Hybrid of the lee-carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates

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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...

書目詳細資料
發表在:	Mathematics
主要作者:	Yaacob N.A.; Jaber J.J.; Pathmanathan D.; Alwadi S.; Mohamed I.
格式:	Article
語言:	English
出版:	MDPI 2021
在線閱讀:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115345090&doi=10.3390%2fmath9182295&partnerID=40&md5=8afbc8c69fda711c8ce0d79617605131

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