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Forecast reconciliation meets compositional data analysis: A study of Italian cause-specific age-at-death

Nigri, Andrea et al.
arXiv (All) · Papers
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We introduce a novel approach that integrates compositional data analysis (CoDA) in the forecasting of hierarchical and grouped time series and apply it to improve mortality forecasts. By leveraging the inherent decomposition of mortality data by cause of death and sex, our framework addresses key c
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