1 citations · 1 across the 5 of their papers we have counts for
5 papers
Mortality Models Ensemble via Shapley Value
Giovanna Bimonte, Maria Russolillo, Han Lin Shang +1
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields…
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…
Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model
Sizhe Chen, Han Lin Shang, Yang Yang
The age pension aims to assist eligible elderly Australians meet specific age and residency criteria in maintaining basic living standards. In designing efficient pension systems,…
Forecasting high-dimensional functional time series with dual-factor structures
Chen Tang, Han Lin Shang, Yanrong Yang +1
We propose a dual-factor model for high-dimensional functional time series (HDFTS) that considers multiple populations. The HDFTS is first decomposed into a collection of functiona…
Feature Extraction for Functional Time Series: Theory and Application to NIR Spectroscopy Data
Yang Yang, Yanrong Yang, Han Lin Shang
We propose a novel method to extract global and local features of functional time series. The global features concerning the dominant modes of variation over the entire function do…