Coherent mortality modelling as per HBY
robjhyndman opened this issue · comments
- Generate new vital based on products/ratios for a specific key variable (Sex as default).
- Fit FDM to new vital with stationarity constraint on ratio models
- Produce forecasts as usual
- Generate new fable combining products and ratios to get original variables back.
Need forecasts of products and ratios to be sample paths, not distributions, in order to combine them. The sample paths can be independent of each other, but must preserve dependence within each path.