FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY (Q5119561)
From MaRDI portal
scientific article; zbMATH DE number 7241927
Language | Label | Description | Also known as |
---|---|---|---|
English | FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY |
scientific article; zbMATH DE number 7241927 |
Statements
FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY (English)
0 references
31 August 2020
0 references
forecast reconciliation
0 references
multivariate functional principal component analysis
0 references
bottom-up method
0 references
optimal combination method
0 references
Japanese mortality database
0 references
0 references
0 references