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|Title:||Gaussian Process and Functional Data Methods for Mortality Modelling|
|Presented at:||University of Leicester|
|Abstract:||Modelling the demographic mortality trends is of great importance due to its considerable impact on welfare policy, resource allocation and government planning. In this thesis, we propose to use various statistical methods, including Gaussian process (GP), principal curve, multilevel functional principal component analysis (MFPCA) for forecasting and clustering of human mortality data. This thesis is actually composed of three main topics regarding mortality modelling. In the first topic, we propose a new Gaussian process regression method and apply it to the modelling and forecasting of age-specific human mortality rates for a single population. The proposed method incorporates a weighted mean function and the spectral mixture covariance function, hence provides better performance in forecasting long term mortality rates, compared with the conventional GPR methods. The performance of the proposed method is also compared with Lee-Miller model and the functional data model by Hyndman and Ullah (2007) in the context of forecasting the French total mortality rates. Then, in the second topic, we extend mortality modelling for a single population independently to that for multiple populations simultaneously, by developing a new framework for coherent modelling and forecasting of mortality rates for multiple subpopulations within one large population. We treat the mortality of subpopulations as multilevel functional data and then a weighted multilevel functional principal component approach is proposed and used for modelling and forecasting the mortality rates. The proposed model is applied to sex-specific data for nine developed countries, and the forecasting results suggest that, in terms of overall accuracy, the model outperforms the independent model (Hyndman and Ullah 2007) and is comparable to the Product-Ratio model (Hyndman et al 2013) but with several advantages. Finally, in the third topic, we introduce a clustering method based on principal curves for clustering of human mortality as functional data. And this innovative clustering method is applied to French total mortality data for exploring its potential features.|
|Rights:||Copyright © the author. All rights reserved.|
|Appears in Collections:||Leicester Theses|
Theses, Dept. of Mathematics
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