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Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these…

Methodology · Statistics 2025-04-02 Han Lin Shang , Steven Haberman

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

The availability of mobile health (mHealth) technology has enabled increased collection of intensive longitudinal data (ILD). ILD have potential to capture rapid fluctuations in outcomes that may be associated with changes in the risk of an…

The well-known Lee-Carter model uses a bilinear form $\log(m_{x,t})=a_x+b_xk_t$ to represent the log mortality rate and has been widely researched and developed over the past thirty years. However, there has been little attention being paid…

Methodology · Statistics 2023-11-07 Yiping Guo , Johnny Siu-Hang Li

Joint models for longitudinal biomarkers and time-to-event data are widely used in longitudinal studies. Many joint modeling approaches have been proposed to deal with different types of longitudinal biomarkers and survival outcomes.…

Methodology · Statistics 2016-09-27 Molei Liu , Jiehuan Sun , Jose D. Herazo-Maya , Naftali Kaminski , Hongyu Zhao

Multimorbidity in older adults is common, heterogeneous, and highly dynamic, and it is strongly associated with disability and increased healthcare utilization. However, existing approaches to studying multimorbidity trajectories are…

To accurately predict the regional spread of Covid-19 infection, this study proposes a novel hybrid model which combines a Long short-term memory (LSTM) artificial recurrent neural network with dynamic behavioral models. Several factors and…

Physics and Society · Physics 2022-04-08 Seid Miad Zandavi , Taha Hossein Rashidi , Fatemeh Vafaee

Vaccines have proven effective in mitigating the threat of severe infections and deaths during outbreaks of infectious diseases. However, vaccine hesitancy (VH) complicates disease spread prediction and healthcare resource assessment across…

Optimization and Control · Mathematics 2024-05-10 Hieu Bui , Sandra Eksioglu , Ruben Proano , Haoming Shen

The stochastic simulation algorithm (SSA) is widely used to perform exact forward simulation of discrete stochastic processes in biology. However, the computational cost, driven by sequential event-by-event sampling across large ensembles,…

Quantitative Methods · Quantitative Biology 2026-05-04 Tom Kimpson , Mark B. Flegg , Jennifer A. Flegg

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

Machine Learning · Computer Science 2023-05-08 Hailong Shu

We study the dynamics of cause--specific mortality rates among countries by considering them as compositions of functions. We develop a novel framework for such data structure, with particular attention to functional PCA. The application of…

Methodology · Statistics 2020-08-03 Marco Stefanucci , Stefano Mazzuco

Non-terminal events can represent a meaningful change in a patient's life. Thus, better understanding and predicting their occurrence can bring valuable information to individuals. In a context where longitudinal markers could inform these…

Methodology · Statistics 2025-01-16 Juliette Ortholand , Stanley Durrleman , Sophie Tezenas du Montcel

The improvement of mortality projection is a pivotal topic in the diverse branches related to insurance, demography, and public policy. Motivated by the thread of Lee-Carter related models, we propose a Bayesian model to estimate and…

Applications · Statistics 2021-02-24 Zhen Liu , Xiaoqian Sun , Leping Liu , Yu-Bo Wang

Recent outbreak of COVID-19 has led a rapid global spread around the world. Many countries have implemented timely intensive suppression to minimize the infections, but resulted in high case fatality rate (CFR) due to critical demand of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-08 Po Yang , Jun Qi , Xulong Wang , Yun Yang

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees…

Methodology · Statistics 2024-09-19 Abdollah Jalilian , Francisco Cuevas-Pacheco , Ganggang Xu , Rasmus Waagepetersen

We propose a hybrid method combining the deep long short-term memory (LSTM) model with the inexact empirical model of dynamical systems to predict high-dimensional chaotic systems. The deep hierarchy is encoded into the LSTM by…

Signal Processing · Electrical Eng. & Systems 2020-02-04 Youming Lei , Jian Hu , Jianpeng Ding

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational…

Machine Learning · Statistics 2014-05-30 Steven Reece , Stephen Roberts , Siddhartha Ghosh , Alex Rogers , Nicholas Jennings

In this article, we have modeled mortality rates of Peruvian female and male populations during the period of 1950-2017 using the Lee-Carter (LC) model. The stochastic mortality model was introduced by Lee and Carter (1992) and has been…

General Economics · Economics 2022-07-08 J. Cerda-Hernández , A. Sikov

Large and acute economic shocks such as the 2007-2009 financial crisis and the current COVID-19 infections rapidly change the economic environment. In such a situation, the importance of real-time economic analysis using alternative datais…

Machine Learning · Computer Science 2021-05-21 Takamichi Toda , Daisuke Moriwaki , Kazuhiro Ota
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