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Grouped multivariate functional time series method: An application to mortality forecasting, in Functional Statistics and Related Fields

Shang, Hanlin; Yang, Yang

Description

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

CollectionsANU Research Publications
Date published: 2017
Type: Book chapter
URI: http://hdl.handle.net/1885/238467
Book Title: Functional Statistics and Related Fields
DOI: 10.1007/978-3-319-55846-2_31

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