Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas Forecasting mortality rate by multivariate singular spectrum analysis. (English) Zbl 1411.62325 Appl. Stoch. Models Bus. Ind. 33, No. 6, 717-732 (2017). Summary: In this paper, we investigate the possibility of using multivariate singular spectrum analysis (SSA), a nonparametric technique in the field of time series analysis, for mortality forecasting. We consider a real data application with 9 European countries: Belgium, Denmark, Finland, France, Italy, Netherlands, Norway, Sweden, and Switzerland, over a period 1900 to 2009, and a simulation study based on the data set. The results show the superiority of multivariate SSA in comparison with the univariate SSA, in terms of forecasting accuracy. Cited in 3 Documents MSC: 62P10 Applications of statistics to biology and medical sciences; meta analysis 62M20 Inference from stochastic processes and prediction 62N05 Reliability and life testing 62M15 Inference from stochastic processes and spectral analysis 62H12 Estimation in multivariate analysis 92B15 General biostatistics Keywords:multivariate singular spectrum analysis; forecasting; mortality PDFBibTeX XMLCite \textit{R. Mahmoudvand} et al., Appl. Stoch. Models Bus. Ind. 33, No. 6, 717--732 (2017; Zbl 1411.62325) Full Text: DOI