Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
نویسندگان
چکیده
منابع مشابه
Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
This study considers the forecasting of mortality rates in multiple populations. We propose a model that combines mortality forecasting and functional data analysis (FDA). Under the FDA framework, the mortality curve of each year is assumed to be a smooth function of age. As with most of the functional time series forecasting models, we rely on functional principal component analysis (FPCA) for...
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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...
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1 solution to the dimensionality problem raised by projection of individual age-specific fertility rates is the use of parametric curves to approximate the annual age-specific rates and a multivariate time series model to forecast the curve parameters. Such a method reduces the number of time series to be modeled for women 14-45 years of age from 32 to 40 (the number of curve parameters). In a...
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We propose forecasting functional time series using weighted functional principal component regression and weighted functional partial least squares regression. These approaches allow for smooth functions, assign higher weights to more recent data, and provide a modeling scheme that is easily adapted to allow for constraints and other information. We illustrate our approaches using age-specific...
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Accurate estimates of future age-specific incidence and mortality are critical for allocation of resources to breast cancer control programmes and evaluation of screening programmes. The purpose of this study is to apply functional data analysis techniques to model age-specific breast cancer mortality time trends, and forecast entire age-specific mortality functions using a state-space approach...
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ژورنال
عنوان ژورنال: Risks
سال: 2017
ISSN: 2227-9091
DOI: 10.3390/risks5020021