Hybrid of the lee-carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates
This study implements various, maximum overlap, discrete wavelet transform filters to model and forecast the time-dependent mortality index of the Lee-Carter model. The choice of appropriate wavelet filters is essential in effectively capturing the dynamics in a period. This cannot be accomplished b...
الحاوية / القاعدة: | Mathematics |
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المؤلف الرئيسي: | |
التنسيق: | مقال |
اللغة: | English |
منشور في: |
MDPI
2021
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الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115345090&doi=10.3390%2fmath9182295&partnerID=40&md5=8afbc8c69fda711c8ce0d79617605131 |