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Stochastische Prognose demografischer Komponenten auf Basis der Hauptkomponentenanalyse

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  • Vanella, Patrizio

Abstract

Für eine adäquate Prognose der zukünftigen Bevölkerung auf Basis von Kohorten-Komponenten-Methoden ist eine geschlechter- und altersspezifische Betrachtung erforderlich, da ansonsten die zukünftige Struktur der Bevölkerung nicht korrekt bestimmt werden könnte. Da altersspezifische demografische Größen untereinander allerdings hochkorreliert sind und zusammen einen hochdimensionalen Komplex bilden, bedarf es einer Methodik, die sowohl die Korrelationen zwischen den Zufallsvariablen einbezieht, als auch die effektive Dimension des Prognoseproblems verringert. Die Hauptkomponentenanalyse dient beiden Zwecken simultan. Ziel dieses Beitrages ist die an Anwender aus dem Bereich der Bevölkerungswissenschaften gerichtete Vorstellung der Hauptkomponentenanalyse aus mathematisch-statistischer Sicht. Zudem wird auf Grundlagen der Zeitreihenanalyse eingegangen, die für eine korrekte stochastische Prognose unerlässlich sind. Die Anwendung wird anhand der Prognose ausgewählter alters- und geschlechtsspezifischer Mortalitäts- und Fertilitätsraten inklusive Prognoseintervallen für Deutschland, Italien und Österreich illustriert.

Suggested Citation

  • Vanella, Patrizio, 2017. "Stochastische Prognose demografischer Komponenten auf Basis der Hauptkomponentenanalyse," Hannover Economic Papers (HEP) dp-597, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    • Handle: RePEc:han:dpaper:dp-597
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    References listed on IDEAS

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    2. Lee, Ronald D., 1993. "Modeling and forecasting the time series of US fertility: Age distribution, range, and ultimate level," International Journal of Forecasting, Elsevier, vol. 9(2), pages 187-202, August.
    3. Carter, Lawrence R. & Lee, Ronald D., 1992. "Modeling and forecasting US sex differentials in mortality," International Journal of Forecasting, Elsevier, vol. 8(3), pages 393-411, November.
    4. Nico Keilman & Dinh Quang Pham, 2000. "Predictive Intervals for Age-Specific Fertility," European Journal of Population, Springer;European Association for Population Studies, vol. 16(1), pages 41-65, March.
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    Cited by:

    1. Vanella, Patrizio & Deschermeier, Philipp, 2017. "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP) dp-605, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Vanella, Patrizio, 2017. "Age- and Sex-Specific Fertility in Germany until the Year 2040 - The Impact of International Migration," Hannover Economic Papers (HEP) dp-606, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

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    More about this item

    Keywords

    Quantitative Bevölkerungswissenschaften; Multivariate Verfahren; Prognostik;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts

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