We study the importance of group structure in grouped functional time series. Due to the non-uniqueness of group structure, we investigate different disaggregation structures in grouped functional time series. We address a practical question on whether or not the group structure can affect forecast accuracy. Using a dynamic multivariate functional time series method, we consider joint modeling and forecasting multiple series. Illustrated by Japanese sub-national age-specific mortality rates from 1975 to 2016, we investigate one- to 15-step-ahead point and interval forecast accuracies for the two group structures.
翻译:我们研究分组结构在分组功能时间序列中的重要性。由于分组结构不独一无二,我们调查分组功能时间序列中不同的分类结构。我们探讨一个实际问题,即分组结构能否影响预测准确性。我们采用动态多变量功能时间序列方法,考虑联合建模和预测多个序列。根据1975年至2016年日本次国家特定年龄死亡率,我们调查1至15个前哨点和两个组结构的间隔预测。