相关论文: Grouped functional time series forecasting: An app…

We address the problem of forecasting high-dimensional functional time series through a two-fold dimension reduction procedure. The difficulty of forecasting high-dimensional functional time series lies in the curse of dimensionality. In…

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…

Fertility differentials by urban-rural residence and nativity of women in Australia significantly impact population composition at sub-national levels. We aim to provide consistent fertility forecasts for Australian women characterized by…

Human mortality patterns and trajectories in closely related populations are likely linked together and share similarities. It is always desirable to model them simultaneously while taking their heterogeneity into account. This paper…

Mortality patterns at a subnational level or across subpopulations are often used to examine the health of a population. In small populations, however, death counts are erratic. To deal with this problem, demographers have proposed…

We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained from the Human Mortality Database, the compositional data…

In this paper, we provide a comprehensive cross-country validation study of compositional mortality modeling and forecasting methods. Thus, we consider two one-to-one transformations: the cumulative distribution function and the centered…

To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort…

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…

Separate modelling of cause specific mortality rates and their projections can yield inconsistent forecasts when the sum of deaths by cause does not match the total observed in a population. We develop a hierarchical probabilistic framework…

Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. Stochastic…

The COVID-19 pandemic has placed forecasting models at the forefront of health policy making. Predictions of mortality and hospitalization help governments meet planning and resource allocation challenges. In this paper, we consider the…

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

We propose a dual-factor model for high-dimensional functional time series (HDFTS) that considers multiple populations. The HDFTS is first decomposed into a collection of functional time series (FTS) in a lower dimension and a group of…

This study presents a framework for high-resolution mortality simulations tailored to insured and general populations. Due to the scarcity of detailed demographic-specific mortality data, we leverage Iterative Proportional Fitting (IPF) and…

We study the modeling and forecasting of high-dimensional functional time series, which can be temporally dependent and cross-sectionally correlated. We implement a functional analysis of variance (FANOVA) to decompose high-dimensional…

Although traditional literature on mortality modeling has focused on single countries in isolation, recent contributions have progressively moved toward joint models for multiple countries. Besides favoring borrowing of information to…

We investigate jointly modeling Age-specific rates of various causes of death in a multinational setting. We apply Multi-Output Gaussian Processes (MOGP), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death…

Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…

Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…