相关论文: Forecasting Australian subnational age-specific mo…

In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…

We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…

Regional solar power forecasting, which involves predicting the total power generation from all rooftop photovoltaic systems in a region holds significant importance for various stakeholders in the energy sector. However, the vast amount of…

High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such data pose new challenges to traditional mortality models…

The usage of machine learning methods in traditional surveys including official statistics, is still very limited. Therefore, we propose a predictor supported by these algorithms, which can be used to predict any population or subpopulation…

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…

Undoubtedly, several countries worldwide endure to experience a continuous increase in life expectancy, extending the challenges of life actuaries and demographers in forecasting mortality. Although several stochastic mortality models have…

The COVID-19 pandemic has taken the world by storm with its high infection rate. Investigating its geographical disparities has paramount interest in order to gauge its relationships with political decisions, economic indicators, or mental…

Accurate time prediction of patients' critical events is crucial in urgent scenarios where timely decision-making is important. Though many studies have proposed automatic prediction methods using Electronic Health Records (EHR), their…

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns taking into account the main stylized facts driving these…

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…

Mortality data are relevant to demography, public health, and actuarial science. Whilst clustering is increasingly used to explore patterns in such data, no study has reviewed its application to country-level all-cause mortality. This…

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Brain age prediction models have succeeded in predicting clinical outcomes in neurodegenerative diseases, but can struggle with tasks involving faster progressing diseases and low quality data. To enhance their performance, we employ a…

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…

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

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…

This paper develops a novel change point identification method for high-dimensional data using random projections. By projecting high-dimensional time series into a one-dimensional space, we are able to leverage the rich literature for…

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…