Nurul Aityqah Yaacob

Ms. Nurul Aityqah Yaacob

orcid

Research Focus & Metrics

Academic Career Length

6Years (2021-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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17 September 2021 in Mathematics
Verified
Journal Article
Open access
PDF file
NYNurul Aityqah Yaacob
Nurul Aityqah Yaacob
JJJAMIL J. Jaber
JAMIL J. Jaber
DPDharini Pathmanathan
Dharini Pathmanathan
SASadam Alwadi
Sadam Alwadi
IMIbrahim Mohamed
Ibrahim Mohamed
This study implements various, maximum overlap, discrete wavelet transform filters to model and forecast the time-dependent mortality index of the Lee-Carter model. The choice of appropriate wavelet filters is essential in effectively capturing the dynamics in a period. This cannot be accomplished by using the ARIMA model alone. In this paper, the ARIMA model is enhanced with the integration of various maximal overlap discrete wavelet transform filters such as the least asymmetric, best-localized, and Coiflet filters. These models are then applied to the mortality data of Australia, England, France, Japan, and USA. The accuracy of the projecting log of death rates of the MODWT-ARIMA model with the aforementioned wavelet filters are assessed using mean absolute error, mean absolute percentage error, and mean absolute scaled error. The MODWT-ARIMA (5,1,0) model with the BL14 filter gives the best fit to the log of death rates data for males, females, and total population, for all five countries studied. Implementing the MODWT leads towards improvement in the performance of the standard framework of the LC model in forecasting mortality rates.