相关论文: Forecasting multiple functional time series in a g…

Univariate time series often take the form of a collection of curves observed sequentially over time. Examples of these include hourly ground-level ozone concentration curves. These curves can be viewed as a time series of functions…

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 decline in interest rates and economic stabilization has heightened the importance of accurate mortality rate forecasting, particularly in insurance and pension markets. Multi-step-ahead predictions are crucial for public health,…

This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical…

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…

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…

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

When forecasting time series with a hierarchical structure, the existing state of the art is to forecast each time series independently, and, in a post-treatment step, to reconcile the time series in a way that respects the hierarchy…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Physics-based climate projections using general circulation models are essential for assessing future risks, but their coarse resolution limits regional decision-making. Statistical downscaling can efficiently add detail, yet many methods…

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

The focus of the present paper is to forecast mortality rates for small sub-populations that are parts of a larger super-population. In this setting the assumption is that it is possible to produce reliable forecasts for the…

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…

We propose a probabilistic mortality forecasting model that can be applied to derive forecasts for populations with regular and irregular mortality developments. Our model (1) uses rates of mortality improvement to model dynamic age…

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Forecast combination involves using multiple forecasts to create a single, more accurate prediction. Recently, feature-based forecasting has been employed to either select the most appropriate forecasting models or to optimize the weights…