Forecasting mortality rate by singular spectrum analysis

MaRDI QIDQ5357844zbMATH OpenFDO

Authors Rahim Mahmoudvand, Fatemeh Alehosseini, Paulo Canas Rodrigues

Publication date 18 September 2017

Full work available at URL https://www.ine.pt/revstat/pdf/rs150301.pdf

zbMATH Keywords

Hyndman-Ullah modelmortality ratesingular spectrum analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Cited in

(6)

• Mortality Projection Based on the Wang Transform
• Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series
• Forecasting mortality rate by multivariate singular spectrum analysis
• Randomized singular spectrum analysis for long time series
• The benefits of multivariate singular spectrum analysis over the univariate version
• Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation

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