Zobrazeno 1 - 10
of 129
pro vyhledávání: '"Han Lin Shang"'
Publikováno v:
Earth and Space Science, Vol 11, Iss 8, Pp n/a-n/a (2024)
Abstract Among several hydrological processes, river flow is an essential parameter that is vital for different water resources engineering activities. Although several methodologies have been adopted over the literature for modeling river flow, the
Externí odkaz:
https://doaj.org/article/49176614773346a2a82fb14874fe4797
Autor:
Han Lin Shang
Publikováno v:
Forecasting, Vol 6, Iss 1, Pp 138-151 (2024)
A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal co
Externí odkaz:
https://doaj.org/article/0925b71e808a431491c068f8f2088feb
Publikováno v:
Risks, Vol 12, Iss 7, p 117 (2024)
We introduce the function principal component regression (FPCR) forecasting method to model and forecast age-specific survival functions observed over time. The age distribution of survival functions is an example of constrained data whose values lie
Externí odkaz:
https://doaj.org/article/03155457277c4078992165cdd8954e25
Autor:
Ufuk Beyaztas, Han Lin Shang
Publikováno v:
Mathematical Modelling and Analysis, Vol 27, Iss 2 (2022)
In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a finitedimensional sp
Externí odkaz:
https://doaj.org/article/208e3729fe7241e7922a8e1befeb9a1f
Autor:
Han Lin Shang, Heather Booth
Publikováno v:
Genus, Vol 76, Iss 1, Pp 1-23 (2020)
Abstract Accuracy in fertility forecasting has proved challenging and warrants renewed attention. One way to improve accuracy is to combine the strengths of a set of existing models through model averaging. The model-averaged forecast is derived usin
Externí odkaz:
https://doaj.org/article/d99eb72e5a0f4b9b870b154ba727b3a7
Publikováno v:
Risks, Vol 10, Iss 6, p 126 (2022)
This study quantifies the air quality impact on population mortality from an actuarial perspective, considering implications to the industry through the application of findings. The study focuses on the increase in mortality from air quality changes
Externí odkaz:
https://doaj.org/article/68acbacac22f45dbb712deead8e96f22
Autor:
Han Lin Shang, Steven Haberman
Publikováno v:
Genus, Vol 74, Iss 1, Pp 1-23 (2018)
Abstract Background Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. Objective The crucial part of forecast accuracy improvement in using the model
Externí odkaz:
https://doaj.org/article/7f4e5a093ffb4bbe983760d31aef0d12
Autor:
Han Lin Shang, Steven Haberman
Publikováno v:
Risks, Vol 8, Iss 3, p 69 (2020)
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes. On the one hand, we can first truncate the available data to retiree ages and the
Externí odkaz:
https://doaj.org/article/835ed188ad2348a5b454d2e715865771
Publikováno v:
Econometrics, Vol 4, Iss 2, p 24 (2016)
This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the uno
Externí odkaz:
https://doaj.org/article/ca3193acd8bb4ab4a969fd4883f1c582
Autor:
Han Lin Shang
Publikováno v:
Demographic Research, Vol 27, p 21 (2012)
BACKGROUND Any improvement in the forecast accuracy of life expectancy would be beneficial forpolicy decision regarding the allocation of current and future resources. In this paper, Irevisit some methods for forecasting age-specific life expectancie
Externí odkaz:
https://doaj.org/article/a7a7a0c57e714440bf4705529ee4ddb4