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 9 395 3 5 25 829
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 4 122 2 3 21 495
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 13 35 174 435 28 94 475 1,000
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 2 3 7 561 4 5 26 1,597
A comparison of ten principal component methods for forecasting mortality rates 0 0 2 121 0 1 14 263
A state space model for exponential smoothing with group seasonality 0 1 3 200 0 1 11 483
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 134 0 0 10 530
Another Look at Measures of Forecast Accuracy 3 11 45 1,412 7 26 117 3,604
Automatic time series forecasting: the forecast package for R 0 4 11 1,526 1 8 52 4,146
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 1 42 2 4 16 67
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 1 10 1,453
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 3 1,007 1 4 26 3,489
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 1 14 2,069
Bayesian Rank Selection in Multivariate Regression 1 1 4 44 2 3 22 44
Boosting multi-step autoregressive forecasts 0 0 4 72 0 0 18 74
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 1 9 42 2 2 28 206
Coherent Probabilistic Forecasts for Hierarchical Time Series 1 2 55 55 5 17 29 29
Coherent mortality forecasting: the product-ratio method with functional time series models 1 1 1 65 1 1 15 146
Density forecasting for long-term peak electricity demand 0 1 7 202 0 2 16 489
Efficient Identification of the Pareto Optimal Set 1 1 1 11 4 4 10 47
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 989 0 0 15 3,354
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 763 2 2 10 2,810
Exponential smoothing and non-negative data 0 0 1 83 0 1 9 275
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 2 52 3 5 14 58
Forecasting Time-Series with Correlated Seasonality 0 0 2 257 0 0 12 722
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 0 11 183
Forecasting age-specific breast cancer mortality using functional data models 2 2 2 161 2 2 8 954
Forecasting hierarchical and grouped time series through trace minimization 1 5 12 54 4 13 43 71
Forecasting time series with complex seasonal patterns using exponential smoothing 1 6 14 178 2 9 33 427
Forecasting with Temporal Hierarchies 2 2 7 36 5 7 21 41
Forecasting with Temporal Hierarchies 0 1 3 60 1 2 17 35
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 2 245 1 1 6 1,529
Grouped functional time series forecasting: An application to age-specific mortality rates 0 2 7 58 0 3 24 47
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 1 2 185 0 1 16 867
Hierarchical forecasts for Australian domestic tourism 0 2 4 119 1 3 17 318
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 4 18 95
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 2 16 73
Invertibility Conditions for Exponential Smoothing Models 0 0 1 413 0 0 9 2,604
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 2 199 0 1 13 739
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 0 2 10 1,913
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 2 6 26 667
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 5 17 1 1 14 28
Long-term forecasts of age-specific participation rates with functional data models 0 0 5 31 1 1 13 30
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 2 5 59 1 4 13 47
Macroeconomic forecasting for Australia using a large number of predictors 52 58 144 144 85 91 183 183
Mixed Model-Based Hazard Estimation 0 0 0 132 1 2 4 620
Modelling and forecasting Australian domestic tourism 1 1 3 357 4 4 14 857
Monitoring Processes with Changing Variances 0 0 0 55 0 0 9 147
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 1 233 1 1 7 1,183
Non-linear exponential smoothing and positive data 0 0 0 117 2 4 12 483
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 2 181 0 0 5 986
Nonparametric autocovariance function estimation 0 0 0 69 0 0 4 1,064
Nonparametric estimation and symmetry tests for conditional density functions 0 1 2 3 1 2 11 37
Nonparametric time series forecasting with dynamic updating 1 1 1 155 1 4 19 358
Optimal combination forecasts for hierarchical time series 1 5 14 261 4 10 34 570
Prediction Intervals for Exponential Smoothing State Space Models 2 2 10 588 4 7 25 2,001
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 2 3 57 7 10 26 76
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 2 72 0 2 21 299
Rating Forecasts for Television Programs 0 0 3 216 0 1 17 608
Recursive and direct multi-step forecasting: the best of both worlds 0 2 10 35 0 8 26 117
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 1 13 1,686
Robust forecasting of mortality and fertility rates: a functional data approach 1 4 9 379 3 8 23 1,080
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 4 15 82 3 12 50 109
Short-term load forecasting based on a semi-parametric additive model 0 1 1 65 0 1 16 167
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 208 1 3 11 1,010
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 0 1 5 1,028
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 4 2,165 0 2 14 6,586
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 250 1 2 12 799
The Australian Macro Database: An online resource for macroeconomic research in Australia 1 2 33 33 4 6 33 33
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 1 15 15 2 4 11 11
The price elasticity of electricity demand in South Australia 3 3 20 154 4 7 37 333
The tourism forecasting competition 1 2 5 148 2 10 30 387
The value of feedback in forecasting competitions 0 0 0 55 0 1 10 136
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 174 0 2 13 451
Time Series Forecasting: The Case for the Single Source of Error State Space 0 1 1 319 0 2 13 1,227
Two-dimensional smoothing of mortality rates 0 1 1 25 1 2 8 48
Unmasking the Theta Method 0 1 2 293 0 1 15 1,148
Using R to Teach Econometrics 0 0 9 2,151 2 7 34 4,313
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 2 4 14 100 2 7 34 71
Total Working Papers 95 187 747 21,280 225 477 2,142 69,159


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 11 169 1 8 42 572
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 3 92 1 1 16 266
A change of editors 0 0 1 7 0 0 4 55
A gradient boosting approach to the Kaggle load forecasting competition 0 2 8 21 3 12 47 146
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 0 3 136
A note on the categorization of demand patterns 0 0 0 0 0 0 0 0
A state space framework for automatic forecasting using exponential smoothing methods 0 1 5 161 2 6 21 543
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 2 7 305 4 9 39 1,032
Another look at measures of forecast accuracy 1 6 17 253 2 14 52 791
Automatic Time Series Forecasting: The forecast Package for R 1 4 9 401 5 15 48 1,687
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 1 1 2 5 2 6 26 37
Bandwidth selection for kernel conditional density estimation 0 0 0 77 1 1 5 210
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 7 220
Changing of the guard 0 0 0 2 0 0 2 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 12 0 1 8 77
Dynamic algorithm selection for pareto optimal set approximation 1 1 1 1 1 2 8 8
Editorial 0 0 0 9 0 0 2 105
Encouraging replication and reproducible research 0 0 0 10 1 1 2 54
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 24 1 1 6 121
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 0 4 14
Forecasting time series with multiple seasonal patterns 1 1 7 165 1 1 25 561
Forecasting with temporal hierarchies 0 0 0 0 1 3 3 3
Free Open-Source Forecasting Using R 0 2 9 151 0 2 14 427
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 35 0 0 6 199
Hierarchical forecasts for Australian domestic tourism 0 0 1 68 1 1 8 289
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 9 3 5 30 104
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 0 4 70
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 65 0 0 10 384
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 4 155 0 3 28 724
Monitoring processes with changing variances 0 0 0 16 0 0 3 98
Nonparametric time series forecasting with dynamic updating 0 0 0 2 0 1 6 25
On continuous-time threshold autoregression 0 0 0 43 0 0 0 154
Optimal combination forecasts for hierarchical time series 0 2 5 38 3 5 13 178
Optimally Reconciling Forecasts in a Hierarchy 2 2 13 39 3 3 25 82
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 1 16 2 2 10 109
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 128 1 1 9 517
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 1 6 7 8 14 43 47
Robust forecasting of mortality and fertility rates: A functional data approach 1 4 15 148 4 11 43 446
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 2 2 5 161
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 1 495 2 3 11 1,825
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 5 73 3 5 13 217
The admissible parameter space for exponential smoothing models 0 0 3 82 0 1 13 212
The interaction between trend and seasonality 0 0 0 59 0 1 3 236
The price elasticity of electricity demand in South Australia 2 3 11 76 3 6 30 259
The tourism forecasting competition 1 2 4 21 3 7 27 196
The tourism forecasting competition 0 0 2 9 3 5 16 71
The value of feedback in forecasting competitions 0 0 0 5 2 2 5 81
The value of feedback in forecasting competitions 0 0 0 1 0 0 3 28
Tourism forecasting: An introduction 0 1 6 36 0 4 16 103
Twenty-five years of forecasting 0 1 2 61 0 1 3 158
Unmasking the Theta method 0 0 0 55 0 1 10 317
Using R to teach econometrics 0 3 13 1,451 1 8 37 3,320
Visualising forecasting algorithm performance using time series instance spaces 0 0 0 0 0 0 4 4
Total Journal Articles 14 43 179 5,150 70 175 818 17,711


Statistics updated 2017-10-05