High-dimensional functional time series forecasting: An application to age-specific mortality rates

Mathematics

• Time Series Forecasting 100%
• Mortality Rate 83%
• Time series 56%
• Forecast 56%
• High-dimensional 52%
• Forecasting 36%
• Dimension Reduction 36%
• Functional Principal Component Analysis 23%
• Factor Models 20%
• Curse of Dimensionality 20%
• Estimation Error 18%
• Time Series Models 17%
• Fold 14%
• Asymptotic Properties 13%
• Simulation Study 11%

Business & Economics

• Time Series Forecasting 77%
• Mortality Rate 70%
• Dimension Reduction 61%
• Curse of Dimensionality 21%
• Principal Component Analysis 21%
• Estimation Error 20%
• Asymptotic Properties 19%
• Forecast Error 17%
• Time Series Models 16%
• Simulation Study 15%
• Factors 5%