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Human Mortality Modeling with a Fuzzy Approach Based on Singular Value Decomposition Technique

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Book cover Computational Intelligence (IJCCI 2015)

Part of the book series: Studies in Computational Intelligence ((SCI,volume 669))

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Abstract

Modeling and forecasting human mortality are significant research topics in several disciplines because mortality rates are fundamental in planning and policy decisions. Among various techniques, Lee Carter (LC) model is one of the most popular stochastic method in human mortality modeling. The original LC model was fuzzified to eliminate the assumptions related with homoscedasticity. The existing fuzzy model makes use of ordinary least squares (OLS) technique, which prevents the model to capture the existing fluctuations in data. In this study, a revised version of fuzzy LC model utilizing singular value decomposition (SVD) technique is proposed to overcome this issue. After modeling the mortality rates, their future values are forecasted by a modified first order fuzzy time series technique. For illustration purposes, proposed method is applied to mortality data of Finland. Numerical outputs show that proposed method is statistically better in modeling mortality compared to the existing fuzzy method. In addition, the modified fuzzy time series technique generates better forecasts than the original version.

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Authors and Affiliations

  1. Department of Industrial and Systems Engineering, Yeditepe University, Istanbul, Turkey

    Duygun Fatih Demirel & Melek Basak

Authors
  1. Duygun Fatih Demirel
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  2. Melek Basak
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Corresponding author

Correspondence to Duygun Fatih Demirel .

Editor information

Editors and Affiliations

  1. Computer Architecture and Computer Technology, Universidad de Granada, Granada, Spain

    Juan Julián Merelo

  2. aSEEB-ISR-IST, Technical University of Lisbon (IST), Lisbon, Portugal

    Agostinho Rosa

  3. Facultad de Informática, University of Murcia, Murcia, Spain

    José M. Cadenas

  4. Departamento de Engenharia Informatica, University of Coimbra, Coimbra, Portugal

    António Dourado Correia

  5. Images, Signals and Intelligence Systems Laboratory, University PARIS-EST Creteil (UPEC), Créteil, France

    Kurosh Madani

  6. Campus de Gambelas, Universidade do Algarve, Faro, Portugal

    António Ruano

  7. Escola Superior de Tecnologia de Setúbal, Polytechnic Institute of Setúbal/INSTICC, Setúbal, Portugal

    Joaquim Filipe

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Demirel, D.F., Basak, M. (2017). Human Mortality Modeling with a Fuzzy Approach Based on Singular Value Decomposition Technique. In: Merelo, J.J., et al. Computational Intelligence. IJCCI 2015. Studies in Computational Intelligence, vol 669. Springer, Cham. https://doi.org/10.1007/978-3-319-48506-5_11

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  • DOI: https://doi.org/10.1007/978-3-319-48506-5_11

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-48504-1

  • Online ISBN: 978-3-319-48506-5

  • eBook Packages: EngineeringEngineering (R0)

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