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 5 112 1 1 11 441
25 Years of IIF Time Series Forecasting: A Selective Review 1 1 10 378 1 2 26 771
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 2 4 546 2 10 18 1,532
A comparison of ten principal component methods for forecasting mortality rates 0 0 6 111 1 4 31 213
A state space model for exponential smoothing with group seasonality 0 0 3 194 1 2 18 445
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 1 2 6 504
Another Look at Measures of Forecast Accuracy 6 22 88 1,264 16 48 222 3,266
Automatic time series forecasting: the forecast package for R 2 3 24 1,496 11 18 87 3,972
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 31 31 2 7 17 17
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 3 14 1,412
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 2 591 1 4 20 2,013
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 3 3 5 991 5 13 35 3,366
Boosting multi-step autoregressive forecasts 0 0 56 56 0 1 10 10
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 6 17 5 10 41 112
Coherent mortality forecasting: the product-ratio method with functional time series models 2 2 9 58 2 3 12 99
Density forecasting for long-term peak electricity demand 1 1 5 184 1 3 14 431
Efficient Identification of the Pareto Optimal Set 0 1 7 7 4 6 12 12
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 984 1 3 15 3,312
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 5 759 2 9 28 2,768
Exponential smoothing and non-negative data 0 1 1 80 1 4 15 230
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 2 38 38 1 6 9 9
Forecasting Time-Series with Correlated Seasonality 1 1 5 251 2 4 14 684
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 1 35 0 1 12 150
Forecasting age-specific breast cancer mortality using functional data models 0 1 1 157 0 3 11 922
Forecasting time series with complex seasonal patterns using exponential smoothing 1 2 14 136 4 12 67 327
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 1 1 1 238 1 1 10 1,498
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 1 1 10 797
Hierarchical forecasts for Australian domestic tourism 0 0 3 108 0 1 10 265
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 2 0 0 8 37
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 12 0 0 9 60
Invertibility Conditions for Exponential Smoothing Models 1 1 2 411 2 3 9 2,579
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 195 0 2 19 697
Local Linear Forecasts Using Cubic Smoothing Splines 0 2 16 536 2 7 60 1,829
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 1 190 0 3 10 613
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 2 51 51 2 4 8 8
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 2 599
Modelling and forecasting Australian domestic tourism 2 2 9 350 2 4 20 815
Monitoring Processes with Changing Variances 0 0 0 54 0 0 2 122
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 1 7 1,158
Non-linear exponential smoothing and positive data 0 0 0 116 0 5 16 452
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 1 1 2 959
Nonparametric autocovariance function estimation 0 0 0 69 0 0 3 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 0 0 1 8 8
Nonparametric time series forecasting with dynamic updating 1 3 7 150 1 4 27 298
Optimal combination forecasts for hierarchical time series 1 3 9 232 4 10 38 499
Prediction Intervals for Exponential Smoothing State Space Models 0 1 6 565 4 10 28 1,928
Rainbow plots, Bagplots and Boxplots for Functional Data 0 3 6 66 0 10 26 240
Rating Forecasts for Television Programs 2 2 10 205 2 5 25 545
Recursive and direct multi-step forecasting: the best of both worlds 3 4 9 17 3 4 20 45
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 4 5 20 1,618
Robust forecasting of mortality and fertility rates: a functional data approach 2 5 18 364 2 10 57 1,018
Short-term load forecasting based on a semi-parametric additive model 0 2 5 61 0 4 14 128
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 2 206 0 1 11 980
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 3 205 0 0 8 996
Stochastic models underlying Croston's method for intermittent demand forecasting 5 6 32 2,145 19 32 141 6,472
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 3 8 236 1 4 30 721
The price elasticity of electricity demand in South Australia 1 4 15 113 4 8 37 243
The tourism forecasting competition 0 0 2 139 3 4 14 318
The value of feedback in forecasting competitions 0 0 3 48 0 1 19 101
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 2 172 1 1 10 419
Time Series Forecasting: The Case for the Single Source of Error State Space 0 1 3 308 1 3 12 1,172
Two-dimensional smoothing of mortality rates 0 0 18 18 0 2 13 13
Unmasking the Theta Method 0 0 4 291 1 1 13 1,116
Using R to Teach Econometrics 2 6 22 2,111 5 13 51 4,214
Total Working Papers 43 95 600 19,317 131 345 1,592 63,644


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 2 12 134 1 6 59 455
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 1 2 4 87 2 6 16 213
A change of editors 0 0 0 5 0 1 2 44
A gradient boosting approach to the Kaggle load forecasting competition 0 1 2 2 2 11 16 16
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 27 3 3 14 118
A state space framework for automatic forecasting using exponential smoothing methods 0 1 5 152 0 3 21 495
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 4 9 285 1 11 51 894
Another look at measures of forecast accuracy 2 5 17 214 5 19 68 657
Automatic Time Series Forecasting: The forecast Package for R 3 11 111 330 28 59 631 1,360
Bandwidth selection for kernel conditional density estimation 0 0 2 75 1 1 8 195
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 2 2 28 0 3 7 196
Changing of the guard 0 0 0 1 0 1 2 23
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 1 4 7 2 4 15 27
Editorial 0 0 0 9 0 0 2 93
Encouraging replication and reproducible research 0 1 2 9 0 2 7 42
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 23 0 0 9 99
Forecasting time series with multiple seasonal patterns 1 3 9 151 5 13 43 501
Free Open-Source Forecasting Using R 2 2 9 124 2 4 28 364
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 31 0 1 5 181
Hierarchical forecasts for Australian domestic tourism 0 0 1 65 0 2 15 256
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 1 4 0 2 9 51
Improved methods for bandwidth selection when estimating ROC curves 0 0 1 10 0 0 3 48
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 6 60 0 3 19 352
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 7 131 7 10 78 588
Monitoring processes with changing variances 0 0 0 16 0 0 5 83
Nonparametric time series forecasting with dynamic updating 0 0 0 0 1 1 3 3
On continuous-time threshold autoregression 0 0 1 39 1 1 5 137
Optimal combination forecasts for hierarchical time series 0 1 5 30 1 8 26 142
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 4 13 0 4 19 73
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 4 118 1 2 18 479
Robust forecasting of mortality and fertility rates: A functional data approach 2 5 19 110 4 9 54 328
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 2 6 145
Stochastic models underlying Croston's method for intermittent demand forecasting 2 5 14 488 7 13 83 1,766
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 61 3 4 19 183
The admissible parameter space for exponential smoothing models 1 1 2 76 1 1 7 177
The interaction between trend and seasonality 0 0 3 58 0 0 5 224
The price elasticity of electricity demand in South Australia 0 3 11 46 6 13 47 171
The tourism forecasting competition 0 1 4 5 1 2 12 25
The tourism forecasting competition 0 1 2 12 1 6 21 121
The value of feedback in forecasting competitions 0 0 1 3 1 1 6 63
The value of feedback in forecasting competitions 0 0 0 0 1 1 5 12
Tourism forecasting: An introduction 0 0 3 18 0 1 8 61
Twenty-five years of forecasting 0 0 1 59 0 0 3 145
Unmasking the Theta method 0 1 2 55 0 1 7 293
Using R to teach econometrics 2 2 21 1,400 5 9 83 3,158
Total Journal Articles 16 57 306 4,597 94 244 1,570 15,057


Statistics updated 2014-11-03