5 citations · 6 across the 5 of their papers we have counts for
6 papers
Constructing prediction intervals for the age distribution of deaths
Han Lin Shang, Steven Haberman
We introduce a model-agnostic procedure to construct prediction intervals for the age distribution of deaths. The age distribution of deaths is an example of constrained data, whic…
Spatial Functional Deep Neural Network Model: A New Prediction Algorithm
Merve Basaran, Ufuk Beyaztas, Han Lin Shang +1
Accurate prediction of spatially dependent functional data is critical for various engineering and scientific applications. In this study, a spatial functional deep neural network…
Spatial function-on-function regression
Ufuk Beyaztas, Han Lin Shang, Gizel Bakicierler Sezer +3
We introduce a spatial function-on-function regression model to capture spatial dependencies in functional data by integrating spatial autoregressive techniques with functional pri…
Nonstationary functional time series forecasting
Han Lin Shang, Yang Yang
We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the fi…
Retiree mortality forecasting: A partial age-range or a full age-range model?
Han Lin Shang, Steven Haberman
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the…
Uncovering predictability in the evolution of the WTI oil futures curve
Fearghal Kearney, Han Lin Shang
Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functi…