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Forecasting small population monthly fertility and mortality data with seasonal time series methods

dc.contributor.authorBravo, Jorge Miguel
dc.contributor.authorCoelho, Edviges Isabel Felizardo
dc.contributor.institutionNOVA Information Management School (NOVA IMS)
dc.contributor.institutionInformation Management Research Center (MagIC) - NOVA Information Management School
dc.date.accessioned2020-01-30T23:16:50Z
dc.date.available2020-01-30T23:16:50Z
dc.date.issued2020-01
dc.descriptionBravo, J. M., & Coelho, E. I. F. (2020). Forecasting small population monthly fertility and mortality data with seasonal time series methods. In W. L. Linhares (Ed.), As Ciências Sociais Aplicadas e a Interface com vários Saberes (Vol. 2, pp. 158-176). Atena. https://doi.org/10.22533/at.ed.79020280112
dc.description.abstractForecasts of small population monthly fertility and mortality data are a critical input in the computation of subnational forecasts of resident population since they determine, together with internal and international net migration, the dynamics of both the population size and its age structure. Demographic time series data typically exhibit strong seasonality patterns at both national and regional levels. In this paper, we evaluate the short-term forecasting accuracy of alternative linear and non-linear time series methods (seasonal ARIMA, Holt-Winters and State Space models) to birth and death monthly forecasting at the local and regional level. We adopt a backtesting time series cross-validation approach considering a multi-step forecasting approach with re-estimation. Additionally, we investigate the model’s performance in terms of forecasting uncertainty by computing the percentage of actual monthly births and death counts which fall out of prediction intervals. We use a time series of monthly birth and death data for the 25 Portuguese NUTS3 regions from 2000 to 2018, disaggregated by sex.en
dc.description.versionpublishersversion
dc.description.versionpublished
dc.format.extent18
dc.format.extent6771689
dc.identifier.doi10.22533/at.ed.79020280112
dc.identifier.isbn978-85-7247-979-0
dc.identifier.otherPURE: 15570109
dc.identifier.otherPURE UUID: 0df47135-ce4f-487f-a564-66a317b370ce
dc.identifier.otherORCID: /0000-0002-7389-5103/work/68289991
dc.identifier.urihttp://hdl.handle.net/10362/91961
dc.identifier.urlhttps://www.finersistemas.com/atenaeditora/index.php/admin/api/ebookPDF/2958
dc.language.isoeng
dc.peerreviewedyes
dc.publisherAtena
dc.subjectSmall population forecasts
dc.subjectSARIMA
dc.subjectBacktesting
dc.subjectseasonality
dc.subjectState Space models
dc.subjectSDG 3 - Good Health and Well-being
dc.subjectSDG 11 - Sustainable Cities and Communities
dc.titleForecasting small population monthly fertility and mortality data with seasonal time series methodsen
dc.typebook part
degois.publication.firstPage158
degois.publication.lastPage176
degois.publication.titleAs Ciências Sociais Aplicadas e a Interface com vários Saberes
degois.publication.volume2
dspace.entity.typePublication
rcaap.rightsopenAccess

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