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 4 117 0 5 22 469
25 Years of IIF Time Series Forecasting: A Selective Review 0 2 6 386 4 10 20 802
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 21 75 159 226 56 197 397 418
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 1 2 553 1 2 13 1,563
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 119 2 2 16 248
A state space model for exponential smoothing with group seasonality 0 0 1 196 0 1 12 468
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 1 1 11 517
Another Look at Measures of Forecast Accuracy 3 19 66 1,361 11 44 140 3,476
Automatic time series forecasting: the forecast package for R 1 2 9 1,512 3 15 61 4,080
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 7 41 1 3 23 48
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 3 6 17 1,436
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 2 6 1,002 3 11 44 3,458
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 3 20 2,051
Bayesian Rank Selection in Multivariate Regression 2 5 40 40 3 10 19 19
Boosting multi-step autoregressive forecasts 0 1 7 65 1 5 28 48
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 2 4 32 2 6 23 169
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 2 64 0 1 17 125
Density forecasting for long-term peak electricity demand 0 3 7 194 2 7 24 468
Efficient Identification of the Pareto Optimal Set 0 1 1 10 0 2 13 35
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 988 2 3 15 3,334
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 762 2 7 23 2,797
Exponential smoothing and non-negative data 0 0 1 82 0 2 17 263
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 7 50 0 3 18 43
Forecasting Time-Series with Correlated Seasonality 0 0 3 255 2 3 13 704
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 1 3 11 169
Forecasting age-specific breast cancer mortality using functional data models 0 0 2 159 0 1 16 943
Forecasting hierarchical and grouped time series through trace minimization 0 3 42 42 5 10 20 20
Forecasting time series with complex seasonal patterns using exponential smoothing 0 2 14 162 1 5 35 391
Forecasting with Temporal Hierarchies 0 2 57 57 1 7 17 17
Forecasting with Temporal Hierarchies 0 0 29 29 0 2 16 16
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 1 2 242 1 3 13 1,521
Grouped functional time series forecasting: An application to age-specific mortality rates 2 5 49 49 3 11 19 19
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 1 3 35 842
Hierarchical forecasts for Australian domestic tourism 0 0 5 115 0 1 27 299
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 2 3 11 73
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 1 5 12 55
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 2 3 12 2,594
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 2 197 2 3 18 724
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 4 542 2 8 40 1,900
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 1 2 18 638
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 2 4 11 11 3 8 11 11
Long-term forecasts of age-specific participation rates with functional data models 1 4 26 26 3 5 15 15
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 1 1 54 1 5 12 33
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 3 614
Modelling and forecasting Australian domestic tourism 0 1 4 354 2 4 13 839
Monitoring Processes with Changing Variances 0 0 0 55 1 3 8 137
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 1 11 1,173
Non-linear exponential smoothing and positive data 0 0 0 117 2 3 15 470
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 1 1 2 179 1 2 15 977
Nonparametric autocovariance function estimation 0 0 0 69 0 2 12 1,058
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 0 1 12 24
Nonparametric time series forecasting with dynamic updating 0 0 1 154 1 4 14 336
Optimal combination forecasts for hierarchical time series 1 3 7 247 2 10 18 533
Prediction Intervals for Exponential Smoothing State Space Models 0 0 4 578 2 2 22 1,973
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 1 4 15 54 2 8 41 48
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 1 4 20 275
Rating Forecasts for Television Programs 0 1 4 213 0 3 24 588
Recursive and direct multi-step forecasting: the best of both worlds 0 0 1 24 2 10 29 87
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 4 11 31 1,667
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 5 370 2 2 21 1,056
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 3 19 65 2 10 43 53
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 0 2 12 148
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 0 1 9 998
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 2 3 12 1,019
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 3 2,161 2 7 23 6,569
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 6 249 2 2 37 784
The price elasticity of electricity demand in South Australia 1 3 13 134 2 6 32 294
The tourism forecasting competition 0 0 2 142 3 5 21 352
The value of feedback in forecasting competitions 0 0 2 55 2 3 9 123
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 1 2 10 435
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 8 317 1 3 22 1,208
Two-dimensional smoothing of mortality rates 0 0 2 24 3 5 15 38
Unmasking the Theta Method 0 0 0 291 1 2 10 1,131
Using R to Teach Econometrics 2 6 19 2,141 2 8 33 4,273
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 47 85 85 85 7 32 32 32
Total Working Papers 89 245 786 20,465 181 598 1,993 66,631


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 3 13 155 3 8 40 521
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 1 5 17 244
A change of editors 0 0 0 6 0 1 4 50
A gradient boosting approach to the Kaggle load forecasting competition 0 2 6 11 1 6 38 93
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 2 3 9 130
A state space framework for automatic forecasting using exponential smoothing methods 0 0 1 153 0 2 16 517
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 1 3 298 3 12 47 984
Another look at measures of forecast accuracy 1 2 9 236 5 14 47 733
Automatic Time Series Forecasting: The forecast Package for R 0 0 32 392 1 2 123 1,635
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 0 0 1 3 3 3
Bandwidth selection for kernel conditional density estimation 0 0 1 77 0 1 6 204
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 1 6 211
Changing of the guard 0 0 0 2 0 0 3 29
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 3 12 1 5 33 68
Editorial 0 0 0 9 0 0 7 102
Encouraging replication and reproducible research 0 0 0 10 0 1 4 50
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 3 8 112
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 3 3 9 9
Forecasting time series with multiple seasonal patterns 0 1 3 157 1 5 18 534
Free Open-Source Forecasting Using R 0 2 10 142 2 7 26 410
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 1 3 34 0 4 11 192
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 1 4 14 279
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 7 1 5 14 68
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 2 4 10 62
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 63 0 2 14 373
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 5 149 4 8 44 686
Monitoring processes with changing variances 0 0 0 16 1 3 7 93
Nonparametric time series forecasting with dynamic updating 0 0 1 2 0 1 10 17
On continuous-time threshold autoregression 0 1 2 43 3 5 12 153
Optimal combination forecasts for hierarchical time series 0 0 1 33 1 6 15 163
Optimally Reconciling Forecasts in a Hierarchy 0 2 13 26 2 9 29 54
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 0 2 12 96
Prediction intervals for exponential smoothing using two new classes of state space models 0 2 3 127 0 5 13 506
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 1 1 1 1 2 2 2
Robust forecasting of mortality and fertility rates: A functional data approach 0 1 14 132 4 6 44 400
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 2 7 155
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 1 494 1 7 16 1,813
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 68 0 0 11 201
The admissible parameter space for exponential smoothing models 0 0 1 77 1 3 6 192
The interaction between trend and seasonality 0 0 0 59 0 0 5 232
The price elasticity of electricity demand in South Australia 2 3 9 64 3 5 24 222
The tourism forecasting competition 0 0 2 7 4 8 21 53
The tourism forecasting competition 0 0 1 17 1 6 28 165
The value of feedback in forecasting competitions 0 1 1 1 1 4 10 23
The value of feedback in forecasting competitions 0 1 1 5 0 4 7 74
Tourism forecasting: An introduction 2 2 7 30 3 5 17 86
Twenty-five years of forecasting 0 0 0 59 0 0 6 154
Unmasking the Theta method 0 0 0 55 0 3 10 304
Using R to teach econometrics 2 5 23 1,437 3 15 73 3,273
Total Journal Articles 10 31 177 4,952 62 210 956 16,730


Statistics updated 2016-08-02