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 0 4 121 0 3 23 492
25 Years of IIF Time Series Forecasting: A Selective Review 1 3 7 393 1 6 23 825
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 14 26 188 414 37 89 525 943
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 5 558 0 7 29 1,592
A comparison of ten principal component methods for forecasting mortality rates 0 0 2 121 1 2 15 263
A state space model for exponential smoothing with group seasonality 0 0 3 199 0 0 14 482
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 1 1 134 0 2 13 530
Another Look at Measures of Forecast Accuracy 3 8 43 1,404 9 31 111 3,587
Automatic time series forecasting: the forecast package for R 2 4 12 1,524 3 10 61 4,141
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 1 42 2 4 17 65
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 2 16 1,452
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 2 17 2,068
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 2 5 1,007 2 7 29 3,487
Bayesian Rank Selection in Multivariate Regression 0 0 3 43 1 2 23 42
Boosting multi-step autoregressive forecasts 0 1 7 72 0 2 26 74
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 1 9 41 0 5 35 204
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 64 0 1 20 145
Density forecasting for long-term peak electricity demand 0 1 7 201 0 2 19 487
Efficient Identification of the Pareto Optimal Set 0 0 0 10 0 0 8 43
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 989 0 1 20 3,354
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 763 0 1 11 2,808
Exponential smoothing and non-negative data 0 0 1 83 1 2 12 275
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 2 52 2 4 12 55
Forecasting Time-Series with Correlated Seasonality 0 1 2 257 0 2 18 722
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 1 14 183
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 159 0 2 9 952
Forecasting hierarchical and grouped time series through trace minimization 3 5 10 52 6 13 44 64
Forecasting time series with complex seasonal patterns using exponential smoothing 1 3 11 173 2 7 29 420
Forecasting with Temporal Hierarchies 0 0 5 34 1 2 19 35
Forecasting with Temporal Hierarchies 0 0 2 59 0 1 16 33
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 3 245 0 0 7 1,528
Grouped functional time series forecasting: An application to age-specific mortality rates 1 2 8 57 1 4 26 45
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 1 1 184 0 2 24 866
Hierarchical forecasts for Australian domestic tourism 0 0 2 117 0 6 16 315
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 2 18 91
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 0 2 16 71
Invertibility Conditions for Exponential Smoothing Models 0 0 1 413 0 1 10 2,604
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 198 0 3 14 738
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 1 1 12 1,912
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 2 6 25 663
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 1 6 17 0 4 16 27
Long-term forecasts of age-specific participation rates with functional data models 0 0 5 31 0 2 14 29
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 1 4 58 2 3 12 45
Macroeconomic forecasting for Australia using a large number of predictors 5 12 91 91 4 21 96 96
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 4 618
Modelling and forecasting Australian domestic tourism 0 1 2 356 0 1 14 853
Monitoring Processes with Changing Variances 0 0 0 55 0 1 10 147
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 1 1 233 0 2 9 1,182
Non-linear exponential smoothing and positive data 0 0 0 117 1 1 10 480
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 2 181 0 0 9 986
Nonparametric autocovariance function estimation 0 0 0 69 0 0 6 1,064
Nonparametric estimation and symmetry tests for conditional density functions 1 1 2 3 1 2 12 36
Nonparametric time series forecasting with dynamic updating 0 0 0 154 1 3 19 355
Optimal combination forecasts for hierarchical time series 2 2 11 258 4 5 31 564
Prediction Intervals for Exponential Smoothing State Space Models 0 0 8 586 3 7 24 1,997
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 1 55 1 3 19 67
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 2 72 1 3 23 298
Rating Forecasts for Television Programs 0 0 3 216 0 0 19 607
Recursive and direct multi-step forecasting: the best of both worlds 1 2 10 34 4 10 26 113
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 1 19 1,686
Robust forecasting of mortality and fertility rates: a functional data approach 3 4 8 378 5 7 21 1,077
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 3 5 16 81 6 13 50 103
Short-term load forecasting based on a semi-parametric additive model 1 1 1 65 1 2 19 167
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 208 2 2 11 1,009
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 0 0 8 1,027
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 3 2,164 0 2 15 6,584
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 250 1 2 14 798
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 3 14 14 1 4 8 8
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 3 31 31 0 3 27 27
The price elasticity of electricity demand in South Australia 0 3 17 151 1 6 33 327
The tourism forecasting competition 0 0 4 146 3 5 28 380
The value of feedback in forecasting competitions 0 0 0 55 0 1 12 135
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 174 0 0 14 449
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 318 0 0 17 1,225
Two-dimensional smoothing of mortality rates 1 1 1 25 1 3 9 47
Unmasking the Theta Method 1 1 2 293 1 4 17 1,148
Using R to Teach Econometrics 0 4 10 2,151 2 8 35 4,308
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 2 12 97 3 5 35 67
Total Working Papers 46 109 621 21,086 122 376 2,161 68,792


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 2 3 14 169 7 11 50 571
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 3 92 0 0 21 265
A change of editors 0 1 1 7 0 1 5 55
A gradient boosting approach to the Kaggle load forecasting competition 1 3 9 20 5 11 46 139
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 0 6 136
A state space framework for automatic forecasting using exponential smoothing methods 0 2 7 160 1 5 21 538
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 5 303 2 8 41 1,025
Another look at measures of forecast accuracy 1 5 12 248 6 17 50 783
Automatic Time Series Forecasting: The forecast Package for R 1 1 6 398 6 13 43 1,678
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 4 4 2 5 30 33
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 2 5 209
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 9 220
Changing of the guard 0 0 0 2 0 0 3 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 12 0 3 8 76
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 0 1 3 7 7
Editorial 0 0 0 9 0 0 3 105
Encouraging replication and reproducible research 0 0 0 10 0 0 3 53
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 24 0 1 8 120
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 1 5 14
Forecasting time series with multiple seasonal patterns 0 2 7 164 0 5 26 560
Free Open-Source Forecasting Using R 2 4 9 151 2 6 17 427
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 1 1 35 0 2 7 199
Hierarchical forecasts for Australian domestic tourism 0 0 1 68 0 2 9 288
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 9 0 1 31 99
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 1 8 70
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 65 0 3 11 384
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 5 154 2 10 37 723
Monitoring processes with changing variances 0 0 0 16 0 1 5 98
Nonparametric time series forecasting with dynamic updating 0 0 0 2 0 1 7 24
On continuous-time threshold autoregression 0 0 0 43 0 0 1 154
Optimal combination forecasts for hierarchical time series 2 4 5 38 2 5 12 175
Optimally Reconciling Forecasts in a Hierarchy 0 2 11 37 0 4 25 79
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 1 16 0 2 11 107
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 128 0 2 10 516
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 0 1 5 6 4 15 35 37
Robust forecasting of mortality and fertility rates: A functional data approach 1 3 13 145 3 9 38 438
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 0 4 159
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 1 495 0 1 9 1,822
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 4 72 1 3 12 213
The admissible parameter space for exponential smoothing models 0 0 5 82 1 2 20 212
The interaction between trend and seasonality 0 0 0 59 1 1 4 236
The price elasticity of electricity demand in South Australia 0 2 9 73 0 6 31 253
The tourism forecasting competition 0 1 2 9 1 3 14 67
The tourism forecasting competition 0 0 2 19 2 4 26 191
The value of feedback in forecasting competitions 0 0 0 1 0 1 5 28
The value of feedback in forecasting competitions 0 0 0 5 0 1 5 79
Tourism forecasting: An introduction 0 0 5 35 0 1 13 99
Twenty-five years of forecasting 1 1 2 61 1 1 4 158
Unmasking the Theta method 0 0 0 55 0 3 12 316
Using R to teach econometrics 1 6 12 1,449 3 13 42 3,315
Total Journal Articles 12 43 167 5,119 53 190 855 17,585


Statistics updated 2017-08-03