techniques classify two or three arrhythmias or have significantly large processing times. A simpler autoregressive modeling (AR) technique is proposed to classify normal sinus rhythm (NSR) and various cardiac ar...
متن کاملModeling migraine severity with autoregressive ordered probit models
Longitudinal data with ordinal outcomes routinely appear in medical applications. An example is the analysis of clinical diaries where patients are asked to score the severity of their symptoms. In this framework, a class of dynamic models for ordinal repeated responses with subjectspecific random effects and distinguished correlation structures for different groups of patients is presented. Mo...
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: Risks
سال: 2021
ISSN: ['2227-9091']
DOI: https://doi.org/10.3390/risks9030051