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 3 5 384 1 4 12 792
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 3 116 0 5 19 464
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 18 58 151 151 46 131 221 221
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 1 1 552 2 3 13 1,561
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 119 1 5 18 246
A state space model for exponential smoothing with group seasonality 0 1 1 196 1 4 17 467
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 2 6 11 516
Another Look at Measures of Forecast Accuracy 11 23 58 1,342 18 38 113 3,432
Automatic time series forecasting: the forecast package for R 3 4 11 1,510 4 12 61 4,065
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 2 2 7 40 4 7 21 45
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 2 8 14 1,430
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 593 1 5 26 2,048
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 6 1,000 4 12 50 3,447
Bayesian Rank Selection in Multivariate Regression 34 35 35 35 3 9 9 9
Boosting multi-step autoregressive forecasts 1 2 8 64 3 9 29 43
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 1 6 30 3 3 25 163
Coherent mortality forecasting: the product-ratio method with functional time series models 0 1 2 64 0 4 16 124
Density forecasting for long-term peak electricity demand 0 1 6 191 1 9 22 461
Efficient Identification of the Pareto Optimal Set 0 0 0 9 0 3 14 33
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 3 988 0 4 16 3,331
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 1 1 2 762 1 4 19 2,790
Exponential smoothing and non-negative data 0 0 1 82 2 6 19 261
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 9 50 2 4 21 40
Forecasting Time-Series with Correlated Seasonality 2 2 4 255 4 4 13 701
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 1 5 19 942
Forecasting hierarchical and grouped time series through trace minimization 0 4 39 39 3 9 10 10
Forecasting time series with complex seasonal patterns using exponential smoothing 3 5 15 160 3 8 36 386
Forecasting with Temporal Hierarchies 0 1 55 55 1 3 10 10
Forecasting with Temporal Hierarchies 0 0 29 29 0 2 14 14
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 3 241 2 4 14 1,518
Grouped functional time series forecasting: An application to age-specific mortality rates 43 44 44 44 2 8 8 8
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 2 12 35 839
Hierarchical forecasts for Australian domestic tourism 1 1 5 115 3 8 28 298
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 4 4 9 70
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 2 2 9 50
Invertibility Conditions for Exponential Smoothing Models 0 1 1 412 1 6 9 2,591
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 196 3 8 16 721
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 4 542 4 11 39 1,892
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 3 11 18 636
Long-term forecasts of age-specific participation rates with functional data models 21 22 22 22 3 10 10 10
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 53 0 4 13 28
Mixed Model-Based Hazard Estimation 0 0 0 132 0 1 11 614
Modelling and forecasting Australian domestic tourism 0 1 3 353 1 6 13 835
Monitoring Processes with Changing Variances 0 0 0 55 1 2 7 134
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 2 6 13 1,172
Non-linear exponential smoothing and positive data 0 0 0 117 1 5 13 467
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 1 178 2 6 15 975
Nonparametric autocovariance function estimation 0 0 0 69 1 4 10 1,056
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 1 2 13 23
Nonparametric time series forecasting with dynamic updating 0 0 1 154 0 3 24 332
Optimal combination forecasts for hierarchical time series 0 1 5 244 0 1 12 523
Prediction Intervals for Exponential Smoothing State Space Models 1 1 9 578 1 3 27 1,971
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 50 50 3 11 40 40
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 4 70 3 6 24 271
Rating Forecasts for Television Programs 0 0 5 212 1 9 29 585
Recursive and direct multi-step forecasting: the best of both worlds 0 0 2 24 2 5 23 77
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 3 7 29 1,656
Robust forecasting of mortality and fertility rates: a functional data approach 1 1 5 370 3 7 24 1,054
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 2 62 62 2 9 43 43
Short-term load forecasting based on a semi-parametric additive model 0 0 1 64 1 8 15 146
Some Nonlinear Exponential Smoothing Models are Unstable 0 1 1 208 2 5 11 997
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 1 2 12 1,016
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 7 2,161 3 6 32 6,562
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 2 9 249 2 11 44 782
The price elasticity of electricity demand in South Australia 0 4 14 131 4 12 30 288
The tourism forecasting competition 0 0 3 142 2 3 21 347
The value of feedback in forecasting competitions 0 0 3 55 0 0 12 120
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 1 2 174 0 4 9 433
Time Series Forecasting: The Case for the Single Source of Error State Space 1 3 9 317 1 5 24 1,205
Two-dimensional smoothing of mortality rates 0 2 3 24 1 4 13 33
Unmasking the Theta Method 0 0 0 291 3 6 9 1,129
Using R to Teach Econometrics 0 5 18 2,135 4 11 37 4,265
Total Working Papers 147 244 760 20,213 193 587 1,746 66,030


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 0 2 14 152 2 13 45 513
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 3 5 17 239
A change of editors 0 0 0 6 0 0 4 49
A gradient boosting approach to the Kaggle load forecasting competition 0 2 5 9 2 16 56 87
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 1 8 127
A state space framework for automatic forecasting using exponential smoothing methods 0 1 1 153 2 4 16 515
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 5 297 3 11 49 972
Another look at measures of forecast accuracy 2 2 12 234 4 14 47 719
Automatic Time Series Forecasting: The forecast Package for R 0 5 50 392 0 19 190 1,633
Bandwidth selection for kernel conditional density estimation 0 0 1 77 1 2 5 203
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 2 7 210
Changing of the guard 0 0 0 2 0 1 4 29
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 1 2 3 12 1 8 29 63
Editorial 0 0 0 9 3 3 9 102
Encouraging replication and reproducible research 0 0 1 10 1 1 5 49
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 2 3 6 109
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 1 1 1 3 6 6
Forecasting time series with multiple seasonal patterns 1 2 3 156 1 5 16 529
Free Open-Source Forecasting Using R 0 5 10 140 2 9 24 403
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 2 33 0 0 7 188
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 5 7 15 275
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 7 1 4 9 63
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 0 10 58
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 63 2 5 14 371
Minimum Sample Size requirements for Seasonal Forecasting Models 1 3 7 149 2 9 51 678
Monitoring processes with changing variances 0 0 0 16 2 2 6 90
Nonparametric time series forecasting with dynamic updating 1 1 1 2 5 6 11 16
On continuous-time threshold autoregression 0 1 1 42 1 2 8 148
Optimal combination forecasts for hierarchical time series 0 1 1 33 1 5 9 157
Optimally Reconciling Forecasts in a Hierarchy 3 6 17 24 4 9 29 45
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 1 3 13 94
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 2 125 2 3 11 501
Robust forecasting of mortality and fertility rates: A functional data approach 0 3 16 131 5 10 47 394
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 1 7 153
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 494 1 2 21 1,806
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 3 68 2 4 12 201
The admissible parameter space for exponential smoothing models 1 1 1 77 1 1 8 189
The interaction between trend and seasonality 0 0 0 59 1 1 6 232
The price elasticity of electricity demand in South Australia 0 3 8 61 3 8 26 217
The tourism forecasting competition 0 0 2 17 2 6 25 159
The tourism forecasting competition 0 0 2 7 2 5 17 45
The value of feedback in forecasting competitions 0 0 0 0 1 2 7 19
The value of feedback in forecasting competitions 0 0 1 4 0 0 6 70
Tourism forecasting: An introduction 1 1 7 28 1 1 17 81
Twenty-five years of forecasting 0 0 0 59 0 0 8 154
Unmasking the Theta method 0 0 0 55 0 2 8 301
Using R to teach econometrics 1 5 24 1,432 9 22 76 3,258
Total Journal Articles 12 49 207 4,921 84 240 1,027 16,520


Statistics updated 2016-05-03