Mortality and life expectancy forecasting for a group of populations in developed countries

A robust multilevel functional data method

Han Lin Shang*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Abstract

A robust multilevel functional data method is proposed to forecast age-specific mortality rate and life expectancy for two or more populations in developed countries with high-quality vital registration systems. It uses a robust multilevel functional principal component analysis of aggregate and population-specific data to extract the common trend and population-specific residual trend among populations. This method is applied to age- and sex-specific mortality rate and life expectancy for the United Kingdom from 1922 to 2011, and its forecast accuracy is then further compared with standard multilevel functional data method. For forecasting both age-specific mortality and life expectancy, the robust multilevel functional data method produces more accurate point and interval forecasts than the standard multilevel functional data method in the presence of outliers.
Original languageEnglish
Title of host publicationRecent advances in robust statistics
Subtitle of host publicationtheory and applications
EditorsClaudio Agostinelli, Ayanendranath Basu, Peter Filzmoser, Diganta Mukherjee
Place of PublicationNew Delhi
PublisherSpringer
Pages169-184
Number of pages16
ISBN (Electronic)9788132236436
ISBN (Print)9788132236412
DOIs
Publication statusPublished - 2016
Externally publishedYes
EventInternational Conference on Robust Statistics (ICORS) 2015 - Kolkata, India
Duration: 12 Jan 201516 Jan 2015

Conference

ConferenceInternational Conference on Robust Statistics (ICORS) 2015
CountryIndia
CityKolkata
Period12/01/1516/01/15

Keywords

  • Markov Chain Monte Carlo
  • Forecast Error
  • Prediction Interval
  • Forecast Accuracy
  • Functional Principal Component Analysis

Fingerprint Dive into the research topics of 'Mortality and life expectancy forecasting for a group of populations in developed countries: A robust multilevel functional data method'. Together they form a unique fingerprint.

  • Cite this

    Shang, H. L. (2016). Mortality and life expectancy forecasting for a group of populations in developed countries: A robust multilevel functional data method. In C. Agostinelli, A. Basu, P. Filzmoser, & D. Mukherjee (Eds.), Recent advances in robust statistics: theory and applications (pp. 169-184). New Delhi: Springer. https://doi.org/10.1007/978-81-322-3643-6_9