Forecasting multiple functional time series in a group structure : an application to mortality
Year of publication: |
2020
|
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Authors: | Shang, Han Lin ; Haberman, Steven |
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 |
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