The Lee-Carter Method for Forecasting Mortality

描述（由申请人提供）：Lee-Carter（1992年，以下简称LC）开发了一种新的方法来建模和预测死亡率，使用预测随机时间序列的标准方法，以及死亡率对数的年龄-时间表面的简单模型。该方法已被研究人员广泛接受和使用，并被一些政府预测人员使用。联合国人口司希望将其用于其两年期人口预测的死亡率部分，并计划将其用于其非常长期（300年）的预测。这需要新的研究来调整LC a）用于有限的数据和B）用于相互关联的人口系统。还需要进行研究，以解决以下具体问题：（a）不断变化的年龄模式或死亡率下降;（B）最近发现的预期寿命明显呈线性变化。该项目将利用国家免疫局资助的人类死亡率数据库以及其他数据来源来解决这些问题。将为执行这些程序制作软件，并在网站上公布。将与联合国人口司密切协调工作，以确保满足其需要。

DESCRIPTION (provided by applicant): Lee-Carter (1992, henceforth LC) developed a new method to model and forecast mortality, using standard methods for forecasting a stochastic time series, together with a simple model for the age-time surface of the log of mortality. This method has been widely accepted and used by researchers, and is used by some government forecasters. The Population Division of the United Nations would like to use it for the mortality component of its biannual population projections, and is planning to use it for its very long term (300 year) projections. This requires new research to adapt LC a) for use with limited data and b) for an interrelated system of populations. Research is also needed to address specific issues and problems: a) the changing age pattern or mortality decline; b) the recently discovered apparent linearity of life expectancy change. This project will address these topics using the NIA-funded Human Mortality Data Base, together with other data sources. Software will be produced to implement these procedures and made publicly available on a web site. Work will be closely coordinated with the Population Division of the United Nations to ensure that it meets its needs.