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ली-कार्टर मॉडल×ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल×
क्षेत्रजनसांख्यिकीअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष19922015
प्रवर्तकRonald Lee & Lawrence CarterBox & Jenkins (Box-Jenkins methodology)
प्रकारStochastic mortality forecasting modelUnivariate time-series model
मौलिक स्रोतLee, 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
उपनामLC Model, Lee-Carter Mortality Model, Singular Value Decomposition Mortality Model, Lee-Carter Ölümlülük ModeliBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
संबंधित25
सारांशThe 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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