Grouped functional time series forecasting: An application to age-specific mortality rates
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Description
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels plays an important role in developing social policy. However, independent forecasts at the sub-national levels may not add up to the forecasts at the national level. To address this issue, we consider reconciling forecasts of age-specific mortality rates, extending the methods of Hyndman et al. (2011) to...[Show more]
Collections | ANU Research Publications |
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Date published: | 2017 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/196572 |
Source: | Journal of Computational and Graphical Statistics |
DOI: | 10.1080/10618600.2016.1237877 |
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01_Shang_Grouped_functional_time_series_2017.pdf | 996.2 kB | Adobe PDF | Request a copy |
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