English
Related papers

Related papers: Grouped multivariate and functional time series fo…

200 papers

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize model points. Model points are used to…

Risk Management · Quantitative Finance 2019-12-23 Mark Kiermayer , Christian Weiß

Worldwide, many millions of people die suddenly and unexpectedly each year, either with or without a prior history of cardiovascular disease. Such events are sparse (once in a lifetime), many victims will not have had prior investigations…

Machine Learning · Computer Science 2023-09-06 Yola Jones , Fani Deligianni , Jeff Dalton , Pierpaolo Pellicori , John G F Cleland

Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a…

Applications · Statistics 2025-02-04 Quentin Guibert , Gaëlle Pincemin , Frédéric Planchet

Geographic patterns in stroke mortality have been studied as far back as the 1960s, when a region of the southeastern United States became known as the "stroke belt" due to its unusually high rates of stroke mortality. While stroke…

Methodology · Statistics 2018-01-23 Harrison Quick , Lance A. Waller , Michele Casper

We consider two closely related problems: anomaly detection in sensor networks and testing for infections in human populations. In both problems, we have $n$ nodes (sensors, humans), and each node exhibits an event of interest (anomaly,…

Information Theory · Computer Science 2020-12-01 Melih Bastopcu , Sennur Ulukus

Smoking is one of the main risk factors that has affected human mortality and life expectancy over the past century. Smoking accounts for a large part of the nonlinearities in the growth of life expectancy and of the geographic and sex…

Applications · Statistics 2019-10-29 Yicheng Li , Adrian E. Raftery

In healthcare, the highest risk individuals for morbidity and mortality are rarely those with the greatest modifiable risk. By contrast, many machine learning formulations implicitly attend to the highest risk individuals. We focus on this…

Machine Learning · Statistics 2019-11-15 Yoonjung Kim , Jeremy C. Weiss

Identifying frail older adults in an ageing population is essential for improving healthcare services. This study proposes a composite indicator to assess individual frailty levels using administrative healthcare data. Given the complex and…

Methodology · Statistics 2025-10-07 Sara Rebottini , Pietro Belloni

The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…

Optimization and Control · Mathematics 2023-12-22 Samya Suleiman , Karl Lundengård , John Andongwisye , Emmanuel Evarest

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Applications · Statistics 2018-07-10 Siuli Mukhopadhyay , V. Sathish

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

Patient time series classification faces challenges in high degrees of dimensionality and missingness. In light of patient similarity theory, this study explores effective temporal feature engineering and reduction, missing value…

Artificial Intelligence · Computer Science 2017-05-02 Mohammad Amin Morid , Olivia R. Liu Sheng , Samir Abdelrahman

Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term…

Machine Learning · Computer Science 2026-01-29 Sina Kazemdehbashi

The decrease in the increase in death rates at old ages is a phenomenon that has repeatedly been discussed in demographic research. While mortality deceleration can be explained in the gamma-Gompertz model as an effect of selection in…

Applications · Statistics 2019-05-16 Marie Böhnstedt , Hein Putter , Nadine Ouellette , Gerda Claeskens , Jutta Gampe

We develop a flexible Gaussian Process (GP) framework for learning the covariance structure of Age- and Year-specific mortality surfaces. Utilizing the additive and multiplicative structure of GP kernels, we design a genetic programming…

Machine Learning · Statistics 2024-11-20 Mike Ludkovski , Jimmy Risk

Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…

Methodology · Statistics 2026-01-19 Xiaojing Sun , Bingxin Zhao , Fei Xue

Child mortality is an important population health indicator. However, many countries lack high-quality vital registration to measure child mortality rates precisely and reliably over time. Research endeavors such as those by the United…

Applications · Statistics 2026-01-29 Katherine R Paulson , Taylor Okonek , Jon Wakefield

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

The COVID-19 pandemic has caused severe public health consequences in the United States. In this study, we use a hierarchical Bayesian model to estimate the age-specific COVID-19 attributable deaths over time in the United States. The model…