使用混合模糊时间序列方法预测社会保险系统的好处
Ahmed Abdelreheem Khalil1,2, Mohamed Abdelaziz Mandour3, Ahmed Ali4,5
1School of Mathematics and Statistics, Central South University, Changsha, Hunan, China.
PeerJ. Computer science
|December 16, 2024
概括
本研究提出了一种混合模糊时间序列模型,用于预测埃及社会保险系统的养老金福利. 该模型提高了保险行业财务规划的预测准确性和可靠性.
科学领域:
- 精算科学 精算科学
- 金融预测 金融预测
- 时间序列分析时间序列分析
背景情况:
- 准确的预测对于保险等行业的决策至关重要.
- 埃及的社会保险系统 (SIS) 要求在完全资助的模式下对财务规划进行可靠的预测.
研究的目的:
- 开发和评估一种混合预测模型,用于预测埃及SIS中的总养老金福利.
- 将模糊时间序列 (FTS) 马尔科夫链与树分区方法 (TPM) 和差异转换相结合,以改进预测.
主要方法:
- 开发了一个混合模型,集成FTS马尔科夫链,TPM和差异转换.
- 一个优化的分区过程创建了九个间隔,以平衡计算复杂性和准确性.
- 模型性能使用MAPE,蒂尔斯的U统计,RMSE,PICP和MPIL进行评估.
主要成果:
- 拟议的模型实现了预测间隔覆盖概率 (PICP) 约95%.
- 它在传统模型 (线性回归,ARIMA,指数光滑) 和常规FTS模型中表现出优异的性能.
- 该模型实现了最低的平均绝对百分比误差 (MAPE) 的11.8% (培训) 和10.65% (测试).
结论:
- 混合模型为预测埃及SIS中的养老金福利提供了可靠和准确的方法.
- 与现有方法相比,它显示了预测准确度的显著改善.
- 该模型的有效性表明它可能适用于其他保险和预测任务.
更多相关视频
06:45Design and Application of a Fault Detection Method Based on Adaptive Filters and Rotational Speed Estimation for an Electro-Hydrostatic Actuator
Published on: October 28, 2022
1.6K
06:37Author Spotlight: Addressing Technical and Subjective Challenges in Measuring Classroom Attention
Published on: December 15, 2023
2.6K
相关概念视频
Prediction Intervals
2.2K
The interval estimate of any variable is known as the prediction interval. It helps decide if a point estimate is dependable.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
2.2K
Steps in Outbreak Investigation
105
In the ever-evolving field of public health, statistical analysis serves as a cornerstone for understanding and managing disease outbreaks. By leveraging various statistical tools, health professionals can predict potential outbreaks, analyze ongoing situations, and devise effective responses to mitigate impact. For that to happen, there are a few possible stages of the analysis:
105
Actuarial Approach
61
The actuarial approach, a statistical method originally developed for life insurance risk assessment, is widely used to calculate survival rates in clinical and population studies. This method accounts for participants lost to follow-up or those who die from causes unrelated to the study, ensuring a more accurate representation of survival probabilities.
Consider the example of a high-risk surgical procedure with significant early-stage mortality. A two-year clinical study is conducted,...
Consider the example of a high-risk surgical procedure with significant early-stage mortality. A two-year clinical study is conducted,...
61
Applications of Life Tables
50
Life tables are versatile across various fields, providing a quantitative basis for analyzing mortality and survival rates. Whether used by demographers, actuaries, epidemiologists, or sociologists, life tables offer valuable insights into the dynamics of life and death, facilitating informed decisions in public health, insurance, conservation, and beyond. Their broad applicability highlights the interconnectedness of demographic data with practical outcomes in everyday life and strategic...
50
Introduction To Survival Analysis
180
Survival analysis is a statistical method used to study time-to-event data, where the "event" might represent outcomes like death, disease relapse, system failure, or recovery. A unique feature of survival data is censoring, which occurs when the event of interest has not been observed for some individuals during the study period. This requires specialized techniques to handle incomplete data effectively.
The primary goal of survival analysis is to estimate survival time—the time...
The primary goal of survival analysis is to estimate survival time—the time...
180
Kaplan-Meier Approach
94
The Kaplan-Meier estimator is a non-parametric method used to estimate the survival function from time-to-event data. In medical research, it is frequently employed to measure the proportion of patients surviving for a certain period after treatment. This estimator is fundamental in analyzing time-to-event data, making it indispensable in clinical trials, epidemiological studies, and reliability engineering. By estimating survival probabilities, researchers can evaluate treatment effectiveness,...
94
