DOI10.1016/j.csda.2006.07.028zbMath1162.62434OpenAlexW2126771422WikidataQ58297470 ScholiaQ58297470MaRDI QIDQ1020157
Rob Hyndman, Md. Shahid Ullah
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2005/wp2-05.pdf
Forecasting the old‐age dependency ratio to determine a sustainable pension age,
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space,
Nonparametric trend estimation in functional time series with application to annual mortality rates,
A data-adaptive method for outlier detection from functional data,
Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches,
A robust functional time series forecasting method,
Forecasting functional time series using weighted likelihood methodology,
Modelling mortality: A bayesian factor-augmented var (favar) approach,
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES,
Factor models for high‐dimensional functional time series II: Estimation and forecasting,
Spatio‐temporal functional data analysis for wireless sensor networks data,
Intergenerational actuarial fairness when longevity increases: amending the retirement age,
Forecasting mortality rates with a coherent ensemble averaging approach,
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach,
Spatial correlation in weather forecast accuracy: a functional time series approach,
Data adaptive functional outlier detection: analysis of the Paris bike sharing system data,
A new approach for time domain analysis of multivariate and functional time series,
Functional principal component analysis for cointegrated functional time series,
Dynamic principal component regression for forecasting functional time series in a group structure,
FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY,
Dynamic functional data analysis with non-parametric state space models,
Long-Range Dependent Curve Time Series,
WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION,
Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model,
A multivariate time series approach to projected life tables,
MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL,
A mathematical algorithm for dimensional control of tunnels using topographic profiles,
A General Procedure for Constructing Mortality Models,
The maximum entropy mortality model: forecasting mortality using statistical moments,
Time evolution of income distributions with subgroup decompositions,
Age-coherent extensions of the Lee–Carter model,
CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS,
Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density,
Robust depth-based estimation of the functional autoregressive model,
Coherent mortality forecasting by the weighted multilevel functional principal component approach,
Robust functional principal components for sparse longitudinal data,
Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach,
Grouped multivariate and functional time series forecasting: an application to annuity pricing,
A survey of functional principal component analysis,
Modeling and forecasting duration-dependent mortality rates,
Wavelet analysis of variance box plot,
Life anuities with stochastic survival probabilities: A review,
Nonparametric estimation of functional dynamic factor model,
Coherent modeling of male and female mortality using Lee-Carter in a complex number framework,
Multistate models in health insurance,
Case study of Swiss mortality using Bayesian modeling,
Semi-parametric accelerated hazard relational models with applications to mortality projections,
Statistical emulators for pricing and hedging longevity risk products,
The analysis of age-specific fertility patterns via logistic models,
Seasonal functional autoregressive models,
Sensitivity analysis and visualization for functional data,
Robust multivariate and functional archetypal analysis with application to financial time series analysis,
A quantitative comparison of stochastic mortality models on Italian population data,
Robust estimators under a functional common principal components model,
SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES,
Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories,
A Hidden Markov Approach to Disability Insurance,
Calendar effect and in-sample forecasting,
Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model,
Stochastic modelling of disability insurance in a multi-period framework,
Robust regularized singular value decomposition with application to mortality data,
Multi-population mortality modeling: when the data is too much and not enough,
Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach,
A forecast reconciliation approach to cause-of-death mortality modeling,
Identifying the finite dimensionality of curve time series,
Analysis of Finnish and Swedish mortality data with stochastic mortality models,
Dynamical functional prediction and classification, with application to traffic flow prediction,
Quantiles for finite and infinite dimensional data,
The Solvency II square-root formula for systematic biometric risk,
Locally stationary functional time series,
Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method,
Bayesian Poisson log-bilinear models for mortality projections with multiple populations,
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series,
Rotation of the age pattern of mortality improvements in the European union,
A dynamic parameterization modeling for the age-period-cohort mortality,
Bootstrap methods for stationary functional time series,
Segmental dynamic factor analysis for time series of curves,
Parameter-free search of time-series discord,
The mortality of the Italian population: smoothing techniques on the Lee-Carter model,
Robust functional principal components: a projection-pursuit approach,
Modelling dependent data for longevity projections,
Consistency of a numerical approximation to the first principal component projection pursuit estimator,
Dynamic mortality factor model with conditional heteroskedasticity,
Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models,
Evaluating the goodness of fit of stochastic mortality models,
High-dimensional functional time series forecasting: an application to age-specific mortality rates,
A Conformal Approach for Distribution-free Prediction of Functional Data,
Accounting for smoking in forecasting mortality and life expectancy,
Prospective mortality tables: taking heterogeneity into account,
Forecasting mortality with international linkages: a global vector-autoregression approach,
Estimation of partial derivative functionals with application to human mortality data analysis,
De-risking strategy: longevity spread buy-in,
Modeling Repeated Functional Observations,
Modeling stochastic mortality with O-U type processes,
A comparison of Hurst exponent estimators in long-range dependent curve time series,
Variational Bayesian functional PCA,
Testing linearity in semi-parametric functional data analysis,
Nonparametric time series forecasting with dynamic updating,
Fast estimation of the median covariation matrix with application to online robust principal components analysis,
Forecasting mortality rate improvements with a high-dimensional VAR,
Wavelet estimation of the dimensionality of curve time series,
GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS,
Forecasting functional time series,
Rejoinder: Forecasting functional time series,
Mortality forecasting using factor models: time-varying or time-invariant factor loadings?,
Directional outlyingness for multivariate functional data,
Functional outlier detection with robust functional principal component analysis,
Localization processes for functional data analysis,
Assessing mortality inequality in the U.S.: what can be said about the future?,
Addressing the life expectancy gap in pension policy,
Robust archetypoids for anomaly detection in big functional data,
Intraday forecasts of a volatility index: functional time series methods with dynamic updating,
Risk aggregation and stochastic claims reserving in disability insurance,
A parameterized approach to modeling and forecasting mortality,
Time-series forecasting of mortality rates using deep learning,
\(M\)-type smoothing spline estimators for principal functions,
Computational framework for longevity risk management,
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting,
A DSA Algorithm for Mortality Forecasting,
DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING,
Statistics for functional data,
Dynamic regression models for time-ordered functional data,
Modelling residuals dependence in dynamic life tables: a geostatistical approach,
Forecasting binary longitudinal data by a functional PC-ARIMA model,
On the Structure and Classification of Mortality Models,
Conformal prediction bands for multivariate functional data,
On projection methods for functional time series forecasting,
Clustering and forecasting multiple functional time series,
Recent developments in complex and spatially correlated functional data,
Forecasting the Incidence of Cancer in Regional Victoria, Australia,
Robust functional principal component analysis based on a new regression framework,
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison