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 1 1 6 387 3 4 20 808
25 Years of IIF Time Series Forecasting: A Selective Review 1 2 5 120 5 8 24 482
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 20 56 228 317 47 136 583 661
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 3 554 1 4 19 1,575
A comparison of ten principal component methods for forecasting mortality rates 0 1 1 120 2 3 12 252
A state space model for exponential smoothing with group seasonality 0 1 3 198 2 4 13 476
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 2 4 14 524
Another Look at Measures of Forecast Accuracy 3 7 59 1,374 9 20 125 3,507
Automatic time series forecasting: the forecast package for R 0 4 14 1,519 10 22 67 4,116
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 4 41 0 3 18 54
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 2 6 27 1,449
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 3 6 18 2,061
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 4 1,004 8 11 39 3,474
Bayesian Rank Selection in Multivariate Regression 0 4 44 44 3 9 31 31
Boosting multi-step autoregressive forecasts 0 1 9 69 2 4 29 60
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 2 6 35 2 9 30 187
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 64 3 7 20 138
Density forecasting for long-term peak electricity demand 0 1 6 196 1 4 26 477
Efficient Identification of the Pareto Optimal Set 0 0 1 10 0 1 11 38
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 988 2 7 20 3,346
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 762 1 4 20 2,804
Exponential smoothing and non-negative data 0 0 1 82 2 5 18 271
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 1 51 2 3 13 47
Forecasting Time-Series with Correlated Seasonality 0 1 3 256 2 7 20 717
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 3 5 14 177
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 159 0 1 10 947
Forecasting hierarchical and grouped time series through trace minimization 0 5 47 47 3 6 34 34
Forecasting time series with complex seasonal patterns using exponential smoothing 0 4 14 168 2 11 29 405
Forecasting with Temporal Hierarchies 0 2 2 31 1 3 13 23
Forecasting with Temporal Hierarchies 0 1 5 58 1 4 16 22
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 2 243 0 1 11 1,524
Grouped functional time series forecasting: An application to age-specific mortality rates 1 5 56 56 3 11 34 34
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 1 5 32 856
Hierarchical forecasts for Australian domestic tourism 1 2 4 117 2 5 18 306
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 1 5 15 62
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 4 16 81
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 0 2 12 2,597
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 197 1 4 19 730
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 542 2 5 27 1,908
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 2 2 192 2 7 23 648
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 2 14 14 1 3 17 17
Long-term forecasts of age-specific participation rates with functional data models 1 5 31 31 2 5 22 22
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 1 2 55 2 2 12 36
Mixed Model-Based Hazard Estimation 0 0 0 132 0 1 4 617
Modelling and forecasting Australian domestic tourism 1 1 3 355 1 3 17 846
Monitoring Processes with Changing Variances 0 0 0 55 5 10 16 148
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 1 11 1,177
Non-linear exponential smoothing and positive data 0 0 0 117 1 5 14 476
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 1 1 2 180 2 2 16 983
Nonparametric autocovariance function estimation 0 0 0 69 0 2 10 1,062
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 2 4 10 30
Nonparametric time series forecasting with dynamic updating 0 0 0 154 3 5 16 344
Optimal combination forecasts for hierarchical time series 1 3 7 250 3 7 22 543
Prediction Intervals for Exponential Smoothing State Space Models 1 2 3 580 1 2 13 1,978
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 7 55 0 3 26 53
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 4 6 21 284
Rating Forecasts for Television Programs 0 0 1 213 4 8 23 599
Recursive and direct multi-step forecasting: the best of both worlds 1 3 4 28 2 4 24 95
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 4 7 33 1,680
Robust forecasting of mortality and fertility rates: a functional data approach 0 3 4 373 2 8 19 1,065
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 2 9 69 4 11 36 70
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 1 7 20 158
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 0 2 10 1,001
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 1 1 206 1 2 12 1,025
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 2,161 1 5 21 6,577
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 3 250 2 4 21 791
The price elasticity of electricity demand in South Australia 2 7 15 141 2 9 30 305
The tourism forecasting competition 0 0 1 143 7 7 23 364
The value of feedback in forecasting competitions 0 0 0 55 1 3 10 129
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 3 7 16 445
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 4 318 1 9 24 1,223
Two-dimensional smoothing of mortality rates 0 0 2 24 1 1 12 41
Unmasking the Theta Method 0 0 0 291 1 2 12 1,135
Using R to Teach Econometrics 3 4 19 2,146 7 15 43 4,294
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 2 88 88 3 7 44 44
Total Working Papers 40 142 763 20,675 211 549 2,220 67,566


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 6 14 164 9 18 51 548
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 89 4 7 25 257
A change of editors 0 0 0 6 0 0 3 51
A gradient boosting approach to the Kaggle load forecasting competition 0 2 8 15 3 14 43 113
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 2 10 135
A state space framework for automatic forecasting using exponential smoothing methods 0 0 4 156 1 3 15 525
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 2 298 4 8 41 1,001
Another look at measures of forecast accuracy 1 2 7 238 1 9 47 748
Automatic Time Series Forecasting: The forecast Package for R 0 3 10 395 2 11 59 1,650
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 3 3 0 5 16 16
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 0 4 205
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 2 8 215
Changing of the guard 0 0 0 2 0 0 3 30
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 2 12 0 0 21 69
Editorial 0 0 0 9 0 0 5 103
Encouraging replication and reproducible research 0 0 0 10 0 0 5 52
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 1 10 116
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 1 1 11 11
Forecasting time series with multiple seasonal patterns 0 1 5 159 3 8 21 544
Free Open-Source Forecasting Using R 0 2 9 144 0 3 24 416
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 34 1 2 8 195
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 1 1 16 282
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 8 1 30 46 104
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 1 11 67
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 1 64 0 4 13 378
Minimum Sample Size requirements for Seasonal Forecasting Models 0 2 7 153 2 7 36 703
Monitoring processes with changing variances 0 0 0 16 0 0 8 95
Nonparametric time series forecasting with dynamic updating 0 0 1 2 0 0 9 19
On continuous-time threshold autoregression 0 0 2 43 0 0 10 154
Optimal combination forecasts for hierarchical time series 0 0 1 33 0 2 17 167
Optimally Reconciling Forecasts in a Hierarchy 1 2 10 28 1 5 26 62
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 0 1 10 100
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 2 127 1 3 14 511
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 2 2 3 3 3 7 11 11
Robust forecasting of mortality and fertility rates: A functional data approach 2 5 13 138 3 7 32 410
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 1 6 157
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 494 1 1 11 1,815
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 2 3 70 2 3 11 207
The admissible parameter space for exponential smoothing models 0 1 4 80 1 4 15 203
The interaction between trend and seasonality 0 0 0 59 0 1 4 234
The price elasticity of electricity demand in South Australia 0 2 9 67 0 5 27 234
The tourism forecasting competition 0 0 0 7 0 1 16 56
The tourism forecasting competition 0 0 0 17 1 3 22 172
The value of feedback in forecasting competitions 0 0 1 1 0 0 10 25
The value of feedback in forecasting competitions 0 0 1 5 0 0 6 76
Tourism forecasting: An introduction 0 0 3 30 1 2 11 89
Twenty-five years of forecasting 0 1 1 60 0 1 4 156
Unmasking the Theta method 0 0 0 55 0 0 9 307
Using R to teach econometrics 2 3 15 1,441 3 9 63 3,292
Total Journal Articles 12 38 145 5,009 54 193 904 17,086


Statistics updated 2017-01-03