The Lee-Carter model, developed by Lee and Carter in 1992 is one of the most influential model among others that used for mortality projection. Although model's performance has so far been examined a variety situations, its effectiveness modeling data with varying speeds change across ages ability to detect trends index more precisely over time not studied. method traditionally shows obvious dr...

BACKGROUND Any improvement in the forecast accuracy of life expectancy would be beneficial for policy decision regarding the allocation of current and future resources. In this paper, I revisit some methods for forecasting age-specific life expectancies. OBJECTIVE This paper proposes a model averaging approach to produce accurate point forecasts of age-specific life expectancies. METHODS Illust...

Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults in detecting model, and hence have discussed the problem of outliers in time series. By using this optimization method, we wil...

improving time series forecastingaccuracy is an important yet often difficult task.both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. in this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

,4bstme—A pmeedurefor sequentiaffy eatirnating the parameters and orders of mixed autoregmsive moving-average signaf modefs from tirneserfes data is presented. Iderrtfffftion ia performed by first fderstffying a purely asrtoregmwive aignaf model. Tire parametem and orders of tbe mixed autoregmsaive moving-average proeeaa are then gfven from tbe solutton of sfmple sdgebraic equations involving t...