Lee-Carter model and Kernel PCA
This thesis investigates the application of Kernel Principal Component Analysis (KPCA) method on the Lee-Carter model, which is a two-step model for estimating and forecasting mortality rates (Lee and Carter, 1992). The motivation comes from the possible non-linearity of mortality data which cannot...
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2022
|
| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/156935 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|