Forecasting mortality rates with the penalized exponential smoothing state space model.
Yanlin ShiPublished in: J. Oper. Res. Soc. (2022)
Keyphrases
- exponential smoothing
- state space model
- moving average
- autoregressive
- demand forecasting
- prediction model
- state estimation
- autoregressive integrated moving average
- kalman filter
- least squares
- grey model
- maximum likelihood
- kalman filtering
- non stationary
- neural network
- random fields
- model selection
- dynamical model
- graphical models