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 1 9 379 3 6 28 780
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 4 547 4 8 26 1,543
A comparison of ten principal component methods for forecasting mortality rates 0 4 10 116 0 9 33 227
A state space model for exponential smoothing with group seasonality 0 0 2 194 1 4 15 449
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 133 0 1 5 505
Another Look at Measures of Forecast Accuracy 4 11 70 1,279 9 26 183 3,305
Automatic time series forecasting: the forecast package for R 0 1 13 1,497 3 12 67 3,986
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 1 1 32 32 1 3 20 20
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 2 3 12 1,416
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 2 592 0 5 18 2,020
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 2 6 993 6 17 48 3,390
Boosting multi-step autoregressive forecasts 0 0 56 56 0 3 13 13
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 2 9 21 6 17 46 131
Coherent mortality forecasting: the product-ratio method with functional time series models 0 3 11 61 1 8 15 107
Density forecasting for long-term peak electricity demand 0 0 5 184 4 4 16 436
Efficient Identification of the Pareto Optimal Set 0 1 8 8 1 3 16 16
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 2 985 1 2 11 3,314
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 4 760 0 3 20 2,771
Exponential smoothing and non-negative data 0 0 1 80 3 6 19 237
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 3 41 41 2 5 14 14
Forecasting Time-Series with Correlated Seasonality 0 0 2 251 0 2 9 686
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 5 12 155
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 157 0 0 8 923
Forecasting time series with complex seasonal patterns using exponential smoothing 2 3 12 140 5 8 56 339
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 238 2 5 12 1,503
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 0 1 6 799
Hierarchical forecasts for Australian domestic tourism 0 1 4 109 0 2 11 268
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 1 1 2 13 1 1 7 61
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 1 1 3 39
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 1 3 8 2,582
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 2 5 13 703
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 12 537 4 13 47 1,845
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 1 190 0 2 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 0 3 4 603
Modelling and forecasting Australian domestic tourism 0 0 5 350 0 5 16 820
Monitoring Processes with Changing Variances 0 0 1 55 1 2 5 125
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 1 6 1,159
Non-linear exponential smoothing and positive data 1 1 1 117 1 1 11 454
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 0 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 0 1 1 0 1 10 10
Nonparametric time series forecasting with dynamic updating 0 2 6 152 1 6 28 305
Optimal combination forecasts for hierarchical time series 2 3 12 236 4 7 37 508
Prediction Intervals for Exponential Smoothing State Space Models 1 1 6 567 1 5 30 1,938
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 6 66 1 4 23 244
Rating Forecasts for Television Programs 0 1 7 206 2 7 22 552
Recursive and direct multi-step forecasting: the best of both worlds 1 3 11 22 2 6 20 53
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 5 18 1,625
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 13 364 0 3 47 1,023
Short-term load forecasting based on a semi-parametric additive model 0 0 4 62 0 1 10 130
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 2 206 1 2 11 984
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 2 7 9 1,003
Stochastic models underlying Croston's method for intermittent demand forecasting 1 3 24 2,152 11 26 126 6,516
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 6 237 0 5 30 728
The price elasticity of electricity demand in South Australia 1 1 10 116 1 10 33 255
The tourism forecasting competition 0 0 1 139 0 5 16 325
The value of feedback in forecasting competitions 0 2 3 50 1 4 18 105
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 2 172 1 5 12 424
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 308 1 7 13 1,180
Two-dimensional smoothing of mortality rates 1 1 4 20 1 4 12 18
Unmasking the Theta Method 0 0 3 291 0 2 14 1,119
Using R to Teach Econometrics 1 2 13 2,114 1 6 37 4,222
Total Working Papers 20 60 517 19,290 97 337 1,461 63,645
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 0 1 11 136 0 6 47 465
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 1 4 88 1 8 18 222
A change of editors 0 1 1 6 0 1 2 45
A gradient boosting approach to the Kaggle load forecasting competition 0 1 3 3 0 6 23 23
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 27 0 0 7 119
A state space framework for automatic forecasting using exponential smoothing methods 0 0 3 152 0 1 19 498
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 3 13 291 8 16 51 917
Another look at measures of forecast accuracy 0 2 18 218 1 7 60 668
Automatic Time Series Forecasting: The forecast Package for R 1 5 62 337 12 36 397 1,418
Bandwidth selection for kernel conditional density estimation 0 0 2 76 0 0 6 196
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 1 4 9 202
Changing of the guard 0 1 1 2 1 2 3 25
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 1 3 8 1 4 12 31
Editorial 0 0 0 9 0 0 0 93
Encouraging replication and reproducible research 0 0 1 9 0 0 4 43
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 23 0 2 10 101
Forecasting time series with multiple seasonal patterns 0 0 9 151 0 2 38 507
Free Open-Source Forecasting Using R 1 1 7 126 3 6 23 371
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 1 2 2 67 2 4 16 260
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 5 1 3 9 54
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 0 5 61 0 0 13 354
Minimum Sample Size requirements for Seasonal Forecasting Models 0 3 10 137 2 16 80 617
Monitoring processes with changing variances 0 0 0 16 1 1 2 84
Nonparametric time series forecasting with dynamic updating 0 1 1 1 0 1 4 4
On continuous-time threshold autoregression 0 1 1 40 0 2 4 139
Optimal combination forecasts for hierarchical time series 1 1 5 31 2 3 22 146
Optimally Reconciling Forecasts in a Hierarchy 0 3 5 5 1 8 14 14
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 3 13 2 2 18 77
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 6 122 1 5 17 489
Robust forecasting of mortality and fertility rates: A functional data approach 1 3 15 114 2 7 44 338
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 1 1 13 491 4 9 67 1,780
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 4 64 0 1 16 187
The admissible parameter space for exponential smoothing models 0 0 1 76 0 4 9 181
The interaction between trend and seasonality 0 0 2 59 0 1 3 226
The price elasticity of electricity demand in South Australia 0 1 13 50 0 9 45 186
The tourism forecasting competition 0 0 3 5 0 3 11 28
The tourism forecasting competition 0 2 4 15 0 6 16 128
The value of feedback in forecasting competitions 0 0 1 3 0 0 4 63
The value of feedback in forecasting competitions 0 0 0 0 0 0 3 12
Tourism forecasting: An introduction 0 2 4 21 0 2 7 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 3 4 17 1,405 6 12 54 3,173
Total Journal Articles 10 44 262 4,672 52 201 1,220 15,361


Statistics updated 2015-03-02