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Coherent mortality forecasting: The product-ratio method with functional time series models

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Hyndman, Rob; Booth, Heather; Yasmeen, Farah

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When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components

dc.contributor.authorHyndman, Rob
dc.contributor.authorBooth, Heather
dc.contributor.authorYasmeen, Farah
dc.date.accessioned2015-12-10T22:59:09Z
dc.identifier.issn1533-7790
dc.identifier.urihttp://hdl.handle.net/1885/60965
dc.description.abstractWhen independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components
dc.publisherSpringer
dc.sourceDemography
dc.subjectKeywords: adolescent; adult; age; aged; article; Australia; child; female; human; infant; life expectancy; male; middle aged; mortality; preschool child; sex difference; Sweden; theoretical model; Adolescent; Adult; Age Factors; Aged; Aged, 80 and over; Australia; Coherent forecasts; Functional data; Lee-Carter method; Life expectancy; Mortality forecasting
dc.titleCoherent mortality forecasting: The product-ratio method with functional time series models
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume50
dc.date.issued2013
local.identifier.absfor160304 - Mortality
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationu9406909xPUB576
local.type.statusPublished Version
local.contributor.affiliationHyndman, Rob, Monash University
local.contributor.affiliationBooth, Heather, College of Arts and Social Sciences, ANU
local.contributor.affiliationYasmeen, Farah, Monash University
local.description.embargo2037-12-31
local.bibliographicCitation.issue1
local.bibliographicCitation.startpage261
local.bibliographicCitation.lastpage283
local.identifier.doi10.1007/s13524-012-0145-5
local.identifier.absseo970116 - Expanding Knowledge through Studies of Human Society
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
dc.date.updated2016-02-24T11:59:37Z
local.identifier.scopusID2-s2.0-84872936476
local.identifier.thomsonID000314031700012
CollectionsANU Research Publications

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