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 3 113 1 1 7 446
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 3 379 0 0 12 780
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 4 63 63 63 11 17 17 17
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 2 8 551 1 5 31 1,550
A comparison of ten principal component methods for forecasting mortality rates 0 0 5 116 1 2 21 229
A state space model for exponential smoothing with group seasonality 0 1 1 195 1 6 14 455
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 1 1 5 506
Another Look at Measures of Forecast Accuracy 4 8 55 1,291 7 16 126 3,330
Automatic time series forecasting: the forecast package for R 1 1 8 1,500 3 16 63 4,012
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 3 33 0 2 16 24
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 3 3 10 1,419
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 3 8 996 3 18 61 3,412
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 2 593 6 10 23 2,031
Boosting multi-step autoregressive forecasts 0 2 2 58 1 5 11 19
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 3 4 12 27 4 7 45 144
Coherent mortality forecasting: the product-ratio method with functional time series models 0 1 6 62 0 1 13 108
Density forecasting for long-term peak electricity demand 1 2 5 187 3 6 18 444
Efficient Identification of the Pareto Optimal Set 0 0 3 9 2 3 17 22
Empirical Information Criteria for Time Series Forecasting Model Selection 1 1 2 986 4 5 10 3,319
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 3 760 1 2 15 2,773
Exponential smoothing and non-negative data 0 1 2 81 2 4 19 244
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 1 8 42 4 6 21 24
Forecasting Time-Series with Correlated Seasonality 0 1 2 252 1 3 11 691
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 2 3 11 158
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 157 3 3 8 926
Forecasting time series with complex seasonal patterns using exponential smoothing 1 5 13 147 3 9 48 355
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 1 2 239 1 2 9 1,506
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 0 5 10 806
Hierarchical forecasts for Australian domestic tourism 0 0 2 110 0 3 9 272
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 2 13 0 0 3 61
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 1 2 6 43
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 0 0 7 2,582
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 1 3 12 706
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 6 538 1 7 38 1,856
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 2 2 10 620
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 5 53 4 6 18 20
Mixed Model-Based Hazard Estimation 0 0 0 132 8 8 12 611
Modelling and forecasting Australian domestic tourism 0 0 2 350 2 4 14 825
Monitoring Processes with Changing Variances 0 0 1 55 2 4 7 129
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 2 3 7 1,162
Non-linear exponential smoothing and positive data 0 0 1 117 1 1 8 455
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 2 2 4 962
Nonparametric autocovariance function estimation 0 0 0 69 0 0 0 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 0 1 1 2 2 6 12
Nonparametric time series forecasting with dynamic updating 0 0 6 153 7 10 23 317
Optimal combination forecasts for hierarchical time series 1 1 11 240 3 4 28 515
Prediction Intervals for Exponential Smoothing State Space Models 0 4 10 573 0 8 34 1,949
Rainbow plots, Bagplots and Boxplots for Functional Data 2 3 6 69 3 8 24 253
Rating Forecasts for Television Programs 0 2 6 208 1 6 23 560
Recursive and direct multi-step forecasting: the best of both worlds 0 0 9 22 2 2 15 56
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 2 4 19 1,631
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 6 365 2 8 31 1,034
Short-term load forecasting based on a semi-parametric additive model 0 1 4 63 2 4 10 134
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 207 2 2 9 988
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 1 2 9 1,005
Stochastic models underlying Croston's method for intermittent demand forecasting 1 4 18 2,156 6 16 103 6,538
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 5 11 243 4 11 34 745
The price elasticity of electricity demand in South Australia 1 2 10 119 1 4 25 260
The tourism forecasting competition 0 1 1 140 0 5 17 330
The value of feedback in forecasting competitions 0 0 4 52 3 4 11 111
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 172 0 0 7 424
Time Series Forecasting: The Case for the Single Source of Error State Space 0 1 2 309 2 3 16 1,184
Two-dimensional smoothing of mortality rates 0 2 4 22 0 4 11 22
Unmasking the Theta Method 0 0 1 291 1 2 7 1,121
Using R to Teach Econometrics 1 4 15 2,119 5 10 37 4,236
Total Working Papers 24 129 368 19,561 144 325 1,326 64,525


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 3 5 11 142 8 11 33 478
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 3 88 4 4 19 226
A change of editors 0 0 1 6 1 1 3 46
A gradient boosting approach to the Kaggle load forecasting competition 1 2 4 5 14 26 47 52
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 2 2 6 121
A state space framework for automatic forecasting using exponential smoothing methods 0 0 1 152 2 3 11 501
Another Look at Forecast Accuracy Metrics for Intermittent Demand 2 3 15 295 6 11 52 932
Another look at measures of forecast accuracy 1 6 17 225 4 12 49 681
Automatic Time Series Forecasting: The forecast Package for R 8 17 44 357 26 59 213 1,491
Bandwidth selection for kernel conditional density estimation 0 0 1 76 0 1 5 198
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 1 2 11 204
Changing of the guard 0 0 1 2 1 1 4 26
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 1 3 9 1 3 12 35
Editorial 0 0 0 9 2 2 2 95
Encouraging replication and reproducible research 1 1 2 10 2 2 7 46
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 2 6 104
Forecasting time series with multiple seasonal patterns 0 3 6 154 0 8 29 516
Free Open-Source Forecasting Using R 2 5 10 132 3 10 24 383
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 31 0 0 1 181
Hierarchical forecasts for Australian domestic tourism 0 0 2 67 2 5 12 265
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 5 0 0 6 54
Improved methods for bandwidth selection when estimating ROC curves 0 0 1 10 3 3 4 51
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 5 63 2 4 12 359
Minimum Sample Size requirements for Seasonal Forecasting Models 2 5 13 144 8 16 67 638
Monitoring processes with changing variances 0 0 0 16 2 2 3 86
Nonparametric time series forecasting with dynamic updating 0 0 1 1 2 2 5 7
On continuous-time threshold autoregression 0 0 2 41 1 1 6 141
Optimal combination forecasts for hierarchical time series 0 0 3 32 0 1 16 148
Optimally Reconciling Forecasts in a Hierarchy 4 5 12 12 5 8 24 24
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 1 2 15 3 6 18 84
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 6 124 2 3 18 493
Robust forecasting of mortality and fertility rates: A functional data approach 1 3 15 117 2 13 41 354
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 2 2 6 148
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 9 492 5 11 47 1,793
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 4 65 1 1 12 190
The admissible parameter space for exponential smoothing models 0 0 1 76 1 1 8 182
The interaction between trend and seasonality 0 0 1 59 0 0 2 226
The price elasticity of electricity demand in South Australia 2 3 13 55 6 8 44 198
The tourism forecasting competition 0 0 4 15 0 6 20 135
The tourism forecasting competition 0 0 1 5 3 3 8 31
The value of feedback in forecasting competitions 0 0 0 3 2 3 4 66
The value of feedback in forecasting competitions 0 0 0 0 0 0 1 12
Tourism forecasting: An introduction 0 0 3 21 0 1 5 65
Twenty-five years of forecasting 0 0 0 59 2 2 3 148
Unmasking the Theta method 0 0 1 55 1 1 2 294
Using R to teach econometrics 2 7 19 1,414 9 18 57 3,198
Total Journal Articles 30 70 241 4,763 142 281 985 15,706


Statistics updated 2015-07-02