most citedForecasting mortality rates with functional signatures

2 citations · 2 across the 1 of their papers we have counts for

collaborators

2 papers

stat.ME2025

Functional regression with randomized signatures: An application to age-specific mortality rates

Zhong Jing Yap, Dharini Pathmanathan, Sophie Dabo-Niang

We propose a novel extension of the Hyndman-Ullah (HU) model to forecast mortality rates by integrating randomized signatures, referred to as the HU model with randomized signature…

stat.ME2024★ 2 cited

Forecasting mortality rates with functional signatures

Zhong Jing Yap, Dharini Pathmanathan, Sophie Dabo-Niang

This study introduces an innovative methodology for mortality forecasting, which integrates signature-based methods within the functional data framework of the Hyndman-Ullah (HU) m…