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 3 116 3 6 22 467
25 Years of IIF Time Series Forecasting: A Selective Review 2 4 7 386 5 7 17 797
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 27 70 119 178 71 172 286 292
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 1 552 0 2 12 1,561
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 119 0 3 18 246
A state space model for exponential smoothing with group seasonality 0 1 1 196 1 4 14 468
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 2 11 516
Another Look at Measures of Forecast Accuracy 11 26 66 1,353 18 45 127 3,450
Automatic time series forecasting: the forecast package for R 1 5 12 1,511 7 13 63 4,072
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 2 7 40 1 6 22 46
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 2 7 16 1,432
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 1 2 24 2,049
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 6 1,001 6 10 44 3,453
Bayesian Rank Selection in Multivariate Regression 1 36 36 36 4 13 13 13
Boosting multi-step autoregressive forecasts 1 3 7 65 3 8 28 46
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 2 7 31 3 6 26 166
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 2 64 0 0 16 124
Density forecasting for long-term peak electricity demand 2 2 7 193 3 4 23 464
Efficient Identification of the Pareto Optimal Set 0 0 0 9 0 2 13 33
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 3 988 1 2 17 3,332
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 2 762 2 5 20 2,792
Exponential smoothing and non-negative data 0 0 1 82 2 5 21 263
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 9 50 2 4 22 42
Forecasting Time-Series with Correlated Seasonality 0 2 3 255 1 5 12 702
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 0 10 166
Forecasting age-specific breast cancer mortality using functional data models 0 0 2 159 1 5 20 943
Forecasting hierarchical and grouped time series through trace minimization 1 2 40 40 2 7 12 12
Forecasting time series with complex seasonal patterns using exponential smoothing 2 7 16 162 3 9 37 389
Forecasting with Temporal Hierarchies 0 0 29 29 0 1 14 14
Forecasting with Temporal Hierarchies 0 1 55 55 0 2 10 10
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 1 1 3 242 2 4 15 1,520
Grouped functional time series forecasting: An application to age-specific mortality rates 0 44 44 44 4 12 12 12
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 2 6 35 841
Hierarchical forecasts for Australian domestic tourism 0 1 5 115 0 3 26 298
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 5 10 71
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 3 5 11 53
Invertibility Conditions for Exponential Smoothing Models 0 1 1 412 1 3 10 2,592
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 2 197 1 5 17 722
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 4 542 5 10 42 1,897
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 0 4 18 636
Long-term forecasts of age-specific participation rates with functional data models 1 23 23 23 0 10 10 10
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 1 1 54 4 6 16 32
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 11 614
Modelling and forecasting Australian domestic tourism 1 2 4 354 2 5 14 837
Monitoring Processes with Changing Variances 0 0 0 55 2 3 9 136
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 1 3 13 1,173
Non-linear exponential smoothing and positive data 0 0 0 117 0 3 13 467
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 1 178 0 2 15 975
Nonparametric autocovariance function estimation 0 0 0 69 1 2 11 1,057
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 0 1 13 23
Nonparametric time series forecasting with dynamic updating 0 0 1 154 2 3 24 334
Optimal combination forecasts for hierarchical time series 2 3 7 246 5 6 16 528
Prediction Intervals for Exponential Smoothing State Space Models 0 1 5 578 0 1 22 1,971
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 2 2 52 52 3 9 43 43
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 3 70 0 3 21 271
Rating Forecasts for Television Programs 0 0 4 212 1 2 27 586
Recursive and direct multi-step forecasting: the best of both worlds 0 0 2 24 6 10 29 83
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 3 8 30 1,659
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 5 370 0 4 22 1,054
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 1 62 62 3 8 46 46
Short-term load forecasting based on a semi-parametric additive model 0 0 1 64 2 3 16 148
Some Nonlinear Exponential Smoothing Models are Unstable 0 1 1 208 1 5 12 998
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 1 2 13 1,017
Stochastic models underlying Croston's method for intermittent demand forecasting 0 2 6 2,161 4 8 34 6,566
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 7 249 0 2 41 782
The price elasticity of electricity demand in South Australia 1 4 14 132 3 10 32 291
The tourism forecasting competition 0 0 2 142 1 3 18 348
The value of feedback in forecasting competitions 0 0 3 55 1 1 13 121
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 1 2 174 0 2 9 433
Time Series Forecasting: The Case for the Single Source of Error State Space 0 2 8 317 1 3 24 1,206
Two-dimensional smoothing of mortality rates 0 2 2 24 1 4 12 34
Unmasking the Theta Method 0 0 0 291 1 5 10 1,130
Using R to Teach Econometrics 1 3 18 2,136 3 9 37 4,268
Total Working Papers 61 263 737 20,274 213 560 1,862 66,243


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 14 153 3 12 46 516
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 1 4 18 240
A change of editors 0 0 0 6 1 1 5 50
A gradient boosting approach to the Kaggle load forecasting competition 1 2 6 10 2 15 51 89
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 2 9 128
A state space framework for automatic forecasting using exponential smoothing methods 0 1 1 153 1 4 17 516
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 4 297 6 13 52 978
Another look at measures of forecast accuracy 1 3 11 235 3 11 45 722
Automatic Time Series Forecasting: The forecast Package for R 0 0 43 392 0 1 168 1,633
Bandwidth selection for kernel conditional density estimation 0 0 1 77 1 3 6 204
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 2 8 211
Changing of the guard 0 0 0 2 0 1 4 29
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 2 3 12 3 6 32 66
Editorial 0 0 0 9 0 3 9 102
Encouraging replication and reproducible research 0 0 1 10 1 2 6 50
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 2 4 8 111
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 1 1 0 2 6 6
Forecasting time series with multiple seasonal patterns 1 3 3 157 3 8 16 532
Free Open-Source Forecasting Using R 1 5 11 141 3 9 26 406
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 1 1 3 34 3 3 10 191
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 3 8 15 278
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 7 3 6 12 66
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 2 2 12 60
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 63 2 5 16 373
Minimum Sample Size requirements for Seasonal Forecasting Models 0 2 7 149 1 7 49 679
Monitoring processes with changing variances 0 0 0 16 2 4 8 92
Nonparametric time series forecasting with dynamic updating 0 1 1 2 1 6 12 17
On continuous-time threshold autoregression 1 1 2 43 2 3 10 150
Optimal combination forecasts for hierarchical time series 0 0 1 33 5 7 14 162
Optimally Reconciling Forecasts in a Hierarchy 0 5 16 24 4 11 30 49
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 1 2 14 95
Prediction intervals for exponential smoothing using two new classes of state space models 2 2 3 127 4 6 14 505
Robust forecasting of mortality and fertility rates: A functional data approach 1 4 16 132 2 11 44 396
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 2 3 9 155
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 494 1 2 19 1,807
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 68 0 3 12 201
The admissible parameter space for exponential smoothing models 0 1 1 77 1 2 9 190
The interaction between trend and seasonality 0 0 0 59 0 1 6 232
The price elasticity of electricity demand in South Australia 1 3 9 62 2 8 27 219
The tourism forecasting competition 0 0 2 17 2 5 26 161
The tourism forecasting competition 0 0 2 7 4 8 21 49
The value of feedback in forecasting competitions 1 1 1 1 3 4 10 22
The value of feedback in forecasting competitions 1 1 2 5 4 4 10 74
Tourism forecasting: An introduction 0 1 7 28 2 3 18 83
Twenty-five years of forecasting 0 0 0 59 0 0 8 154
Unmasking the Theta method 0 0 0 55 2 3 10 303
Using R to teach econometrics 1 3 21 1,433 3 19 72 3,261
Total Journal Articles 14 45 202 4,935 93 249 1,049 16,613


Statistics updated 2016-06-03