Forecasting multiple functional time series in a group structure : an application to mortality
by Han Lin Shang and Steven Haberman
| Year of publication: |
2020
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|---|---|
| Authors: | Shang, Han Lin ; Haberman, Steven |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 357-379
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| Subject: | Forecast reconciliation | multivariate functional principal component analysis | bottom-up method | optimal combination method | Japanese mortality database | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Japan | Multivariate Analyse | Multivariate analysis | Hauptkomponentenanalyse | Principal component analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243333