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

Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…

Forecasting groups of time series is of increasing practical importance, e.g. forecasting the demand for multiple products offered by a retailer or server loads within a data center. The local approach to this problem considers each time…

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

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…

This study introduces an innovative methodology for mortality forecasting, which integrates signature-based methods within the functional data framework of the Hyndman-Ullah (HU) model. This new approach, termed the Hyndman-Ullah with…

Age-specific mortality improvements are non-uniform, neither across ages nor across time. We propose a two-step procedure to estimate the rates of mortality improvement (RMI) in age-specific death rates (ASDR) at ages 85 and above for ten…

This paper presents a novel approach for modeling mortality rates above age 70 by proposing a mixture-based model. This model is compared to four other widely used models: the Beard, Gompertz, Makeham, and Perks models. Our model can…

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…

Producing subnational estimates of the under-five mortality rate (U5MR) is a vital goal for the United Nations to reduce inequalities in mortality and well-being across the globe. There is a great disparity in U5MR between high-income and…

A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper proposes a novel ensemble approach based on Shapley values, a…

This paper proposes a new model-based approach to small area estimation of general finite-population parameters based on grouped data or frequency data, which is often available from sample surveys. Grouped data contains information on…

In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…

In most cases, mortality is analysed considering summary indicators (e.~g. $e_0$ or $e^{\dagger}_0$) that either focus on a specific mortality component or pool all component-specific information in one measure. This can be a limitation,…

The paper is focused on the forecasting method for time series groups with the use of algorithms for cluster analysis. $K$-means algorithm is suggested to be a basic one for clustering. The coordinates of the centers of clusters have been…

Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…

This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induce smoothness across ages through structured dependence,…

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

The United Nations released official probabilistic population projections (PPP) for all countries for the first time in July 2014. These were obtained by projecting the period total fertility rate (TFR) and life expectancy at birth ($e_0$)…

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…