Zero-shot CHRONOS forecasts are competitive for 5 and 10 year mortality horizons, TimesFM underperforms, and a mortality-trained random forest achieves the lowest SMAPE overall.
Age-time interactions in mortality projection: Applying Lee-Carter to Australia
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Zero-Shot Forecasting Mortality Rates: A Global Study
Zero-shot CHRONOS forecasts are competitive for 5 and 10 year mortality horizons, TimesFM underperforms, and a mortality-trained random forest achieves the lowest SMAPE overall.