Robust forecasting of mortality and fertility rates: a functional data approach
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Publication:1020157
DOI10.1016/J.CSDA.2006.07.028zbMATH Open1162.62434OpenAlexW2126771422WikidataQ58297470 ScholiaQ58297470MaRDI QIDQ1020157FDOQ1020157
Authors: Rob J. Hyndman, Md. Shahid Ullah 
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2005/wp2-05.pdf
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functional dataprincipal componentsrobustnessnonparametric smoothingmortality forecastingfertility forecasting
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and prediction (62M20)
Cites Work
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- Forecasting PC-ARIMA models for functional data
- Disaggregatton in population forecasting: Do we need it? And how to do it simply
Cited In (only showing first 100 items - show all)
- Functional outlier detection with robust functional principal component analysis
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Analysis of Finnish and Swedish mortality data with stochastic mortality models
- Age-coherent extensions of the Lee-Carter model
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- A survey of functional principal component analysis
- Testing linearity in semi-parametric functional data analysis
- Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method
- Life anuities with stochastic survival probabilities: A review
- Nonparametric time series forecasting with dynamic updating
- Robust depth-based estimation of the functional autoregressive model
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
- \(M\)-type smoothing spline estimators for principal functions
- Evaluating the goodness of fit of stochastic mortality models
- Modelling dependent data for longevity projections
- Forecasting functional time series
- On projection methods for functional time series forecasting
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- Statistics for functional data
- Extending Lee–Carter Mortality Forecasting
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison
- Rejoinder: Forecasting functional time series
- Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
- Case study of Swiss mortality using Bayesian modeling
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Semi-parametric accelerated hazard relational models with applications to mortality projections
- Statistical emulators for pricing and hedging longevity risk products
- Robust estimators under a functional common principal components model
- Computational framework for longevity risk management
- Identifying the finite dimensionality of curve time series
- Variational Bayesian functional PCA
- Consistency of a numerical approximation to the first principal component projection pursuit estimator
- Forecasting life expectancy: evidence from a new survival function
- Robust functional principal components for sparse longitudinal data
- Directional outlyingness for multivariate functional data
- Robust archetypoids for anomaly detection in big functional data
- Clustering and forecasting multiple functional time series
- Forecasting functional time series using weighted likelihood methodology
- Modeling and forecasting duration-dependent mortality rates
- A multivariate time series approach to projected life tables
- Fast estimation of the median covariation matrix with application to online robust principal components analysis
- The mortality of the Italian population: smoothing techniques on the Lee-Carter model
- Segmental dynamic factor analysis for time series of curves
- Prospective mortality tables: taking heterogeneity into account
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Robust regularized singular value decomposition with application to mortality data
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- Mortality and life expectancy forecasting for a group of populations in developed countries: a robust multilevel functional data method
- A dynamic parameterization modeling for the age-period-cohort mortality
- Estimation of partial derivative functionals with application to human mortality data analysis
- Robust functional principal components: a projection-pursuit approach
- Dynamic mortality factor model with conditional heteroskedasticity
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
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- Recent developments in complex and spatially correlated functional data
- A parameterized approach to modeling and forecasting mortality
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- Multistate models in health insurance
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- Robust functional principal component analysis based on a new regression framework
- Time-series forecasting of mortality rates using deep learning
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories
- Forecasting multiple functional time series in a group structure: an application to mortality
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Functional principal component analysis for cointegrated functional time series
- Addressing the life expectancy gap in pension policy
- Time evolution of income distributions with subgroup decompositions
- Dynamic functional data analysis with non-parametric state space models
- De-risking strategy: longevity spread buy-in
- Modeling stochastic mortality with O-U type processes
- Dynamic principal component regression for forecasting functional time series in a group structure
- Accounting for smoking in forecasting mortality and life expectancy
- Forecasting mortality with international linkages: a global vector-autoregression approach
- A Conformal Approach for Distribution-free Prediction of Functional Data
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
- Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
- Functional horseshoe smoothing for functional trend estimation
- A mathematical algorithm for dimensional control of tunnels using topographic profiles
- Seasonal functional autoregressive models
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Wavelet estimation of the dimensionality of curve time series
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
- A journey from univariate to multivariate functional time series: a comprehensive review
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- The maximum entropy mortality model: forecasting mortality using statistical moments
- Nonlinear prediction of functional time series
- Forecasting Cause-Age Specific Mortality Using Two Random Processes
- A Hidden Markov Approach to Disability Insurance
- A DSA algorithm for mortality forecasting
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