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

Citations

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Cited by:

  1. Shang, Han Lin & Hyndman, Rob.J., 2011. "Nonparametric time series forecasting with dynamic updating," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1310-1324.
  2. Rob Hyndman & Heather Booth & Farah Yasmeen, 2013. "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), vol. 50(1), pages 261-283, February.
  3. Han Lin Shang, 2012. "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 27(21), pages 593-644.
  4. Tsai, Cary Chi-Liang & Cheng, Echo Sihan, 2021. "Incorporating statistical clustering methods into mortality models to improve forecasting performances," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 42-62.
  5. Fang, Lei & Härdle, Wolfgang Karl, 2015. "Stochastic population analysis: A functional data approach," SFB 649 Discussion Papers 2015-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. Alessandro Feraldi & Virginia Zarulli & Stefano Mazzuco & Cristina Giudici, 2024. "Functional data analysis approach in population studies: an application to the gender gap in life expectancy," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5125-5150, December.
  7. Koláček, Jan & Vališ, David & Fuksová, Mária & Hlinka, Jiří & Procházka, Petr, 2025. "Perspective modelling and measuring discharge voltage on truncated data of long-term stored Li-ion batteries based on functional state space model," Applied Energy, Elsevier, vol. 377(PB).
  8. Snyder, Ralph D. & Ord, J. Keith & Koehler, Anne B. & McLaren, Keith R. & Beaumont, Adrian N., 2017. "Forecasting compositional time series: A state space approach," International Journal of Forecasting, Elsevier, vol. 33(2), pages 502-512.
  9. Vanella, Patrizio & Deschermeier, Philipp, 2017. "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP) dp-605, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  10. Carl Schmertmann & Emilio Zagheni & Joshua R. Goldstein & Mikko Myrskylä, 2014. "Bayesian Forecasting of Cohort Fertility," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 500-513, June.
  11. Elías, Antonio & Jiménez, Raúl & Shang, Han Lin, 2022. "On projection methods for functional time series forecasting," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  12. Ahbab Mohammad Fazle Rabbi & Hafiz T A Khan, 2022. "Stochastic mortality forecasts for Bangladesh," PLOS ONE, Public Library of Science, vol. 17(11), pages 1-16, November.
  13. Feng, Lingbing & Shi, Yanlin & Chang, Le, 2021. "Forecasting mortality with a hyperbolic spatial temporal VAR model," International Journal of Forecasting, Elsevier, vol. 37(1), pages 255-273.
  14. Arkadiusz Wiśniowski & Peter Smith & Jakub Bijak & James Raymer & Jonathan Forster, 2015. "Bayesian Population Forecasting: Extending the Lee-Carter Method," Demography, Springer;Population Association of America (PAA), vol. 52(3), pages 1035-1059, June.
  15. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2023. "Thirty years on: A review of the Lee–Carter method for forecasting mortality," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1033-1049.
  16. Laurie Brown & Binod Nepal & Heather Booth & Sophie Pennec & Kaarin Anstey & Ann Harding, 2011. "Dynamic Modelling of Ageing and Health: The Dynopta Microsimulation Model," NATSEM Working Paper Series 11/14, University of Canberra, National Centre for Social and Economic Modelling.
  17. Shang, Han Lin, 2013. "Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 185-198.
  18. Francesco Billari & Rebecca Graziani & Eugenio Melilli, 2014. "Stochastic Population Forecasting Based on Combinations of Expert Evaluations Within the Bayesian Paradigm," Demography, Springer;Population Association of America (PAA), vol. 51(5), pages 1933-1954, October.
  19. Rueda, Cristina & Rodríguez, Pilar, 2010. "State space models for estimating and forecasting fertility," International Journal of Forecasting, Elsevier, vol. 26(4), pages 712-724, October.
  20. repec:hum:wpaper:sfb649dp2015-007 is not listed on IDEAS
  21. Ahbab Mohammad Fazle Rabbi & Stefano Mazzuco, 2021. "Mortality Forecasting with the Lee–Carter Method: Adjusting for Smoothing and Lifespan Disparity," European Journal of Population, Springer;European Association for Population Studies, vol. 37(1), pages 97-120, March.
  22. Yigang Wei & Zhichao Wang & Huiwen Wang & Yan Li & Zhenyu Jiang, 2019. "Predicting population age structures of China, India, and Vietnam by 2030 based on compositional data," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-42, April.
  23. J. Derek Tucker & Drew Yarger, 2024. "Elastic functional changepoint detection of climate impacts from localized sources," Environmetrics, John Wiley & Sons, Ltd., vol. 35(1), February.
  24. Shaokang Wang & Han Lin Shang & Leonie Tickle & Han Li, 2024. "Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing," Risks, MDPI, vol. 12(7), pages 1-15, July.
  25. Fiori Maccioni & Gudaitis, 2014. "Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania," Working Paper CRENoS 201402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  26. Gerard Keogh, 2013. "Modelling Asylum Migration Pull-Force Factors in the EU-15," The Economic and Social Review, Economic and Social Studies, vol. 44(3), pages 371-399.
  27. Pianese, Augusto & Attias, Anna & Bianchi, Sergio & Varga, Zoltàn, 2020. "On the asymptotic equilibrium of a population system with migration," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 115-127.
  28. Alexander Dokumentov & Rob J Hyndman, 2013. "Two-dimensional smoothing of mortality rates," Monash Econometrics and Business Statistics Working Papers 26/13, Monash University, Department of Econometrics and Business Statistics.
  29. José Rafael Caro-Barrera & María de los Baños García-Moreno García & Manuel Pérez-Priego, 2022. "Projecting Spanish fertility at regional level: A hierarchical Bayesian approach," PLOS ONE, Public Library of Science, vol. 17(10), pages 1-27, October.
  30. Shripad Tuljapurkar, 2006. "Population Forecasts, Fiscal Policy, and Risk," Economics Working Paper Archive wp_471, Levy Economics Institute.
  31. Goia, Aldo & May, Caterina & Fusai, Gianluca, 2010. "Functional clustering and linear regression for peak load forecasting," International Journal of Forecasting, Elsevier, vol. 26(4), pages 700-711, October.
  32. Deschermeier Philipp, 2014. "Prognose der Anzahl der Erwerbspersonen: Eine Vorausberechnung auf Basis der Funktionalen Datenanalyse am Beispiel der Metropolregion Rhein-Neckar," ZFW – Advances in Economic Geography, De Gruyter, vol. 58(1), pages 50-65, October.
  33. Tongzheng Pu & Chongxing Huang & Jingjing Yang & Ming Huang, 2023. "Transcending Time and Space: Survey Methods, Uncertainty, and Development in Human Migration Prediction," Sustainability, MDPI, vol. 15(13), pages 1-23, July.
  34. Bitinas & Fiori Maccioni, 2013. "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS 201315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  35. Sizhe Chen & Han Lin Shang & Yang Yang, 2025. "Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model," Journal of Population Research, Springer, vol. 42(1), pages 1-27, March.
  36. Arkadiusz Wiśniowski & James Raymer, 2025. "Multiregional Population Forecasting: A Unifying Probabilistic Approach for Modelling the Components of Change," European Journal of Population, Springer;European Association for Population Studies, vol. 41(1), pages 1-44, December.
  37. Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d, Center for Open Science.
  38. Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015. "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper 67208, University Library of Munich, Germany.
  39. Tsai, Cary Chi-Liang & Kim, Seyeon, 2022. "Model mortality rates using property and casualty insurance reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 326-340.
  40. Rob J Hyndman & Yijun Zeng & Han Lin Shang, 2020. "Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age," Monash Econometrics and Business Statistics Working Papers 31/20, Monash University, Department of Econometrics and Business Statistics.
  41. Basellini, Ugofilippo & Camarda, Carlo Giovanni, 2025. "Forecasting Cohort Mortality: Lee–Carter Methods and CCP-Splines," SocArXiv 8fxyk_v1, Center for Open Science.
  42. Jonathan Azose & Adrian Raftery, 2015. "Bayesian Probabilistic Projection of International Migration," Demography, Springer;Population Association of America (PAA), vol. 52(5), pages 1627-1650, October.
  43. Antonio Elías & Raúl Jiménez & J. E. Yukich, 2023. "Localization processes for functional data analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 485-517, June.
  44. Cadena, Meitner & Denuit, Michel, 2016. "Semi-parametric accelerated hazard relational models with applications to mortality projections," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 1-16.
  45. Heinz Stefan, 2014. "Uncertainty quantification of world population growth: A self-similar PDF model," Monte Carlo Methods and Applications, De Gruyter, vol. 20(4), pages 261-277, December.
  46. Trevor Harris & Bo Li & J. Derek Tucker, 2022. "Scalable multiple changepoint detection for functional data sequences," Environmetrics, John Wiley & Sons, Ltd., vol. 33(2), March.
  47. Hong Li & Johnny Siu-Hang Li, 2017. "Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements," Demography, Springer;Population Association of America (PAA), vol. 54(3), pages 1073-1095, June.
  48. Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.
  49. Leontine Alkema & Adrian Raftery & Patrick Gerland & Samuel Clark & François Pelletier & Thomas Buettner & Gerhard Heilig, 2011. "Probabilistic Projections of the Total Fertility Rate for All Countries," Demography, Springer;Population Association of America (PAA), vol. 48(3), pages 815-839, August.
  50. Bravo, Jorge Miguel & Ayuso, Mercedes & El Mekkaoui, Najat, 2025. "Assessing the effectiveness of recent pension reforms: The French experiment," Socio-Economic Planning Sciences, Elsevier, vol. 102(C).
  51. Han Lin Shang, 2010. "Nonparametric modeling and forecasting electricity demand: an empirical study," Monash Econometrics and Business Statistics Working Papers 19/10, Monash University, Department of Econometrics and Business Statistics.
  52. Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008. "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS ws084512, Universidad Carlos III de Madrid. Departamento de Estadística.
  53. Chu-Chang Ku & Peter J Dodd, 2019. "Forecasting the impact of population ageing on tuberculosis incidence," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-13, September.
  54. Boumezoued, Alexandre & Hardy, Héloïse Labit & El Karoui, Nicole & Arnold, Séverine, 2018. "Cause-of-death mortality: What can be learned from population dynamics?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 301-315.
  55. Phillip A. Jang & David S. Matteson, 2023. "Spatial correlation in weather forecast accuracy: a functional time series approach," Computational Statistics, Springer, vol. 38(3), pages 1215-1229, September.
  56. repec:osf:socarx:8u34d_v1 is not listed on IDEAS
  57. Yuan Gao & Han Lin Shang, 2017. "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, vol. 5(2), pages 1-18, March.
  58. Berik Koichubekov & Bauyrzhan Omarkulov & Meruyert Mukhanova & Rimma Zakirova, 2025. "Age-Specific Mortality Forecasting in Kazakhstan: Alternative Approaches to the Lee–Carter Model," IJERPH, MDPI, vol. 22(3), pages 1-22, February.
  59. Ana Debón & Steven Haberman & Francisco Montes & Edoardo Otranto, 2021. "Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model," IJERPH, MDPI, vol. 18(4), pages 1-16, February.
  60. Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz, 2016. "A multilevel functional data method for forecasting population, with an application to the United Kingdom," International Journal of Forecasting, Elsevier, vol. 32(3), pages 629-649.
  61. Vanella, Patrizio, 2016. "The Total Fertility Rate in Germany until 2040 - A Stochastic Principal Components Projection based on Age-specific Fertility Rates," Hannover Economic Papers (HEP) dp-579, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  62. Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2023. "Intergenerational actuarial fairness when longevity increases: Amending the retirement age," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 161-184.
  63. Han Lin Shang, 2012. "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods," Monash Econometrics and Business Statistics Working Papers 10/12, Monash University, Department of Econometrics and Business Statistics.
  64. Niall Newsham & Francisco Rowe, 2025. "The Demographic Causes of European Sub-National Population Declines," European Journal of Population, Springer;European Association for Population Studies, vol. 41(1), pages 1-38, December.
  65. Han Lin Shang & Rob J Hyndman & Heather Booth, 2010. "A comparison of ten principal component methods for forecasting mortality rates," Monash Econometrics and Business Statistics Working Papers 8/10, Monash University, Department of Econometrics and Business Statistics.
  66. Jose M Pavía & Josep Lledó, 2025. "qlifetable: An R package for constructing quarterly life tables," PLOS ONE, Public Library of Science, vol. 20(2), pages 1-20, February.
  67. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
  68. van Delft, Anne & Eichler, Michael, 2017. "Locally Stationary Functional Time Series," LIDAM Discussion Papers ISBA 2017023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  69. Han Lin Shang & Rob Hyndman & Heather Booth, 2011. "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(5), pages 173-214.
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