【摘要】：文章將多變點(diǎn)檢測(cè)方法應(yīng)用于人口死亡率預(yù)測(cè),并對(duì)年齡別死亡率的偏差進(jìn)行主成分提取,利用變點(diǎn)檢測(cè)法分別估計(jì)了主要主成分得分隨時(shí)間變化的最優(yōu)變點(diǎn)個(gè)數(shù)及位置,據(jù)此對(duì)主成分得分進(jìn)行分段線性回歸擬合,從最后一段回歸模型外推主成分得分的預(yù)測(cè)值,得到死亡率預(yù)測(cè)值;同時(shí)利用發(fā)達(dá)國(guó)家1951~2010年連續(xù)60年死亡率數(shù)據(jù),對(duì)改進(jìn)的PC模型與經(jīng)典Lee-Carter進(jìn)行比較研究,結(jié)果表明,改進(jìn)的PC模型在死亡率預(yù)測(cè)的精度和穩(wěn)定性方面均優(yōu)于經(jīng)典Lee-Carter模型,多變點(diǎn)檢測(cè)方法提高了死亡率模型的預(yù)測(cè)精度。研究結(jié)果顯示,基于奇異值分解的經(jīng)典Lee-Carter模型中的時(shí)間因子和基于特征值分解的經(jīng)典PC模型中的第一主成分得分反映出了幾乎一致的死亡率變化趨勢(shì);經(jīng)典PC模型中的第二主成分主要綜合了隊(duì)列效應(yīng)對(duì)死亡率的影響。
[Abstract]:In this paper, the variable point detection method is applied to the prediction of population mortality, and the deviation of age-specific mortality is extracted by principal component extraction. The number and location of the optimal change points of the main principal component scores with time are estimated by using the change point detection method. According to this, the principal component score was fitted by piecewise linear regression, the predicted value of principal component score was extrapolated from the last stage regression model, and the mortality prediction value was obtained. At the same time, the improved PC model is compared with the classical Lee-Carter model based on the mortality data of developed countries from 1951 to 2010. The results show that the improved PC model is superior to the classical Lee-Carter model in the accuracy and stability of mortality prediction. Multivariate point detection improves the prediction accuracy of mortality model. The results show that the time factor in the classical Lee-Carter model based on singular value decomposition and the first principal component score in the classical PC model based on eigenvalue decomposition reflect the almost consistent trend of mortality. The second principal component in classical PC model mainly synthesizes the effect of queue effect on mortality.
【作者單位】： 廈門大學(xué)經(jīng)濟(jì)學(xué)院統(tǒng)計(jì)系;廈門大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：國(guó)家社會(huì)科學(xué)基金重大項(xiàng)目“大數(shù)據(jù)與統(tǒng)計(jì)學(xué)理論的發(fā)展研究”(編號(hào):13&ZD148)的階段性成果
【分類號(hào)】：C921
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本文編號(hào)：2408529