ORCID Profile
0000-0002-8323-1490
Current Organisation
University of Newcastle Australia
Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the Feedback Form.
Publisher: Springer Science and Business Media LLC
Date: 09-11-2020
Publisher: Springer International Publishing
Date: 2017
Publisher: Elsevier BV
Date: 08-2022
Publisher: MDPI AG
Date: 26-03-2018
DOI: 10.3390/RISKS6020026
Publisher: Springer Science and Business Media LLC
Date: 07-12-2018
Publisher: School of Statistics, Renmin University of China
Date: 2022
DOI: 10.6339/21-JDS1031
Abstract: We study the importance of group structure in grouped functional time series. Due to the non-uniqueness of group structure, we investigate different disaggregation structures in grouped functional time series. We address a practical question on whether or not the group structure can affect forecast accuracy. Using a dynamic multivariate functional time series method, we consider joint modeling and forecasting multiple series. Illustrated by Japanese sub-national age-specific mortality rates from 1975 to 2016, we investigate one- to 15-step-ahead point and interval forecast accuracies for the two group structures.
Publisher: Oxford University Press (OUP)
Date: 29-05-2022
DOI: 10.1111/RSSA.12859
Abstract: Taylor's law is a widely observed empirical pattern that relates the variances to the means of population densities. We present four extensions of the classical Taylor's law (TL): (1) a cubic extension of the linear TL describes the mean–variance relationship of human mortality at subnational levels well (2) in a time series, long-run variance measures not only variance but also autocovariance, and it is a more suitable measure than variance alone to capture temporal/spatial correlation (3) an extension of the classical equally weighted spatial variance takes account of synchrony and proximity (4) robust linear regression estimators of TL parameters reduce vulnerability to outliers. Applying the proposed methods to age-specific Japanese subnational death rates from 1975 to 2018, we study temporal and spatial variations, compare different coefficient estimators, and interpret the implications. We apply a clustering algorithm to the estimated TL coefficients and find that cluster memberships are strongly related to prefectural gross domestic product. The time series of spatial TL coefficients has a decreasing trend that confirms the narrowing gap between rural and urban mortality in Japan.
Publisher: Elsevier BV
Date: 05-2021
No related grants have been discovered for Yang Yang.