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Mortality forecasting using stacked regression ensembles
16 references·2 citing·35 second hop
Mortality forecasting using stacked regression ensembles (2021)Mortality forecasting using stacked regre…The M4 Competition: 100,000 time series and 61 forecasting methods (2019)The M4 Competition: 100,000 t…Future life expectancy in 35 industrialised countries: projections with a Bayesian model ensemble (2017)Future life expectancy in 35 …Combining expert forecasts: Can anything beat the simple average? (2012)Combining expert forecasts: C…Mortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Mortality Modelling and Forecasting: a Review of Methods (2008)Mortality Modelling and Forec…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Broken Limits to Life Expectancy (2002)Broken Limits to Life Expecta…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Out-of-sample tests of forecasting accuracy: an analysis and review (2000)Out-of-sample tests of foreca…Demography of longevity: past, present, and future trends (2000)Demography of longevity: past…Stacked Regressions (1996)Stacked RegressionsThe Combination of Forecasts (1969)The Combination of ForecastsAccurate and explainable mortality forecasting with the LocalGLMnet (2024)Accurate and explainable mort…Forecasting mortality rates with a coherent ensemble averaging approach (2022)Forecasting mortality rates w…The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)Aging, Natural Death, and the Compression of Morbidity (1980)Modeling and Forecasting U. S. Mortality (1992)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)A Potential Decline in Life Expectancy in the United States in the 21st Century (2005)Ageing populations: the challenges ahead (2009)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Exponential smoothing: The state of the art—Part II (2006)A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition (2012)Forecasting: theory and practice (2022)Combining forecasts: A review and annotated bibliography (1989)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)The Association Between Income and Life Expectancy in the United States, 2001-2014 (2016)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Life Crafting as a Way to Find Purpose and Meaning in Life (2019)Association of Childhood Adversity With Morbidity and Mortality in US Adults (2021)Time Series Analysis Forecasting and Control. (1971)Another look at measures of forecast accuracy (2006)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Forecast evaluation for data scientists: common pitfalls and best practices (2022)M5 accuracy competition: Results, findings, and conclusions (2022)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Methods For Combining Experts' Probability Assessments (1995)COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS (2004)The ensemble approach to forecasting: A review and synthesis (2021)
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References

  • 1969The Combination of Forecasts3,194 cited
  • 2002Broken Limits to Life Expectancy2,818 cited
  • 1996Stacked Regressions1,945 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 2017Future life expectancy in 35 industrialised countries: projections with a Bayesian model ensemble1,221 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2000Out-of-sample tests of forecasting accuracy: an analysis and review1,014 cited
  • 2019The M4 Competition: 100,000 time series and 61 forecasting methods990 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
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  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2008Mortality Modelling and Forecasting: a Review of Methods463 cited
  • 2012Combining expert forecasts: Can anything beat the simple average?314 cited
  • 2000Demography of longevity: past, present, and future trends

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302 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • Cited by

    • 2024Accurate and explainable mortality forecasting with the LocalGLMnet10 cited
    • 2022Forecasting mortality rates with a coherent ensemble averaging approach10 cited