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| Modèle de Lee-Carter× | Modèle ARIMA (Autoregressive Integrated Moving Average)× | |
|---|---|---|
| Domaine≠ | Démographie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1992 | 2015 |
| Auteur d'origine≠ | Ronald Lee & Lawrence Carter | Box & Jenkins (Box-Jenkins methodology) |
| Type≠ | Stochastic mortality forecasting model | Univariate time-series model |
| Source fondatrice≠ | Lee, R. D., & Carter, L. R. (1992). Modeling and forecasting U.S. mortality. Journal of the American Statistical Association, 87(419), 659–671. DOI ↗ | Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021 |
| Alias≠ | LC Model, Lee-Carter Mortality Model, Singular Value Decomposition Mortality Model, Lee-Carter Ölümlülük Modeli | Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli |
| Apparentées≠ | 2 | 5 |
| Résumé≠ | The Lee-Carter model is a stochastic framework for modeling and forecasting age-specific mortality rates, introduced by Ronald Lee and Lawrence Carter in their landmark 1992 paper. It decomposes the logarithm of age-specific death rates into an age pattern of mortality, a time-varying index of mortality level, and an age-specific sensitivity of that index, then forecasts the time index using ARIMA time-series methods to generate probabilistic mortality projections. | ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015). |
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