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 0 1 5 379 0 3 17 780
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 2 4 8 551 3 9 30 1,548
A comparison of ten principal component methods for forecasting mortality rates 0 0 7 116 1 1 27 228
A state space model for exponential smoothing with group seasonality 1 1 2 195 1 2 12 450
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 0 0 5 505
Another Look at Measures of Forecast Accuracy 1 9 61 1,284 5 23 148 3,319
Automatic time series forecasting: the forecast package for R 0 2 9 1,499 8 21 64 4,004
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 2 5 33 2 5 19 24
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 2 10 1,416
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 592 1 2 18 2,022
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 2 6 994 3 13 47 3,397
Boosting multi-step autoregressive forecasts 0 0 39 56 0 1 11 14
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 3 12 24 1 13 48 138
Coherent mortality forecasting: the product-ratio method with functional time series models 1 1 10 62 1 2 14 108
Density forecasting for long-term peak electricity demand 0 1 4 185 1 7 16 439
Efficient Identification of the Pareto Optimal Set 0 1 6 9 0 4 18 19
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 985 1 2 8 3,315
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 3 760 0 0 15 2,771
Exponential smoothing and non-negative data 1 1 2 81 2 8 19 242
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 41 41 1 7 19 19
Forecasting Time-Series with Correlated Seasonality 0 0 1 251 0 2 9 688
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 0 9 155
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 157 0 0 6 923
Forecasting time series with complex seasonal patterns using exponential smoothing 3 7 15 145 4 16 51 350
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 238 0 3 8 1,504
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 3 5 9 804
Hierarchical forecasts for Australian domestic tourism 0 1 4 110 1 2 11 270
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 1 2 13 0 1 4 61
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 0 3 4 41
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 0 1 7 2,582
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 2 4 12 705
Local Linear Forecasts Using Cubic Smoothing Splines 1 1 8 538 4 12 43 1,853
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 0 1 8 618
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 53 53 1 4 15 15
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 4 603
Modelling and forecasting Australian domestic tourism 0 0 3 350 1 2 13 822
Monitoring Processes with Changing Variances 0 0 1 55 2 3 6 127
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 0 6 1,159
Non-linear exponential smoothing and positive data 0 1 1 117 0 1 9 454
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 0 0 2 960
Nonparametric autocovariance function estimation 0 0 0 69 0 0 2 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 0 1 1 0 0 7 10
Nonparametric time series forecasting with dynamic updating 0 1 7 153 1 4 23 308
Optimal combination forecasts for hierarchical time series 0 5 12 239 0 7 29 511
Prediction Intervals for Exponential Smoothing State Space Models 0 3 6 569 3 7 32 1,944
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 4 66 2 4 21 247
Rating Forecasts for Television Programs 1 1 7 207 2 6 23 556
Recursive and direct multi-step forecasting: the best of both worlds 0 1 9 22 0 3 15 54
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 3 19 1,627
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 10 365 4 7 39 1,030
Short-term load forecasting based on a semi-parametric additive model 1 1 5 63 1 1 10 131
Some Nonlinear Exponential Smoothing Models are Unstable 0 1 1 207 0 3 10 986
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 1 3 10 1,004
Stochastic models underlying Croston's method for intermittent demand forecasting 2 3 19 2,154 8 25 110 6,530
Stochastic population forecasts using functional data models for mortality, fertility and migration 2 3 9 240 4 10 32 738
The price elasticity of electricity demand in South Australia 0 2 9 117 2 4 29 258
The tourism forecasting competition 0 0 1 139 1 1 15 326
The value of feedback in forecasting competitions 0 2 5 52 1 4 15 108
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 172 0 1 7 424
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 308 0 2 14 1,181
Two-dimensional smoothing of mortality rates 1 2 4 21 2 3 12 20
Unmasking the Theta Method 0 0 2 291 1 1 9 1,120
Using R to Teach Econometrics 2 4 14 2,117 2 7 34 4,228
Total Working Papers 21 70 441 19,340 84 291 1,318 63,839


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 1 2 10 138 1 3 33 468
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 3 88 0 1 15 222
A change of editors 0 0 1 6 0 0 2 45
A gradient boosting approach to the Kaggle load forecasting competition 1 1 4 4 5 8 29 31
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 27 0 0 5 119
A state space framework for automatic forecasting using exponential smoothing methods 0 0 2 152 1 1 14 499
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 2 13 292 2 14 46 923
Another look at measures of forecast accuracy 3 4 15 222 3 5 45 672
Automatic Time Series Forecasting: The forecast Package for R 2 6 35 342 11 37 243 1,443
Bandwidth selection for kernel conditional density estimation 0 0 1 76 1 2 6 198
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 1 2 10 203
Changing of the guard 0 0 1 2 0 1 3 25
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 1 1 3 9 2 4 14 34
Editorial 0 0 0 9 0 0 0 93
Encouraging replication and reproducible research 0 0 1 9 0 1 5 44
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 2 8 103
Forecasting time series with multiple seasonal patterns 2 2 10 153 5 6 38 513
Free Open-Source Forecasting Using R 3 5 10 130 6 11 26 379
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 31 0 0 2 181
Hierarchical forecasts for Australian domestic tourism 0 1 2 67 0 2 11 260
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 5 0 1 6 54
Improved methods for bandwidth selection when estimating ROC curves 0 0 1 10 0 0 1 48
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 4 62 2 3 12 357
Minimum Sample Size requirements for Seasonal Forecasting Models 3 5 13 142 5 12 79 627
Monitoring processes with changing variances 0 0 0 16 0 1 2 84
Nonparametric time series forecasting with dynamic updating 0 0 1 1 0 1 3 5
On continuous-time threshold autoregression 0 1 2 41 0 1 5 140
Optimal combination forecasts for hierarchical time series 0 2 4 32 1 4 18 148
Optimally Reconciling Forecasts in a Hierarchy 0 2 7 7 0 3 16 16
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 1 2 2 15 3 6 16 81
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 5 123 0 2 16 490
Robust forecasting of mortality and fertility rates: A functional data approach 1 2 13 115 6 11 39 347
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 0 4 146
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 12 492 3 9 53 1,785
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 4 65 0 2 14 189
The admissible parameter space for exponential smoothing models 0 0 1 76 0 0 8 181
The interaction between trend and seasonality 0 0 1 59 0 0 2 226
The price elasticity of electricity demand in South Australia 1 3 14 53 1 5 44 191
The tourism forecasting competition 0 0 4 15 5 6 20 134
The tourism forecasting competition 0 0 2 5 0 0 9 28
The value of feedback in forecasting competitions 0 0 0 3 1 1 3 64
The value of feedback in forecasting competitions 0 0 0 0 0 0 2 12
Tourism forecasting: An introduction 0 0 4 21 0 0 6 64
Twenty-five years of forecasting 0 0 0 59 0 1 2 146
Unmasking the Theta method 0 0 1 55 0 0 2 293
Using R to teach econometrics 1 6 15 1,408 2 15 48 3,182
Total Journal Articles 21 52 226 4,714 68 184 985 15,493


Statistics updated 2015-05-02