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 2 5 120 2 9 25 484
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 6 387 2 5 22 810
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 18 49 242 335 35 112 606 696
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 3 3 6 557 4 6 21 1,579
A comparison of ten principal component methods for forecasting mortality rates 1 2 2 121 3 6 14 255
A state space model for exponential smoothing with group seasonality 0 1 3 198 5 8 18 481
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 1 3 15 525
Another Look at Measures of Forecast Accuracy 9 14 64 1,383 17 32 130 3,524
Automatic time series forecasting: the forecast package for R 0 2 13 1,519 4 21 67 4,120
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 3 41 3 4 19 57
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 6 28 1,450
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 2 7 20 2,063
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 5 1,005 2 11 41 3,476
Bayesian Rank Selection in Multivariate Regression 1 5 45 45 5 10 36 36
Boosting multi-step autoregressive forecasts 0 0 7 69 3 5 29 63
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 2 7 36 5 9 32 192
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 64 2 5 20 140
Density forecasting for long-term peak electricity demand 0 1 6 196 1 3 26 478
Efficient Identification of the Pareto Optimal Set 0 0 1 10 0 0 8 38
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 988 1 4 20 3,347
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 762 2 5 20 2,806
Exponential smoothing and non-negative data 0 0 0 82 1 5 17 272
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 51 3 5 14 50
Forecasting Time-Series with Correlated Seasonality 0 0 3 256 1 6 21 718
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 3 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 4 12 47 4 8 37 38
Forecasting time series with complex seasonal patterns using exponential smoothing 0 1 13 168 2 10 29 407
Forecasting with Temporal Hierarchies 0 2 2 31 4 7 15 27
Forecasting with Temporal Hierarchies 0 0 4 58 3 4 18 25
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 2 2 4 245 3 4 13 1,527
Grouped functional time series forecasting: An application to age-specific mortality rates 0 5 56 56 2 9 36 36
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 5 9 34 861
Hierarchical forecasts for Australian domestic tourism 0 1 3 117 3 7 19 309
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 1 4 15 63
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 2 4 17 83
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 1 3 13 2,598
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 197 0 4 17 730
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 542 2 4 29 1,910
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 3 6 26 651
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 2 14 14 2 4 19 19
Long-term forecasts of age-specific participation rates with functional data models 0 4 31 31 2 5 24 24
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 1 2 3 56 2 4 14 38
Mixed Model-Based Hazard Estimation 0 0 0 132 1 1 5 618
Modelling and forecasting Australian domestic tourism 0 1 3 355 3 5 20 849
Monitoring Processes with Changing Variances 0 0 0 55 2 11 18 150
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 1 2 12 1,178
Non-linear exponential smoothing and positive data 0 0 0 117 2 5 16 478
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 1 2 180 1 3 15 984
Nonparametric autocovariance function estimation 0 0 0 69 1 2 11 1,063
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 1 4 10 31
Nonparametric time series forecasting with dynamic updating 0 0 0 154 2 7 17 346
Optimal combination forecasts for hierarchical time series 0 1 7 250 1 5 22 544
Prediction Intervals for Exponential Smoothing State Space Models 3 5 6 583 3 5 13 1,981
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 6 55 3 5 27 56
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 5 9 24 289
Rating Forecasts for Television Programs 0 0 1 213 2 9 25 601
Recursive and direct multi-step forecasting: the best of both worlds 0 2 4 28 2 5 25 97
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 7 32 1,681
Robust forecasting of mortality and fertility rates: a functional data approach 1 3 5 374 4 11 22 1,069
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 3 10 70 4 11 40 74
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 3 7 23 161
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 3 4 12 1,004
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 1 2 12 1,026
Stochastic models underlying Croston's method for intermittent demand forecasting 1 1 3 2,162 3 6 24 6,580
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 3 250 1 4 21 792
The price elasticity of electricity demand in South Australia 0 6 14 141 4 10 33 309
The tourism forecasting competition 1 1 2 144 3 10 23 367
The value of feedback in forecasting competitions 0 0 0 55 2 3 11 131
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 1 5 17 446
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 4 318 1 4 24 1,224
Two-dimensional smoothing of mortality rates 0 0 2 24 1 2 13 42
Unmasking the Theta Method 1 1 1 292 3 4 15 1,138
Using R to Teach Econometrics 0 4 16 2,146 1 13 41 4,295
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 2 89 89 5 11 49 49
Total Working Papers 46 139 752 20,721 217 579 2,340 67,783


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 5 14 164 4 17 52 552
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 1 1 1 90 4 9 27 261
A change of editors 0 0 0 6 1 1 3 52
A gradient boosting approach to the Kaggle load forecasting competition 0 1 8 15 0 10 42 113
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 3 10 136
A state space framework for automatic forecasting using exponential smoothing methods 0 0 4 156 2 3 16 527
Another Look at Forecast Accuracy Metrics for Intermittent Demand 3 3 5 301 6 11 46 1,007
Another look at measures of forecast accuracy 1 3 7 239 7 14 50 755
Automatic Time Series Forecasting: The forecast Package for R 1 2 9 396 5 12 41 1,655
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 3 3 6 7 22 22
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 8 216
Changing of the guard 0 0 0 2 1 1 3 31
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 2 12 1 1 15 70
Editorial 0 0 0 9 1 1 5 104
Encouraging replication and reproducible research 0 0 0 10 0 0 4 52
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 2 11 117
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 1 2 9 12
Forecasting time series with multiple seasonal patterns 1 2 6 160 3 9 23 547
Free Open-Source Forecasting Using R 2 4 11 146 2 5 24 418
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 34 1 2 8 196
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 1 2 15 283
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 8 1 19 46 105
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 1 2 10 68
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 64 1 3 13 379
Minimum Sample Size requirements for Seasonal Forecasting Models 1 2 8 154 2 6 36 705
Monitoring processes with changing variances 0 0 0 16 1 1 8 96
Nonparametric time series forecasting with dynamic updating 0 0 1 2 1 1 10 20
On continuous-time threshold autoregression 0 0 2 43 0 0 8 154
Optimal combination forecasts for hierarchical time series 1 1 2 34 2 2 17 169
Optimally Reconciling Forecasts in a Hierarchy 1 3 11 29 2 5 28 64
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 1 1 10 101
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 2 127 1 3 14 512
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 0 2 3 3 1 6 12 12
Robust forecasting of mortality and fertility rates: A functional data approach 0 5 10 138 1 8 27 411
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 2 6 158
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 494 2 3 13 1,817
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 2 3 70 0 3 10 207
The admissible parameter space for exponential smoothing models 1 1 5 81 3 5 18 206
The interaction between trend and seasonality 0 0 0 59 0 0 3 234
The price elasticity of electricity demand in South Australia 0 1 9 67 1 3 26 235
The tourism forecasting competition 0 0 0 17 4 6 23 176
The tourism forecasting competition 0 0 0 7 3 4 19 59
The value of feedback in forecasting competitions 0 0 1 5 0 0 6 76
The value of feedback in forecasting competitions 0 0 1 1 0 0 8 25
Tourism forecasting: An introduction 1 1 4 31 2 4 11 91
Twenty-five years of forecasting 0 0 1 60 1 1 3 157
Unmasking the Theta method 0 0 0 55 1 1 9 308
Using R to teach econometrics 1 3 15 1,442 3 8 59 3,295
Total Journal Articles 15 42 152 5,024 85 211 891 17,171


Statistics updated 2017-02-02