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FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY - MaRDI portal

FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY (Q5119561)

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scientific article; zbMATH DE number 7241927
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FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
scientific article; zbMATH DE number 7241927

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    FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY (English)
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    31 August 2020
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    forecast reconciliation
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    multivariate functional principal component analysis
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    bottom-up method
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    optimal combination method
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    Japanese mortality database
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