New Australian data on the HMD

The Human Mortality Database is a wonderful resource for anyone interested in demographic data. It is a carefully curated collection of high quality deaths and population data from 37 countries, all in a consistent format with consistent definitions. I have used it many times and never cease to be amazed at the care taken to maintain such a great resource.

The data are continually being revised and updated. Today the Australian data has been updated to 2011. There is a time lag because of lagged death registrations which results in undercounts; so only data that are likely to be complete are included.

Tim Riffe from the HMD has provided the following information about the update:

  1. All death counts since 1964 are now included by year of occurrence, up to 2011. We have 2012 data but do not publish them because they are likely a 5% undercount due to lagged registration.
  2. Death count inputs for 1921 to 1963 are now in single ages. Previously they were in 5-year age groups. Rather than having an open age group of 85+ in this period counts usually go up to the maximum observed (stated) age. This change (i) introduces minor heaping in early years and (ii) implies different apparent old-age mortality than before, since previously anything above 85 was modeled according to the Methods Protocol.
  3. Population denominators have been swapped out for years 1992 to the present, owing to new ABS methodology and intercensal estimates for the recent period.

Some of the data can be read into R using the hmd.mx and hmd.e0 functions from the demography package. Tim has his own package on github that provides a more extensive interface.

Coherent population forecasting using R

This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth (IJF 2008) and Hyndman, Booth and Yasmeen (Demography 2013). I will use Australian data from 1950 to 2009 and forecast the next 50 years.

In demography, “coherent” forecasts are where male and females (or other sub-groups) do not diverge over time. (Essentially, we require the difference between the groups to be stationary.) When we wrote the 2008 paper, we did not know how to constrain the forecasts to be coherent in a functional data context and so this was not discussed. My later 2013 paper provided a way of imposing coherence. This blog post shows how to implement both ideas using R. Continue reading →

European talks. June-July 2014

For the next month I am travelling in Europe and will be giving the following talks.

17 June. Challenges in forecasting peak electricity demand. Energy Forum, Sierre, Valais/Wallis, Switzerland.

20 June. Common functional principal component models for mortality forecasting. International Workshop on Functional and Operatorial Statistics. Stresa, Italy.

24-25 June. Functional time series with applications in demography. Humboldt University, Berlin.

1 July. Fast computation of reconciled forecasts in hierarchical and grouped time series. International Symposium on Forecasting, Rotterdam, Netherlands.