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Modeling stochastic mortality with O-U type processes
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作者 ZHENG Jing TONG Chang-qing ZHANG Gui-jun 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2018年第1期48-58,共11页
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality... Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper. 展开更多
关键词 MORTALITY stochastic forecasting O-U type process
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Tidal Level Response to Sea-Level Rise in the Yangtze Estuary 被引量:6
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作者 龚政 张长宽 +1 位作者 万里明 左军成 《China Ocean Engineering》 SCIE EI 2012年第1期109-122,共14页
The rise of tidal level in tidal reaches induced by sea-level rise has a large impact on flood control and water supply for the regions around the estuary. This paper focuses on the variations of tidal level response ... The rise of tidal level in tidal reaches induced by sea-level rise has a large impact on flood control and water supply for the regions around the estuary. This paper focuses on the variations of tidal level response along the tidal reaches in the Yangtze Estuary, as well as the impacts of upstream discharge on tidal level response, due to the sea-level rise of the East China Sea. Based on the Topex/Poseidon altimeter data obtained during the period 1993-2005, a stochastic dynamic analysis was performed and a forecast model was run to predict the sea-level rise of the East China Sea. Two- dimensional hydrodynamic numerical models downscaling from the East China Sea to estuarine areas were implemented to analyze the rise of tidal level along the tidal reaches. In response to the sea-level rise, the tidal wave characteristics change slightly in nearshore areas outside the estuaries, involving the tidal range and the duration of flood and ebb tide. The results show that the rise of tidal level in the tidal reaches due to the sea-level rise has upstream decreasing trends. The step between the stations of Zhangjiagang and Shiyiwei divides the tidal reaches into two parts, in which the tidal level response declines slightly. The rise of tidal level is 1-2.5 mm/a in the upper part, and 4-6 mm/a in the lower part. The stations of Jiangyin and Yanglin, as an example of the upper part and the lower part respectively, are extracted to analyze the impacts of upstream discharge on tidal level response to the sea-level rise. The relation between the rise of tidal level and the upstream discharge can be fitted well with a quadratic fimction in the upper part. However, the relation is too complicated to be fitted in the lower part because of the tide dominance. For comparison purposes, hourly tidal level observations at the stations of Xuliujing and Yanglin during the period 1993-2009 are adopted. In order to uniform the influence of upstream discharge on tidal level for a certain day each year, the hourly tidal level observations are corrected by the correlation between the increment of tidal level and the increment of daily mean upstream discharge. The rise of annual mean tidal level is evaluated. The resulting rise of tidal level at the stations of Xuliujing and Yanglin is 3.0 mm/a and 6.6 mm/a respectively, close to the rise of 5 mm/a according to the proposed relation between the rise of tidal level and the upstream discharge. 展开更多
关键词 Yangtze Estuary sea-level r&e stochastic dynamic analysis and forecast model tidal reaches dischargeincrement
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