论文标题
在组结构中预测多个功能时间序列：死亡率的应用
Forecasting multiple functional time series in a group structure: an application to mortality
论文作者
论文摘要
在建模次国家死亡率时，我们应该考虑三个特征：（1）如何在子人群之间合并任何可能的相关性，以通过多种群的关节建模可能提高预测精度； （2）如何调和次国家死亡率预测，以便它们在各个级别的结构上充分汇总； （3）在预测和解方法中，如何结合其预测以提高预测准确性。为了解决这些问题，我们介绍了分组单变量功能时间序列方法的扩展。我们首先考虑一种多元功能时间序列方法，以共同预测多重相关系列。然后，我们评估在预测和解方法中使用预测组合的影响和好处。使用日本特定年龄的死亡率，我们研究了我们提议的扩展的一步，并提出建议。
When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast accuracy through multi-population joint modeling; (2) how to reconcile sub-national mortality forecasts so that they aggregate adequately across various levels of a group structure; (3) among the forecast reconciliation methods, how to combine their forecasts to achieve improved forecast accuracy. To address these issues, we introduce an extension of grouped univariate functional time series method. We first consider a multivariate functional time series method to jointly forecast multiple related series. We then evaluate the impact and benefit of using forecast combinations among the forecast reconciliation methods. Using the Japanese regional age-specific mortality rates, we investigate one-step-ahead to 15-step-ahead point and interval forecast accuracies of our proposed extension and make recommendations.
