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Han Lin Shang and Rob J Hyndman

Journal of Computational and Graphical Statistics (2017) to appear.

Abstract
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels plays an important role in developing social policy. However, independent forecasts of age-specific mortality rates at the sub-national levels may not add up to the forecasts at the national level. To address this issue, we consider the problem of reconciling age-specific mortality rate forecasts from the viewpoint of grouped univariate time series forecasting methods (Hyndman et al, 2011), and extend these methods to functional time series forecasting, where age is considered as a continuum. The grouped functional time series methods are used to produce point forecasts of mortality rates that are aggregated appropriately across different disaggregation factors. For evaluating forecast uncertainty, we propose a bootstrap method for reconciling interval forecasts. Using the regional age-specific mortality rates in Japan, obtained from the Japanese Mortality Database, we investigate the one- to ten-step-ahead point and interval forecast accuracies between the independent and grouped functional time series forecasting methods. The proposed methods are shown to be useful for reconciling forecasts of age-specific mortality rates at the national and sub-national levels, and they also enjoy improved forecast accuracy averaged over different disaggregation factors.

Working paper

Online paper

  Tag: demography

31 posts
January 1st, 2017

Grouped functional time series forecasting: an application to age-specific mortality rates

Han Lin Shang and Rob J Hyndman Journal of Computational and Graphical Statistics (2017) to appear. Abstract Age-specific mortality rates […]

December 7th, 2016

Exploring the influence of short-term temperature patterns on temperature-related mortality: a case-study of Melbourne, Australia

John L. Pearce, Madison Hyer, Rob J. Hyndman, Margaret Loughnan, Martine Dennekamp and Neville Nicholls Environmental Health (2016), 15:107 Abstract: […]

September 20th, 2016

smoothAPC package for R

The smoothAPC package implements smoothing of demographic data. The method uses bivariate thin plate splines, bivariate lasso-type regularization, and allows […]

January 24th, 2016

Long-term forecasts of age-specific participation rates with functional data models

Thomas Url1, Rob J Hyndman2, Alexander Dokumentov2 Vienna University of Economics and Business, Vienna, Austria Monash Business School, Monash University, […]

December 24th, 2014

Bivariate data with ridges: two-dimensional smoothing of mortality rates

By Alexander Dokumentov and Rob J Hyndman

June 24th, 2014

Functional time series with applications in demography

A short course given at Humboldt University, Berlin, 24-25 June 2014.

June 5th, 2014

Low-dimensional decomposition, smoothing and forecasting of sparse functional data

By Alexander Dokumentov and Rob J Hyndman

May 24th, 2014

Common functional principal component models for mortality forecasting

By Rob J Hyndman and Farah Yasmeen
Contributions in infinite-dimensional statistics and related topics. Chapter 29, pages 161-166.

February 1st, 2014

demography: Forecasting mortality, fertility, migration and population data

The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. […]

January 1st, 2014

Prospective life tables

By Heather Booth, Rob J Hyndman and Leonie Tickle. Chapter 8, pages 323-348, Computational Actuarial Science with R Chapman and Hall/CRC […]

October 11th, 2013

Coherent mortality forecasting using functional time series

A talk given today at Macquarie University, Sydney.

February 1st, 2013

Coherent mortality forecasting: the product-ratio method with functional time series models

Rob J Hyndmana, Heather Boothb and Farah Yasmeena aDepartment of Econometrics & Business Statistics, Monash University, Clayton, Victoria, Australia. bThe […]

January 30th, 2012

Forecasts of COPD mortality in Australia: 2006-2025

Bircan Erbas1, Shahid Ullah2, Rob J Hyndman3, Michelle Scollo4, Michael Abramson5 BMC Medical Research Methodology (2012) 12:17. School of Public […]

July 15th, 2011

Point and interval forecasts of mortality rates and life expectancy: a comparison of ten principal component methods

Han Lin Shang1, Heather Booth2 and Rob J Hyndman1 Department of Econometrics & Business Statistics, Monash University, Clayton, Australia The […]

September 7th, 2010

Demographic forecasting using functional data analysis

University of Wollongong, 8 September 2010. Statistical Society of Australia, Victorian Branch, 28 September 2010. Updated version. September 2012. Abstract: […]

June 9th, 2010

Coherent functional forecasts of mortality rates and life expectancy

Talk to be given at the International Symposium on Forecasting, San Diego, 20-23 June 2010. Slides

May 6th, 2010

Forecasting age-related changes in breast cancer mortality among white and black US women

Farah Yasmeen, Rob J Hyndman and Bircan Erbas Cancer Epidemiology, 34(5), 542-549. Abstract: The disparity in breast cancer mortality rates […]

February 6th, 2010

Using functional data analysis models to estimate future time trends of age-specific breast cancer mortality for the United States and England-Wales

Bircan Erbas1, Muhammad Akram2, Dorota M Gertig3, Dallas English4,5, John L. Hopper5, Anne M Kavanagh6 and Rob J Hyndman2 Journal […]

July 24th, 2009

Forecasting functional time series

Rob J Hyndman and Han Lin Shang Journal of the Korean Statistical Society (2009), 38(3), 199-221. (With discussion) Abstract: We […]

July 16th, 2008

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

International Journal of Forecasting (2008), 24(3), 323-342. Rob J Hyndman1 and Heather Booth2 Department of Econometrics and Business Statistics, Monash […]

April 22nd, 2008

addb package for R

The addb package contains 9 data sets, taken from the Australian Demographic Data Bank version 3.2b, courtesy of Len Smith. […]

November 27th, 2007

Population forecasting and the importance of being uncertain

When: 27 November 2007 Where: Knibbs Lecture, Statistical Society of Australia Abstract: Forecasters had an inauspicious beginning, dabbling with divination, […]

July 16th, 2007

Robust forecasting of mortality and fertility rates: a functional data approach

Computational Statistics & Data Analysis (2007), 51, 4942-4956. Rob J Hyndman and Md Shahid Ullah Abstract: A new method is […]

February 22nd, 2007

Stochastic population forecasts using functional data models:

When: 12.00noon, Thu 22nd February 2007 Where: Room 213, Richard Berry Building, The University of Melbourne When: 2.30pm, Fri 1 […]

October 20th, 2006

Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions

Demographic Research (2006), 15(9), 289-310. Heather Booth1, Rob J. Hyndman2, Leonie Tickle3 and Piet De Jong3 Demography and Sociology Program, […]

April 16th, 2005

Robust forecasting of mortality and fertility rates: a functional data approach

Hyndman, R.J., and Ullah, M.S. (2005) Invited paper, Demographic Forecasting session, 55th session of the International Statistical Institute, Sydney, Australia, […]

January 16th, 2004

Spline interpolation for demographic variables: the monotonicity problem

Journal of Population Research (2004), 21(1), 95-98. Len Smith1, Rob J. Hyndman2 and Simon N. Wood3 Australian Centre for Population […]