Access Statistics for Rob J Hyndman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
25 Years of IIF Time Series Forecasting: A Selective Review 1 1 5 388 1 7 24 815
25 Years of IIF Time Series Forecasting: A Selective Review 1 1 5 121 1 5 23 487
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 21 60 244 377 62 158 643 818
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 4 7 558 3 8 24 1,583
A comparison of ten principal component methods for forecasting mortality rates 0 1 2 121 1 9 16 261
A state space model for exponential smoothing with group seasonality 1 1 3 199 2 6 14 480
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 3 13 527
Another Look at Measures of Forecast Accuracy 5 17 60 1,391 12 38 131 3,545
Automatic time series forecasting: the forecast package for R 1 1 13 1,520 5 15 68 4,129
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 3 41 1 6 18 59
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 3 22 1,450
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 1 5 19 2,066
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 5 1,005 0 6 36 3,479
Bayesian Rank Selection in Multivariate Regression 1 2 41 42 2 8 33 39
Boosting multi-step autoregressive forecasts 1 2 8 71 3 12 32 72
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 4 10 39 1 11 38 198
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 64 1 5 19 143
Density forecasting for long-term peak electricity demand 1 3 8 199 2 6 23 483
Efficient Identification of the Pareto Optimal Set 0 0 1 10 1 4 9 42
Empirical Information Criteria for Time Series Forecasting Model Selection 1 1 1 989 1 4 19 3,350
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 2 763 0 5 18 2,807
Exponential smoothing and non-negative data 0 1 1 83 0 3 13 272
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 51 0 3 12 50
Forecasting Time-Series with Correlated Seasonality 0 0 3 256 1 4 23 720
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 1 5 16 182
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 159 0 2 8 949
Forecasting hierarchical and grouped time series through trace minimization 1 2 7 46 6 12 39 46
Forecasting time series with complex seasonal patterns using exponential smoothing 1 1 12 169 2 5 25 408
Forecasting with Temporal Hierarchies 1 3 5 34 2 8 17 31
Forecasting with Temporal Hierarchies 0 1 4 59 2 9 22 31
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 2 4 245 0 4 12 1,528
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 53 54 1 5 33 39
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 1 7 26 863
Hierarchical forecasts for Australian domestic tourism 0 0 3 117 1 3 13 308
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 5 20 86
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 1 4 18 66
Invertibility Conditions for Exponential Smoothing Models 0 0 0 412 2 4 11 2,601
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 2 198 1 4 16 734
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 1 3 23 1,911
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 1 5 20 653
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 2 3 16 16 2 6 23 23
Long-term forecasts of age-specific participation rates with functional data models 1 2 30 31 1 5 20 27
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 2 4 57 1 4 12 40
Macroeconomic forecasting for Australia using a large number of predictors 10 77 77 77 16 67 67 67
Mixed Model-Based Hazard Estimation 0 0 0 132 0 1 4 618
Modelling and forecasting Australian domestic tourism 0 0 2 355 1 5 17 851
Monitoring Processes with Changing Variances 0 0 0 55 0 1 13 146
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 3 9 1,179
Non-linear exponential smoothing and positive data 0 0 0 117 0 4 13 479
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 2 180 0 2 12 985
Nonparametric autocovariance function estimation 0 0 0 69 0 3 9 1,064
Nonparametric estimation and symmetry tests for conditional density functions 0 1 1 2 0 4 12 34
Nonparametric time series forecasting with dynamic updating 0 0 0 154 3 9 20 352
Optimal combination forecasts for hierarchical time series 1 1 7 251 1 4 24 547
Prediction Intervals for Exponential Smoothing State Space Models 0 4 7 584 3 8 16 1,986
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 5 55 4 9 25 62
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 1 71 0 8 24 292
Rating Forecasts for Television Programs 1 3 4 216 1 9 22 606
Recursive and direct multi-step forecasting: the best of both worlds 2 2 6 30 4 6 25 100
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 3 30 1,683
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 5 374 1 6 19 1,070
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 4 6 13 75 6 15 44 85
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 1 6 18 163
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 208 1 4 10 1,005
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 0 2 12 1,027
Stochastic models underlying Croston's method for intermittent demand forecasting 0 2 3 2,163 0 6 23 6,582
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 250 0 4 15 795
The Australian Macro Database: An online resource for macroeconomic research in Australia 2 28 28 28 3 23 23 23
The price elasticity of electricity demand in South Australia 4 6 16 147 4 12 33 317
The tourism forecasting competition 1 2 3 145 3 11 28 373
The value of feedback in forecasting competitions 0 0 0 55 0 5 14 134
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 174 0 3 15 448
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 2 318 1 2 20 1,224
Two-dimensional smoothing of mortality rates 0 0 0 24 0 3 12 44
Unmasking the Theta Method 0 1 1 292 1 7 16 1,142
Using R to Teach Econometrics 0 0 11 2,146 0 4 36 4,297
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 2 4 92 92 4 11 54 54
Total Working Papers 70 257 854 20,920 188 704 2,398 68,235


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
25 years of time series forecasting 0 1 13 165 2 10 47 558
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 1 1 90 0 6 27 263
A change of editors 0 0 0 6 0 3 5 54
A gradient boosting approach to the Kaggle load forecasting competition 1 1 7 16 7 13 40 125
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 1 10 136
A state space framework for automatic forecasting using exponential smoothing methods 1 2 5 158 2 8 20 533
Another Look at Forecast Accuracy Metrics for Intermittent Demand 2 5 6 303 3 15 47 1,016
Another look at measures of forecast accuracy 1 2 8 240 4 13 45 760
Automatic Time Series Forecasting: The forecast Package for R 0 1 4 396 4 12 29 1,662
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 3 3 1 10 26 26
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 2 5 207
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 4 9 219
Changing of the guard 0 0 0 2 0 2 3 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 1 12 0 4 11 73
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 0 2 4 4 4
Editorial 0 0 0 9 0 2 6 105
Encouraging replication and reproducible research 0 0 0 10 0 1 5 53
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 2 11 118
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 2 8 13
Forecasting time series with multiple seasonal patterns 1 3 7 162 3 11 27 555
Free Open-Source Forecasting Using R 0 2 6 146 0 4 19 420
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 34 0 2 9 197
Hierarchical forecasts for Australian domestic tourism 1 1 1 68 1 4 16 286
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 8 0 4 33 95
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 3 11 69
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 2 65 0 4 12 381
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 6 154 3 8 35 711
Monitoring processes with changing variances 0 0 0 16 0 2 9 97
Nonparametric time series forecasting with dynamic updating 0 0 1 2 0 4 12 23
On continuous-time threshold autoregression 0 0 1 43 0 0 7 154
Optimal combination forecasts for hierarchical time series 0 1 1 34 0 3 14 170
Optimally Reconciling Forecasts in a Hierarchy 3 5 12 33 6 10 31 72
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 1 1 1 16 2 4 11 104
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 3 128 0 3 14 513
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 2 5 5 4 10 21 21
Robust forecasting of mortality and fertility rates: A functional data approach 0 3 10 141 5 14 35 424
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 2 7 159
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 1 495 1 4 14 1,819
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 3 71 1 3 11 210
The admissible parameter space for exponential smoothing models 0 2 6 82 1 7 22 210
The interaction between trend and seasonality 0 0 0 59 0 0 3 234
The price elasticity of electricity demand in South Australia 3 3 9 70 5 10 30 244
The tourism forecasting competition 0 1 1 8 2 9 21 64
The tourism forecasting competition 1 2 2 19 6 14 29 186
The value of feedback in forecasting competitions 0 0 1 1 0 2 9 27
The value of feedback in forecasting competitions 0 0 1 5 1 2 8 78
Tourism forecasting: An introduction 2 3 6 33 4 7 16 96
Twenty-five years of forecasting 0 0 1 60 0 1 3 157
Unmasking the Theta method 0 0 0 55 1 6 12 313
Using R to teach econometrics 1 2 12 1,443 2 9 52 3,301
Total Journal Articles 20 49 149 5,058 73 280 911 17,347


Statistics updated 2017-04-03