Table 2:

Out-of-sample validation results for forecasting life expectancy at birth of males and females one and three five-year periods ahead. “Num” is the number of countries used in the validation. In the “Method” column, “H-U FDA” is the Hyndman-Ullah functional data analysis method, “bayesLife” represents the method described in Raftery et al. (2013), and “smokeLife” is the our proposed method. “Halfwidth” represents the median of the halfwidth of the prediction interval.

Period	Num	Sex	Method	MAE	Coverage		Halfwidth
					80%	95%	80%	95%
Train:1950–2000	67	M	Lee-Carter	2.043	0.144	0.199	0.368	0.568
			Lee-Miller	1.536	0.318	0.418	0.831	1.239
			H-U FDA	2.206	0.189	0.274	0.808	1.259
			bayesLife	1.273	0.741	0.950	1.722	2.714
			smokeLife	0.962	0.741	0.896	1.197	1.943
Test: 2000–2015		F	Lee-Carter	1.210	0.199	0.294	0.391	0.599
			Lee-Miller	0.748	0.602	0.756	0.612	0.940
			H-U FDA	1.430	0.114	0.299	0.412	0.633
			bayesLife	0.876	0.816	0.955	1.312	1.985
			smokeLife	0.728	0.876	0.985	1.373	2.166
Train:1950–2010	68	M	Lee-Carter	1.741	0.103	0.118	0.306	0.448
			Lee-Miller	0.853	0.544	0.721	0.581	0.931
			H-U FDA	1.364	0.191	0.324	0.548	0.791
			bayesLife	0.688	0.824	0.897	1.098	1.748
			smokeLife	0.523	0.912	0.985	0.773	1.250
Test: 2010–2015		F	Lee-Carter	1.025	0.118	0.221	0.279	0.436
			Lee-Miller	0.486	0.662	0.779	0.476	0.708
			H-U FDA	0.895	0.250	0.368	0.373	0.573
			bayesLife	0.464	0.868	0.941	0.853	1.291
			smokeLife	0.319	1.000	1.000	0.970	1.509