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 2 5 6 392 3 8 25 822
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 5 121 1 4 23 490
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 5 37 215 393 25 123 587 879
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 6 558 3 8 27 1,588
A comparison of ten principal component methods for forecasting mortality rates 0 0 2 121 0 1 15 261
A state space model for exponential smoothing with group seasonality 0 1 3 199 0 4 14 482
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 1 2 13 529
Another Look at Measures of Forecast Accuracy 3 13 46 1,399 10 33 116 3,566
Automatic time series forecasting: the forecast package for R 0 1 9 1,520 3 10 62 4,134
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 2 42 0 3 15 61
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 2 19 1,451
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 1 17 2,066
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 5 1,006 1 2 28 3,481
Bayesian Rank Selection in Multivariate Regression 0 2 7 43 1 4 28 41
Boosting multi-step autoregressive forecasts 0 1 6 71 1 4 27 73
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 3 10 41 3 5 36 202
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 64 0 2 20 144
Density forecasting for long-term peak electricity demand 0 2 7 200 0 4 21 485
Efficient Identification of the Pareto Optimal Set 0 0 1 10 0 2 10 43
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 1 989 1 5 22 3,354
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 763 1 1 16 2,808
Exponential smoothing and non-negative data 0 0 1 83 1 2 11 274
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 1 2 52 1 2 10 52
Forecasting Time-Series with Correlated Seasonality 0 0 1 256 1 2 19 721
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 1 16 182
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 159 1 2 8 951
Forecasting hierarchical and grouped time series through trace minimization 1 3 8 48 5 16 44 56
Forecasting time series with complex seasonal patterns using exponential smoothing 0 2 8 170 0 7 24 413
Forecasting with Temporal Hierarchies 0 1 5 34 1 5 20 34
Forecasting with Temporal Hierarchies 0 0 4 59 0 3 22 32
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 3 245 0 0 8 1,528
Grouped functional time series forecasting: An application to age-specific mortality rates 0 1 11 55 2 5 31 43
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 1 1 1 184 1 3 24 865
Hierarchical forecasts for Australian domestic tourism 0 0 2 117 3 5 14 312
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 5 19 90
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 1 5 17 70
Invertibility Conditions for Exponential Smoothing Models 0 1 1 413 0 4 11 2,603
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 198 1 3 14 736
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 0 1 14 1,911
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 2 7 23 659
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 2 8 16 2 4 20 25
Long-term forecasts of age-specific participation rates with functional data models 0 1 8 31 0 1 17 27
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 1 3 57 0 3 10 42
Macroeconomic forecasting for Australia using a large number of predictors 4 16 83 83 13 37 88 88
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 4 618
Modelling and forecasting Australian domestic tourism 1 1 2 356 1 3 16 853
Monitoring Processes with Changing Variances 0 0 0 55 0 0 10 146
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 1 1 1 233 1 2 8 1,181
Non-linear exponential smoothing and positive data 0 0 0 117 0 0 12 479
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 1 3 181 0 1 11 986
Nonparametric autocovariance function estimation 0 0 0 69 0 0 7 1,064
Nonparametric estimation and symmetry tests for conditional density functions 0 0 1 2 0 0 11 34
Nonparametric time series forecasting with dynamic updating 0 0 0 154 1 4 19 353
Optimal combination forecasts for hierarchical time series 0 6 10 256 0 13 31 559
Prediction Intervals for Exponential Smoothing State Space Models 0 2 8 586 0 7 19 1,990
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 3 55 1 7 22 65
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 2 72 2 5 26 297
Rating Forecasts for Television Programs 0 1 4 216 0 2 21 607
Recursive and direct multi-step forecasting: the best of both worlds 1 5 9 33 4 11 24 107
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 3 26 1,685
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 4 374 0 1 16 1,070
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 6 15 77 2 13 46 92
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 1 4 18 166
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 208 0 3 9 1,007
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 0 0 10 1,027
Stochastic models underlying Croston's method for intermittent demand forecasting 1 1 3 2,164 1 1 17 6,583
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 250 0 1 14 796
The Australian Macro Database: An online resource for macroeconomic research in Australia 1 3 29 29 1 5 25 25
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 10 11 11 0 2 4 4
The price elasticity of electricity demand in South Australia 2 7 18 150 3 11 33 324
The tourism forecasting competition 0 2 4 146 0 5 27 375
The value of feedback in forecasting competitions 0 0 0 55 0 0 13 134
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 174 0 1 16 449
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 318 0 2 19 1,225
Two-dimensional smoothing of mortality rates 0 0 0 24 1 1 11 45
Unmasking the Theta Method 0 0 1 292 0 3 14 1,144
Using R to Teach Econometrics 4 5 15 2,151 4 7 36 4,304
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 5 95 95 0 12 62 62
Total Working Papers 31 157 726 21,008 114 481 2,282 68,530


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 14 167 1 5 45 561
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 2 3 92 0 2 25 265
A change of editors 1 1 1 7 1 1 5 55
A gradient boosting approach to the Kaggle load forecasting competition 1 3 8 18 2 12 41 130
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 0 8 136
A state space framework for automatic forecasting using exponential smoothing methods 1 2 6 159 2 4 19 535
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 2 6 303 4 8 43 1,021
Another look at measures of forecast accuracy 2 6 10 245 6 16 50 772
Automatic Time Series Forecasting: The forecast Package for R 0 1 5 397 5 12 37 1,670
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 4 4 1 4 29 29
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 0 3 207
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 1 9 220
Changing of the guard 0 0 0 2 0 0 3 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 12 1 1 8 74
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 0 0 2 4 4
Editorial 0 0 0 9 0 0 3 105
Encouraging replication and reproducible research 0 0 0 10 0 0 3 53
Exponential smoothing models: Means and variances for lead-time demand 0 1 1 24 0 1 8 119
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 0 7 13
Forecasting time series with multiple seasonal patterns 0 1 5 162 1 4 24 556
Free Open-Source Forecasting Using R 2 3 8 149 4 5 19 425
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 1 1 1 35 1 1 7 198
Hierarchical forecasts for Australian domestic tourism 0 1 1 68 1 2 9 287
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 9 0 3 32 98
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 0 9 69
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 65 0 0 8 381
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 5 154 3 8 37 716
Monitoring processes with changing variances 0 0 0 16 0 0 5 97
Nonparametric time series forecasting with dynamic updating 0 0 0 2 0 0 6 23
On continuous-time threshold autoregression 0 0 0 43 0 0 4 154
Optimal combination forecasts for hierarchical time series 1 1 2 35 1 1 9 171
Optimally Reconciling Forecasts in a Hierarchy 0 5 11 35 1 10 27 76
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 1 1 16 1 4 11 106
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 128 0 1 9 514
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 2 6 6 5 10 27 27
Robust forecasting of mortality and fertility rates: A functional data approach 1 2 11 143 2 12 35 431
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 0 4 159
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 1 495 0 3 14 1,821
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 3 71 0 1 9 210
The admissible parameter space for exponential smoothing models 0 0 5 82 1 2 21 211
The interaction between trend and seasonality 0 0 0 59 0 1 3 235
The price elasticity of electricity demand in South Australia 1 5 10 72 3 11 31 250
The tourism forecasting competition 1 1 2 9 1 3 16 65
The tourism forecasting competition 0 1 2 19 1 8 27 188
The value of feedback in forecasting competitions 0 0 0 5 0 1 4 78
The value of feedback in forecasting competitions 0 0 0 1 0 0 5 27
Tourism forecasting: An introduction 0 4 7 35 1 7 16 99
Twenty-five years of forecasting 0 0 1 60 0 0 3 157
Unmasking the Theta method 0 0 0 55 1 2 11 314
Using R to teach econometrics 1 2 11 1,444 1 4 42 3,303
Total Journal Articles 15 53 156 5,091 52 173 834 17,447


Statistics updated 2017-06-02