AR Dynamic Evolving Neuro-Fuzzy Inference System for Mortality Data

Abstract

In this paper we implement an integrated autoregressive Dynamic Evolving Neuro-Fuzzy Inference System in the context of mortality projections and compare the results with the classical Lee Carter model. DENFIS is an adaptive intelligent system suitable for dynamic time series prediction, where the learning process is driven by an Evolving Cluster Method. The typical fuzzy rules of the neuro- fuzzy systems are updated during the learning process and adjusted according to the features of the data. This makes possible to capture the historical changes in the mortality evolution.