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 3 116 3 6 19 464
25 Years of IIF Time Series Forecasting: A Selective Review 1 2 4 383 1 3 11 791
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 25 44 133 133 55 97 175 175
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 2 551 0 3 14 1,559
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 119 2 5 18 245
A state space model for exponential smoothing with group seasonality 1 1 2 196 2 3 17 466
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 4 9 514
Another Look at Measures of Forecast Accuracy 4 16 48 1,331 9 32 100 3,414
Automatic time series forecasting: the forecast package for R 1 2 8 1,507 2 12 65 4,061
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 5 38 1 5 19 41
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 3 6 12 1,428
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 7 1,000 0 8 49 3,443
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 593 0 4 26 2,047
Bayesian Rank Selection in Multivariate Regression 1 1 1 1 6 6 6 6
Boosting multi-step autoregressive forecasts 1 3 7 63 2 9 26 40
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 6 29 0 3 23 160
Coherent mortality forecasting: the product-ratio method with functional time series models 0 1 3 64 0 6 17 124
Density forecasting for long-term peak electricity demand 0 1 6 191 0 9 22 460
Efficient Identification of the Pareto Optimal Set 0 0 0 9 2 6 14 33
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 3 988 1 5 17 3,331
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 761 2 5 18 2,789
Exponential smoothing and non-negative data 0 1 2 82 1 6 19 259
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 9 50 0 4 20 38
Forecasting Time-Series with Correlated Seasonality 0 0 2 253 0 0 9 697
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 3 11 166
Forecasting age-specific breast cancer mortality using functional data models 0 0 2 159 3 4 18 941
Forecasting hierarchical and grouped time series through trace minimization 1 39 39 39 2 7 7 7
Forecasting time series with complex seasonal patterns using exponential smoothing 2 3 15 157 3 7 37 383
Forecasting with Temporal Hierarchies 1 2 55 55 1 3 9 9
Forecasting with Temporal Hierarchies 0 0 29 29 1 4 14 14
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 3 241 0 3 12 1,516
Grouped functional time series forecasting: An application to age-specific mortality rates 1 1 1 1 6 6 6 6
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 2 13 36 837
Hierarchical forecasts for Australian domestic tourism 0 1 4 114 0 7 26 295
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 1 5 66
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 0 1 7 48
Invertibility Conditions for Exponential Smoothing Models 1 1 1 412 1 5 8 2,590
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 1 196 1 7 15 718
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 5 542 1 7 39 1,888
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 1 8 15 633
Long-term forecasts of age-specific participation rates with functional data models 1 1 1 1 7 7 7 7
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 53 2 4 14 28
Mixed Model-Based Hazard Estimation 0 0 0 132 0 1 11 614
Modelling and forecasting Australian domestic tourism 1 1 3 353 2 5 13 834
Monitoring Processes with Changing Variances 0 0 0 55 0 1 8 133
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 4 11 1,170
Non-linear exponential smoothing and positive data 0 0 0 117 2 4 12 466
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 1 178 0 6 13 973
Nonparametric autocovariance function estimation 0 0 0 69 0 3 9 1,055
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 0 2 12 22
Nonparametric time series forecasting with dynamic updating 0 0 1 154 1 4 25 332
Optimal combination forecasts for hierarchical time series 1 1 5 244 1 2 12 523
Prediction Intervals for Exponential Smoothing State Space Models 0 0 8 577 0 5 29 1,970
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 2 50 50 3 10 37 37
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 4 70 0 5 23 268
Rating Forecasts for Television Programs 0 0 6 212 0 8 30 584
Recursive and direct multi-step forecasting: the best of both worlds 0 0 2 24 2 4 21 75
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 2 6 26 1,653
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 4 369 1 5 25 1,051
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 2 62 62 3 7 41 41
Short-term load forecasting based on a semi-parametric additive model 0 0 2 64 0 7 15 145
Some Nonlinear Exponential Smoothing Models are Unstable 1 1 1 208 2 4 9 995
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 0 2 12 1,015
Stochastic models underlying Croston's method for intermittent demand forecasting 1 1 8 2,160 1 3 37 6,559
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 2 11 249 0 10 46 780
The price elasticity of electricity demand in South Australia 3 5 14 131 3 9 28 284
The tourism forecasting competition 0 0 3 142 0 4 20 345
The value of feedback in forecasting competitions 0 0 3 55 0 1 13 120
The vector innovation structural time series framework: a simple approach to multivariate forecasting 1 1 2 174 2 4 9 433
Time Series Forecasting: The Case for the Single Source of Error State Space 1 2 8 316 1 5 23 1,204
Two-dimensional smoothing of mortality rates 2 2 4 24 2 3 14 32
Unmasking the Theta Method 0 0 0 291 1 3 7 1,126
Using R to Teach Econometrics 2 8 20 2,135 2 10 35 4,261
Total Working Papers 55 154 634 20,066 154 491 1,637 65,837


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 15 152 7 14 44 511
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 0 4 14 236
A change of editors 0 0 0 6 0 1 4 49
A gradient boosting approach to the Kaggle load forecasting competition 1 2 6 9 11 15 59 85
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 1 7 126
A state space framework for automatic forecasting using exponential smoothing methods 1 1 1 153 1 3 15 513
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 5 297 4 9 48 969
Another look at measures of forecast accuracy 0 1 13 232 4 14 46 715
Automatic Time Series Forecasting: The forecast Package for R 0 7 52 392 1 42 201 1,633
Bandwidth selection for kernel conditional density estimation 0 0 1 77 1 1 5 202
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 3 8 210
Changing of the guard 0 0 0 2 1 2 4 29
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 1 1 3 11 2 14 30 62
Editorial 0 0 0 9 0 1 6 99
Encouraging replication and reproducible research 0 0 1 10 0 1 4 48
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 1 5 107
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 1 1 1 1 5 5 5
Forecasting time series with multiple seasonal patterns 1 1 4 155 4 5 20 528
Free Open-Source Forecasting Using R 4 5 13 140 4 9 28 401
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 2 33 0 1 7 188
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 0 4 10 270
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 7 2 4 8 62
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 2 10 58
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 63 1 4 14 369
Minimum Sample Size requirements for Seasonal Forecasting Models 1 2 9 148 4 9 54 676
Monitoring processes with changing variances 0 0 0 16 0 1 4 88
Nonparametric time series forecasting with dynamic updating 0 0 0 1 0 1 6 11
On continuous-time threshold autoregression 0 1 1 42 0 3 7 147
Optimal combination forecasts for hierarchical time series 0 1 1 33 1 6 9 156
Optimally Reconciling Forecasts in a Hierarchy 2 3 14 21 3 5 25 41
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 1 15 0 3 15 93
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 2 125 0 2 9 499
Robust forecasting of mortality and fertility rates: A functional data approach 3 6 17 131 4 11 48 389
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 1 6 152
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 3 494 0 1 23 1,805
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 3 68 1 3 10 199
The admissible parameter space for exponential smoothing models 0 0 0 76 0 0 7 188
The interaction between trend and seasonality 0 0 0 59 0 1 5 231
The price elasticity of electricity demand in South Australia 2 3 9 61 3 7 24 214
The tourism forecasting competition 0 0 2 17 1 7 28 157
The tourism forecasting competition 0 0 2 7 2 3 15 43
The value of feedback in forecasting competitions 0 0 1 4 0 0 7 70
The value of feedback in forecasting competitions 0 0 0 0 0 3 6 18
Tourism forecasting: An introduction 0 0 6 27 0 2 16 80
Twenty-five years of forecasting 0 0 0 59 0 2 8 154
Unmasking the Theta method 0 0 0 55 1 3 8 301
Using R to teach econometrics 1 5 24 1,431 7 20 69 3,249
Total Journal Articles 19 45 216 4,909 72 254 1,011 16,436


Statistics updated 2016-04-02