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Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System

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Author Info

  • George Atsalakis

    ()
    (Data Analysis and Forecasting Laboratory, Technical University of Crete, GREECE)

  • Dimitrios Nezis

    ()
    (Data Analysis and Forecasting Laboratory, Technical University of Crete, GREECE)

  • George Matalliotakis

    ()
    (Data Analysis and Forecasting Laboratory, Technical University of Crete, GREECE)

  • Camelia Ioana Ucenic

    ()
    (University of Crete - Technical University Cluj Napoca)

  • Christos Skiadas

    ()
    (Data Analysis and Forecasting Laboratory, Technical University of Crete, GREECE)

Abstract

Various methods have been developed to improve mortality forecasts. The authors proposed a neuro-fuzzy model to forecast the mortality. The forecasting of mortality is curried out by an ANFIS model which uses a first order Sugeno-type FIS. The model predicts the yearly mortality in a one step ahead prediction scheme. The method of trial and error was used in order to decide the type of membership function that describe better the model and provides the minimum error. The output of the models is the next year�s mortality. The results were presented and compared based on three different kinds of errors: RMSE, MAE, and MAPE. The ANFIS model gives good results for the case of two gbell membership functions and 500 epochs. Finally, the ANFIS model gives better results than the AR and ARMA model.

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File URL: http://economics.soc.uoc.gr/wpa/docs/Atsalakis-Skiadas-IWAP2008.pdf
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Bibliographic Info

Paper provided by University of Crete, Department of Economics in its series Working Papers with number 0806.

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Length: 7 pages
Date of creation: 00 2007
Date of revision:
Publication status: Forthcoming in 2008 International Workshop on applied Probability
Handle: RePEc:crt:wpaper:0806

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Keywords: ANFIS; Forecasting; Mortality; Modeling.;

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  1. Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers 13/06, Monash University, Department of Econometrics and Business Statistics.
  2. Angus Deaton & Christina Paxson, 2001. "Mortality, Income, and Income Inequality Over Time in Britain and the United States," NBER Working Papers 8534, National Bureau of Economic Research, Inc.
  3. Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics.
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