English
Related papers

Related papers: Compositional data analysis for modelling and fore…

200 papers

We introduce a statistical method for modeling and forecasting functional panel data represented by multiple densities. Density functions are nonnegative and have a constrained integral and thus do not constitute a linear vector space. We…

Methodology · Statistics 2025-02-10 Cristian F. Jiménez-Varón , Ying Sun , Han Lin Shang

Mortality forecasting methods in the Lee-Carter tradition extrapolate temporal components via time-series models, often producing forecasts that systematically underpredict life expectancy at long horizons. This bias is consequential for…

Methodology · Statistics 2026-04-15 Samuel J. Clark

Compositional data consists of vectors of proportions whose components sum to 1. Such vectors lie in the standard simplex, which is a manifold with boundary. One issue that has been rather controversial within the field of compositional…

Statistics Theory · Mathematics 2019-02-22 Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

Using standard financial ratios as variables in statistical analyses has been related to several serious problems, such as extreme outliers, asymmetry, non-normality, and non-linearity. The compositional-data methodology has been…

Statistical Finance · Quantitative Finance 2026-05-20 Fatemeh Keivani , Germà Coenders , Geòrgia Escaramís

Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader…

Applications · Statistics 2011-08-04 Valeria D'Amato , Gabriella Piscopo , Maria Russolillo

A major challenge of climate change adaptation is to assess the effect of changing weather on human health. In spite of an increasing literature on the weather-related health subject, many aspect of the relationship are not known, limiting…

This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…

Other Quantitative Biology · Quantitative Biology 2026-01-21 Brandon Dunbar , Paramahansa Pramanik , Haley Kate Robinson

In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…

Methodology · Statistics 2021-09-07 Søren Fiig Jarner

Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…

Methodology · Statistics 2022-01-05 Chen Tang , Han Lin Shang , Yanrong Yang

In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…

Risk Management · Quantitative Finance 2020-09-02 Fabrice Balland , Alexandre Boumezoued , Laurent Devineau , Marine Habart , Tom Popa

BACKGROUND. The majority of countries in Africa and nearly one third of all countries require mortality models to infer complete age schedules of mortality, required for population estimates, projections/forecasts and many other tasks in…

Applications · Statistics 2016-12-06 Samuel J. Clark

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. We…

Applications · Statistics 2018-03-29 Dennis M. Feehan

Several mixed-effects models for longitudinal data have been proposed to accommodate the non-linearity of late-life cognitive trajectories and assess the putative influence of covariates on it. No prior research provides a side-by-side…

Applications · Statistics 2024-03-07 Maude Wagner , Donald R. Hedeker , Tianhao Wang , Graciela Muniz-Terrera , Ana W. Capuano

Risk prediction is central to both clinical medicine and public health. While many machine learning models have been developed to predict mortality, they are rarely applied in the clinical literature, where classification tasks typically…

Machine Learning · Statistics 2017-12-05 Maggie Makar , Marzyeh Ghassemi , David Cutler , Ziad Obermeyer

In the literature, a large body of work advocates the use of log-ratio transformation for multivariate statistical analysis of compositional data. In contrast, few studies have looked at how data transformation changes the efficacy of…

Machine Learning · Computer Science 2021-06-11 Raymond Leung

This article investigates crime patterns across European countries in 2022 using Compositional Data Analysis (CoDA) to address limitations of traditional statistical approaches in dealing with the relative nature of crime data. Recognizing…

Applications · Statistics 2025-02-18 Onur Batın Doğan , Fatma Sevinç Kurnaz

Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…

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

Although the analysis of human mortality has a well-established history, the attempt to accurately forecast future death-rate patterns for different age groups and time horizons still attracts active research. Such a predictive focus has…

Applications · Statistics 2024-01-15 Federico Pavone , Sirio Legramanti , Daniele Durante

Background Predicting mortality and resource utilization from electronic health records (EHRs) is challenging yet crucial for optimizing patient outcomes and managing costs in intensive care unit (ICU). Existing approaches predominantly…

Computation and Language · Computer Science 2025-08-29 Yucheng Ruan , Xiang Lan , Daniel J. Tan , Hairil Rizal Abdullah , Mengling Feng