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 0 8 378 2 6 25 777
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 4 547 4 7 22 1,539
A comparison of ten principal component methods for forecasting mortality rates 3 5 10 116 4 14 39 227
A state space model for exponential smoothing with group seasonality 0 0 2 194 0 3 14 448
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 1 1 5 505
Another Look at Measures of Forecast Accuracy 5 11 73 1,275 9 30 197 3,296
Automatic time series forecasting: the forecast package for R 1 1 18 1,497 5 11 78 3,983
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 31 31 2 2 19 19
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 2 12 1,414
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 5 992 9 18 45 3,384
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 2 592 4 7 19 2,020
Boosting multi-step autoregressive forecasts 0 0 56 56 3 3 13 13
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 4 9 21 3 13 42 125
Coherent mortality forecasting: the product-ratio method with functional time series models 0 3 11 61 1 7 15 106
Density forecasting for long-term peak electricity demand 0 0 5 184 0 1 13 432
Efficient Identification of the Pareto Optimal Set 1 1 8 8 2 3 15 15
Empirical Information Criteria for Time Series Forecasting Model Selection 1 1 2 985 1 1 11 3,313
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 1 1 4 760 2 3 23 2,771
Exponential smoothing and non-negative data 0 0 1 80 3 4 18 234
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 2 40 40 0 3 12 12
Forecasting Time-Series with Correlated Seasonality 0 0 2 251 2 2 11 686
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 5 5 12 155
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 157 0 1 9 923
Forecasting time series with complex seasonal patterns using exponential smoothing 0 2 13 138 2 7 57 334
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 238 3 3 11 1,501
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 1 2 8 799
Hierarchical forecasts for Australian domestic tourism 0 1 4 109 1 3 11 268
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 0 1 6 38
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 12 0 0 7 60
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 2 2 7 2,581
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 3 4 15 701
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 14 537 5 12 49 1,841
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 1 190 2 4 9 617
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 2 53 53 0 3 11 11
Mixed Model-Based Hazard Estimation 0 0 0 132 3 4 4 603
Modelling and forecasting Australian domestic tourism 0 0 6 350 3 5 17 820
Monitoring Processes with Changing Variances 0 1 1 55 1 2 4 124
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 1 1 6 1,159
Non-linear exponential smoothing and positive data 0 0 0 116 0 1 12 453
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 1 1 3 960
Nonparametric autocovariance function estimation 0 0 0 69 0 0 3 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 1 1 1 1 2 10 10
Nonparametric time series forecasting with dynamic updating 0 2 7 152 3 6 29 304
Optimal combination forecasts for hierarchical time series 0 2 10 234 2 5 36 504
Prediction Intervals for Exponential Smoothing State Space Models 0 1 5 566 2 9 32 1,937
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 6 66 3 3 23 243
Rating Forecasts for Television Programs 1 1 7 206 2 5 22 550
Recursive and direct multi-step forecasting: the best of both worlds 1 4 10 21 2 6 18 51
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 4 6 17 1,624
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 13 364 1 5 51 1,023
Short-term load forecasting based on a semi-parametric additive model 0 1 5 62 1 2 11 130
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 2 206 1 3 11 983
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 3 205 5 5 11 1,001
Stochastic models underlying Croston's method for intermittent demand forecasting 1 6 25 2,151 7 33 126 6,505
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 6 237 4 7 33 728
The price elasticity of electricity demand in South Australia 0 2 10 115 8 11 36 254
The tourism forecasting competition 0 0 1 139 2 7 18 325
The value of feedback in forecasting competitions 0 2 3 50 1 3 17 104
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 2 172 4 4 12 423
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 308 6 7 12 1,179
Two-dimensional smoothing of mortality rates 0 1 3 19 3 4 12 17
Unmasking the Theta Method 0 0 3 291 1 3 14 1,119
Using R to Teach Econometrics 0 2 12 2,113 2 7 39 4,221
Total Working Papers 17 65 523 19,270 156 345 1,499 63,548
1 registered items for which data could not be found


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 13 136 2 10 53 465
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 1 4 88 1 8 19 221
A change of editors 1 1 1 6 1 1 2 45
A gradient boosting approach to the Kaggle load forecasting competition 1 1 3 3 2 7 23 23
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 27 0 1 9 119
A state space framework for automatic forecasting using exponential smoothing methods 0 0 4 152 0 3 20 498
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 5 13 290 5 15 50 909
Another look at measures of forecast accuracy 1 4 18 218 2 10 64 667
Automatic Time Series Forecasting: The forecast Package for R 2 6 87 336 10 46 496 1,406
Bandwidth selection for kernel conditional density estimation 0 1 2 76 0 1 7 196
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 3 5 8 201
Changing of the guard 1 1 1 2 1 1 2 24
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 1 4 8 0 3 13 30
Editorial 0 0 0 9 0 0 0 93
Encouraging replication and reproducible research 0 0 2 9 0 1 6 43
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 23 1 2 10 101
Forecasting time series with multiple seasonal patterns 0 0 9 151 2 6 39 507
Free Open-Source Forecasting Using R 0 1 7 125 2 4 24 368
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 1 66 0 2 14 258
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 5 1 2 9 53
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 0 1 5 61 0 2 14 354
Minimum Sample Size requirements for Seasonal Forecasting Models 3 6 11 137 6 27 86 615
Monitoring processes with changing variances 0 0 0 16 0 0 1 83
Nonparametric time series forecasting with dynamic updating 0 1 1 1 0 1 4 4
On continuous-time threshold autoregression 1 1 1 40 2 2 4 139
Optimal combination forecasts for hierarchical time series 0 0 5 30 0 2 23 144
Optimally Reconciling Forecasts in a Hierarchy 0 5 5 5 1 13 13 13
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 3 13 0 2 16 75
Prediction intervals for exponential smoothing using two new classes of state space models 1 4 7 122 3 9 21 488
Robust forecasting of mortality and fertility rates: A functional data approach 1 3 15 113 3 8 47 336
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 1 6 146
Stochastic models underlying Croston's method for intermittent demand forecasting 0 2 13 490 0 10 72 1,776
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 3 4 64 0 4 18 187
The admissible parameter space for exponential smoothing models 0 0 2 76 2 4 10 181
The interaction between trend and seasonality 0 1 2 59 1 2 3 226
The price elasticity of electricity demand in South Australia 1 4 14 50 4 15 50 186
The tourism forecasting competition 1 3 4 15 3 7 17 128
The tourism forecasting competition 0 0 3 5 1 3 11 28
The value of feedback in forecasting competitions 0 0 1 3 0 0 5 63
The value of feedback in forecasting competitions 0 0 0 0 0 0 3 12
Tourism forecasting: An introduction 2 3 5 21 2 3 8 64
Twenty-five years of forecasting 0 0 0 59 0 0 1 145
Unmasking the Theta method 0 0 2 55 0 0 3 293
Using R to teach econometrics 0 2 15 1,402 2 9 54 3,167
Total Journal Articles 18 65 294 4,662 63 252 1,361 15,309


Statistics updated 2015-02-02