文章基本信息

标题：Forecasting mortality rate by singular spectrum analysis
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作者：Rahim Mahmoudvand ; Fatemeh Alehosseini ; Paulo Canas Rodrigues. 等
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2015
卷号：13
期号：3
页码：193-206
出版社：Instituto Nacional de Estatística
摘要：Singular spectrum analysis (SSA) is a relatively new and powerful non-parametric time series analysis technique that has demonstrated its capability in forecasting di.erent time series in various disciplines. In this paper, we study the feasibility of using the SSA to perform mortality forecasts. Comparisons are made with the Hyndman–Ullah model, which is a new powerful to ol in the field of mortality forecasting, and will be considered as a benchmark to evaluate the performance of the SSA for mortality fore- casting. We use both SSA and Hyndman–Ullah models to obtain 10 forecasts for the period 2000–2009 in nine European countries including Belgium, Denmark, Finland, France, Italy, The Netherlands, Norway, Sweden and Switzerland. Computational results show a superior accuracy of the SSA forecasting algorithms, when compared with the Hyndman–Ullah approach.
关键词：mortality rate; Singular Spectrum Analysis; Hyndman–Ul lah model