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Robust mortality forecasting for univariate models

The covid-19 pandemic led to high levels of mortality in many countries in 2020. Figure 1 shows that the number of deaths in England & Wales in 2020 was an outlier compared to preceding years.

Figure 1. Total deaths by calendar year for females in England & Wales. Source: HMD data, ages 50–105.

Written by: Stephen RichardsTags: Filter information matrix by tag: ARIMA, Filter information matrix by tag: coronavirus, Filter information matrix by tag: outliers

Portfolio mortality tracking: USA v. UK

In Richards (2022) I proposed a simple real-time mortality tracker that can be implemented in a spreadsheet or R. The tracker is useful for exploratory analysis, spotting data-quality issues and communication with non-specialists. To recap, we require just three items of data:

Written by: Stephen RichardsTags: Filter information matrix by tag: season, Filter information matrix by tag: mortality shocks, Filter information matrix by tag: Nelson-Aalen, Filter information matrix by tag: OBNR, Filter information matrix by tag: reporting delays

Dr. Iain D. Currie

It is with great sadness that we note the passing of our long-term collaborator, Dr. Iain D. Currie, on 24th May 2022.

Written by: Stephen RichardsTags: Filter information matrix by tag: obituary

Reheating a Cold Case

In criminal investigation, it is well known that passing time obscures the facts, making what happened more difficult to discern. Eventually, the case turns cold - unlikely to be solved unless we discover new evidence. In some ways for over a century, epidemiologists have been dealing with just such a cold case, picking through the rubble of the 1918 Influenza pandemic and trying to make sense of what they find. But as we will see, debate continues in a number of areas.

Written by: Gavin RitchieTags: Filter information matrix by tag: coronavirus, Filter information matrix by tag: pandemic, Filter information matrix by tag: influenza, Filter information matrix by tag: cardiovascular

Virus evolution

Humanity has suffered from many pandemics in the past, but the SARS-Cov-2 virus is the first to have its genome studied so extensively while the pandemic is ongoing.  In a previous blog I looked at how the Delta variant displaced all other variants in the UK due to its increased infectiousness.  Unfortunately, the increased infectiousness of Delta was not accompan

Written by: Stephen RichardsTags: Filter information matrix by tag: coronavirus

Claims and Consequences

This blog discusses misinformation - including deliberate disinformation - during the SARS-COV-2 pandemic. I won't link directly to anti-vaccine content to avoid adding search-engine credibility to material best left unfound.

Written by: Gavin RitchieTags: Filter information matrix by tag: influenza, Filter information matrix by tag: coronavirus, Filter information matrix by tag: pandemic

Measles - a short history lesson

The UK Health Security Agency recently issued a press release, warning that too few children were vaccinated against measles.  With the benefits of vaccination and a developed healthcare system, it is easy to forget that measles was often a fatal disease for young children.  Table 1 shows just how deadly measles was at the start of last century without vaccination:

Written by: Stephen RichardsTags: Filter information matrix by tag: vaccination, Filter information matrix by tag: measles

Here is the nowcast

Everyone is familiar with the idea of a forecast. You have data on a phenomenon up to the current time, and want to forecast the phenomenon at some point in the future.  The most obvious example is the weather forecast, but forecasting is also required in pension and annuity work.  For example, when calculating reserves for pension payments, some kind of projection is required for future mortality improvements.

Written by: Stephen RichardsTags: Filter information matrix by tag: OBNR

A spline primer

spline is a mathematical function.  They are used wherever flexibility and smoothness are required, from computer-aided design and cartoon graphics, to the graduation of mortality tables (McCutcheon, 1974).  There are numerous different types of spline, but the most common is the spline proposed by Schoenberg (1964).  Figure 1 shows Schoenberg splines of degrees 0–3, all of which start in 2015:

Written by: Stephen RichardsTags: Filter information matrix by tag: splines