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 7 379 0 5 24 780
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 2 2 6 549 2 10 28 1,545
A comparison of ten principal component methods for forecasting mortality rates 0 3 8 116 0 4 29 227
A state space model for exponential smoothing with group seasonality 0 0 1 194 0 1 11 449
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 0 1 5 505
Another Look at Measures of Forecast Accuracy 4 13 63 1,283 9 27 168 3,314
Automatic time series forecasting: the forecast package for R 2 3 11 1,499 10 18 71 3,996
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 1 2 33 33 2 5 22 22
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 3 12 1,416
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 2 592 1 5 18 2,021
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 2 6 993 4 19 48 3,394
Boosting multi-step autoregressive forecasts 0 0 56 56 1 4 14 14
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 2 2 11 23 6 15 49 137
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 10 61 0 2 15 107
Density forecasting for long-term peak electricity demand 1 1 6 185 2 6 18 438
Efficient Identification of the Pareto Optimal Set 1 2 9 9 3 6 19 19
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 2 985 0 2 11 3,314
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 3 760 0 2 16 2,771
Exponential smoothing and non-negative data 0 0 1 80 3 9 18 240
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 41 41 4 6 18 18
Forecasting Time-Series with Correlated Seasonality 0 0 1 251 2 4 9 688
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 5 11 155
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 157 0 0 8 923
Forecasting time series with complex seasonal patterns using exponential smoothing 2 4 13 142 7 14 54 346
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 238 1 6 10 1,504
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 2 3 6 801
Hierarchical forecasts for Australian domestic tourism 1 1 4 110 1 2 10 269
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 1 2 13 0 1 7 61
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 2 3 5 41
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 0 3 7 2,582
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 0 5 12 703
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 10 537 4 13 47 1,849
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 1 3 9 618
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 53 53 3 3 14 14
Mixed Model-Based Hazard Estimation 0 0 0 132 0 3 4 603
Modelling and forecasting Australian domestic tourism 0 0 5 350 1 4 16 821
Monitoring Processes with Changing Variances 0 0 1 55 0 2 5 125
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 1 6 1,159
Non-linear exponential smoothing and positive data 0 1 1 117 0 1 10 454
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 0 1 2 960
Nonparametric autocovariance function estimation 0 0 0 69 0 0 3 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 0 1 1 0 1 10 10
Nonparametric time series forecasting with dynamic updating 1 1 7 153 2 6 26 307
Optimal combination forecasts for hierarchical time series 3 5 13 239 3 9 36 511
Prediction Intervals for Exponential Smoothing State Space Models 2 3 6 569 3 6 30 1,941
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 6 66 1 5 23 245
Rating Forecasts for Television Programs 0 1 6 206 2 6 21 554
Recursive and direct multi-step forecasting: the best of both worlds 0 2 10 22 1 5 18 54
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 2 7 20 1,627
Robust forecasting of mortality and fertility rates: a functional data approach 1 1 12 365 3 4 40 1,026
Short-term load forecasting based on a semi-parametric additive model 0 0 4 62 0 1 9 130
Some Nonlinear Exponential Smoothing Models are Unstable 1 1 1 207 2 4 11 986
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 0 7 9 1,003
Stochastic models underlying Croston's method for intermittent demand forecasting 0 2 19 2,152 6 24 116 6,522
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 2 7 238 6 10 30 734
The price elasticity of electricity demand in South Australia 1 2 10 117 1 10 32 256
The tourism forecasting competition 0 0 1 139 0 2 15 325
The value of feedback in forecasting competitions 2 2 5 52 2 4 17 107
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 2 172 0 5 10 424
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 308 1 8 14 1,181
Two-dimensional smoothing of mortality rates 0 1 3 20 0 4 11 18
Unmasking the Theta Method 0 0 3 291 0 1 13 1,119
Using R to Teach Econometrics 1 2 13 2,115 4 7 37 4,226
Total Working Papers 29 66 500 19,319 110 363 1,417 63,755


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 11 137 2 4 44 467
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 4 88 0 2 17 222
A change of editors 0 1 1 6 0 1 2 45
A gradient boosting approach to the Kaggle load forecasting competition 0 1 3 3 3 5 24 26
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 27 0 0 7 119
A state space framework for automatic forecasting using exponential smoothing methods 0 0 3 152 0 0 18 498
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 3 13 292 4 17 52 921
Another look at measures of forecast accuracy 1 2 14 219 1 4 52 669
Automatic Time Series Forecasting: The forecast Package for R 3 6 49 340 14 36 326 1,432
Bandwidth selection for kernel conditional density estimation 0 0 2 76 1 1 7 197
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 0 4 9 202
Changing of the guard 0 1 1 2 0 2 3 25
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 3 8 1 2 13 32
Editorial 0 0 0 9 0 0 0 93
Encouraging replication and reproducible research 0 0 1 9 1 1 5 44
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 23 1 2 11 102
Forecasting time series with multiple seasonal patterns 0 0 9 151 1 3 39 508
Free Open-Source Forecasting Using R 1 2 8 127 2 7 22 373
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 13 260
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 5 0 2 9 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 1 1 6 62 1 1 12 355
Minimum Sample Size requirements for Seasonal Forecasting Models 2 5 11 139 5 13 79 622
Monitoring processes with changing variances 0 0 0 16 0 1 2 84
Nonparametric time series forecasting with dynamic updating 0 0 1 1 1 1 3 5
On continuous-time threshold autoregression 1 2 2 41 1 3 5 140
Optimal combination forecasts for hierarchical time series 1 2 4 32 1 3 18 147
Optimally Reconciling Forecasts in a Hierarchy 2 2 7 7 2 4 16 16
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 1 1 3 14 1 3 16 78
Prediction intervals for exponential smoothing using two new classes of state space models 1 2 6 123 1 5 17 490
Robust forecasting of mortality and fertility rates: A functional data approach 0 2 13 114 3 8 40 341
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 0 6 146
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 11 491 2 6 54 1,782
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 5 65 2 2 17 189
The admissible parameter space for exponential smoothing models 0 0 1 76 0 2 8 181
The interaction between trend and seasonality 0 0 1 59 0 1 2 226
The price elasticity of electricity demand in South Australia 2 3 14 52 4 8 48 190
The tourism forecasting competition 0 1 4 15 1 4 16 129
The tourism forecasting competition 0 0 3 5 0 1 11 28
The value of feedback in forecasting competitions 0 0 1 3 0 0 4 63
The value of feedback in forecasting competitions 0 0 0 0 0 0 3 12
Tourism forecasting: An introduction 0 2 4 21 0 2 7 64
Twenty-five years of forecasting 0 0 0 59 1 1 2 146
Unmasking the Theta method 0 0 1 55 0 0 2 293
Using R to teach econometrics 2 5 17 1,407 7 15 53 3,180
Total Journal Articles 21 49 246 4,693 64 179 1,117 15,425


Statistics updated 2015-04-05