Shang, HanlinHyndman, Rob2020-01-071061-8600http://hdl.handle.net/1885/196572Age-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 functional time series, where age is considered as a continuum. The grouped functional time series methods are used to produce point forecasts of mortality rates that are aggregated appropriately across different disaggregation factors. For evaluating forecast uncertainty, we propose a bootstrap method for reconciling interval forecasts. Using the regional age-specific mortality rates in Japan, obtained from the Japanese Mortality Database, we investigate the one- to ten-step-ahead point and interval forecast accuracies between the independent and grouped functional time series forecasting methods. The proposed methods are shown to be useful for reconciling forecasts of age-specific mortality rates at the national and sub-national levels. They also enjoy improved forecast accuracy averaged over different disaggregation factors. Supplemental materials for the article are available online.This research is funded by a research school grant from the Australian National University.application/pdfen-AU© 2017 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North AmericaGrouped functional time series forecasting: An application to age-specific mortality rates201710.1080/10618600.2016.12378772019-08-18