Using the Lee-Carter method to forecast mortality for populations with limited data. (English) Zbl 1330.62349

Summary: The Lee-Carter method for modeling and forecasting mortality has been shown to work quite well given long time series of data. Here we consider how it can be used when there are few observations at uneven intervals. Assuming that the underlying model is correct and that the mortality index follows a random walk with drift, we find the method can be used with sparse data. The central forecast depends mainly on the first and last observation, and so can be generated with just two observations, preferably not too close in time. With three data points, uncertainty can also be estimated, although such estimates of uncertainty are themselves highly uncertain and improve with additional observations. We apply the methods to China and South Korea, which have 3 and 20 data points, respectively, at uneven intervals.


62M20 Inference from stochastic processes and prediction
62P10 Applications of statistics to biology and medical sciences; meta analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62-07 Data analysis (statistics) (MSC2010)
Full Text: DOI


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