Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting

Han Lin  Shang; Yang Yang

doi:10.1007/978-3-319-55846-2_31

Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting

Han Lin Shang
, Yang Yang

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Other

Abstract

Age-specific mortality rates are often disaggregated by different attributes, such as sex and state. Forecasting age-specific mortality rates at the sub-national levels may not add up to the forecasts at the national level. Further, the independent forecasts may not utilize correlation among sub-populations to improve forecast accuracy. Using Japanese mortality data, we extend the grouped univariate functional time series methods to grouped multivariate functional time series forecasting methods.

Original language	English
Title of host publication	Functional Statistics and Related Fields
Editors	Germán Aneiros, Enea G. Bongiorno, Ricardo Cao, Philippe Vieu
Place of Publication	Cham Switzerland
Publisher	Springer
Chapter	31
Pages	233-241
Number of pages	9
Edition	1st
ISBN (Electronic)	9783319558462
ISBN (Print)	9783319558455
DOIs	https://doi.org/10.1007/978-3-319-55846-2_31
Publication status	Published - 2017
Externally published	Yes
Event	International Workshop on Functional and Operatorial Statistics 2017: IWFOS 2017 - Fundación Pedro Barrié de la Maza, A Coruña, Spain Duration: 15 Jun 2017 → 17 Jun 2017 Conference number: 4th http://iwfos2017.udc.es/index.php

Publication series

Name	Contributions to Statistics
Publisher	Springer
ISSN (Print)	1431-1968

Workshop

Workshop	International Workshop on Functional and Operatorial Statistics 2017
Country/Territory	Spain
City	A Coruña
Period	15/06/17 → 17/06/17
Internet address	http://iwfos2017.udc.es/index.php

Access to Document

10.1007/978-3-319-55846-2_31

Cite this

@inproceedings{8e95bb3a21514943b0ab592970efe167,

title = "Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting",

abstract = "Age-specific mortality rates are often disaggregated by different attributes, such as sex and state. Forecasting age-specific mortality rates at the sub-national levels may not add up to the forecasts at the national level. Further, the independent forecasts may not utilize correlation among sub-populations to improve forecast accuracy. Using Japanese mortality data, we extend the grouped univariate functional time series methods to grouped multivariate functional time series forecasting methods.",

author = "Shang, \{Han Lin\} and Yang Yang",

year = "2017",

doi = "10.1007/978-3-319-55846-2\_31",

language = "English",

isbn = "9783319558455",

series = "Contributions to Statistics",

publisher = "Springer",

pages = "233--241",

editor = "Germ{\'a}n Aneiros and Bongiorno, \{Enea G.\} and Ricardo Cao and Philippe Vieu",

booktitle = "Functional Statistics and Related Fields",

address = "Switzerland",

edition = "1st",

note = "International Workshop on Functional and Operatorial Statistics 2017 : IWFOS 2017 ; Conference date: 15-06-2017 Through 17-06-2017",

url = "http://iwfos2017.udc.es/index.php",

}

Shang, HL & Yang, Y 2017, Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting. in G Aneiros, EG Bongiorno, R Cao & P Vieu (eds), Functional Statistics and Related Fields. 1st edn, Contributions to Statistics, Springer, Cham Switzerland, pp. 233-241, International Workshop on Functional and Operatorial Statistics 2017, A Coruña, Spain, 15/06/17. https://doi.org/10.1007/978-3-319-55846-2_31

Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting. / Shang, Han Lin ; Yang, Yang.
Functional Statistics and Related Fields. ed. / Germán Aneiros; Enea G. Bongiorno; Ricardo Cao; Philippe Vieu. 1st. ed. Cham Switzerland: Springer, 2017. p. 233-241 (Contributions to Statistics).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Other

TY - GEN

T1 - Grouped multivariate functional time series method

T2 - International Workshop on Functional and Operatorial Statistics 2017

AU - Shang, Han Lin

AU - Yang, Yang

N1 - Conference code: 4th

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N2 - Age-specific mortality rates are often disaggregated by different attributes, such as sex and state. Forecasting age-specific mortality rates at the sub-national levels may not add up to the forecasts at the national level. Further, the independent forecasts may not utilize correlation among sub-populations to improve forecast accuracy. Using Japanese mortality data, we extend the grouped univariate functional time series methods to grouped multivariate functional time series forecasting methods.

AB - Age-specific mortality rates are often disaggregated by different attributes, such as sex and state. Forecasting age-specific mortality rates at the sub-national levels may not add up to the forecasts at the national level. Further, the independent forecasts may not utilize correlation among sub-populations to improve forecast accuracy. Using Japanese mortality data, we extend the grouped univariate functional time series methods to grouped multivariate functional time series forecasting methods.

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DO - 10.1007/978-3-319-55846-2_31

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BT - Functional Statistics and Related Fields

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