Search Results - subject:"Functional Data"

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Booth, Heather; Hyndman, Rob; Tickle, Leonie; Jong, Piet de - In: Demographic Research 15 (2006) 9, pp. 289-310

We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These...

Persistent link: https://www.econbiz.de/10005700021

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Booth, Heather; Hyndman, Rob J; Tickle, Leonie; Jong, … - Department of Econometrics and Business Statistics, … - 2006

Persistent link: https://www.econbiz.de/10005087612

Stochastic population forecasts using functional data models for mortality, fertility and migration

Hyndman, Rob J; Booth, Heather - Department of Econometrics and Business Statistics, … - 2006

, fertility and net migration. Functional data models with time series coefficients are used to model age-specific mortality and … mortality data. This estimate, which includes error, is also modeled using a functional data model. The three models involve …

Persistent link: https://www.econbiz.de/10005427608

Topics in functional data analysis with biological applications

Carroll, Raymond J. (contributor); Hsing, Tailen (contributor) - 2006

Functional data analysis (FDA) is an active field of statistics, in which the primary subjectsin the study are curves …

Persistent link: https://www.econbiz.de/10009464813

Monitoring the intraday volatility pattern

Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr - In: Journal of time series econometrics 5 (2013) 2, pp. 87-116

Persistent link: https://www.econbiz.de/10010225463

Predictability of shapes of intraday price curves

Kokoszka, Piotr; Reimherr, Matthew - In: The econometrics journal 16 (2013) 3, pp. 285-308

Persistent link: https://www.econbiz.de/10010253641

Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data

Liu, Qiaojing; Zhao, Shoujiang - In: Statistics & Probability Letters 83 (2013) 5, pp. 1372-1381

In this paper we establish moderate deviations of regression function estimator on functional data. The pointwise …

Persistent link: https://www.econbiz.de/10010662319

Testing linearity in semi-parametric functional data analysis

Aneiros-Pérez, Germán; Vieu, Philippe - In: Computational Statistics 28 (2013) 2, pp. 413-434

This paper investigates a semi-parametric model for functional data, based on partial linear ideas. A methodology is …

Persistent link: https://www.econbiz.de/10010998532

Generalized additive models for functional data

Febrero-Bande, Manuel; González-Manteiga, Wenceslao - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 278-292

unknown link function) to functional data covariates. The proposed algorithm is a modified version of the local scoring and …

Persistent link: https://www.econbiz.de/10010994269

Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models

Hyndman, Rob; Booth, Heather; Yasmeen, Farah - In: Demography 50 (2013) 1, pp. 261-283

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 models of simple and interpretable...

Persistent link: https://www.econbiz.de/10010844699