Demographic forecasting using functional data analysis


7 September 2010


Wollongong, Australia



Functional time series are curves that are observed sequentially in time. In demography, such data arise as the curves formed by annual death rates as a function of age or annual fertility rates as a function of age. I will discuss methods for describing, modelling and forecasting such functional time series data. Challenges include:

I will illustrate the ideas using data from Australia and France.

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