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 2 113 2 4 9 449
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 3 380 0 2 12 782
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 0 8 67 67 0 15 21 21
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 7 551 2 3 29 1,552
A comparison of ten principal component methods for forecasting mortality rates 0 2 7 118 0 4 22 232
A state space model for exponential smoothing with group seasonality 0 0 1 195 1 3 14 457
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 1 4 506
Another Look at Measures of Forecast Accuracy 0 8 44 1,295 0 13 100 3,336
Automatic time series forecasting: the forecast package for R 0 4 10 1,503 2 12 63 4,021
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 3 34 0 1 14 25
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 4 9 1,420
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 2 9 997 3 8 61 3,417
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 2 593 1 7 22 2,032
Boosting multi-step autoregressive forecasts 0 0 2 58 1 3 11 21
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 4 11 28 0 6 41 146
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 6 62 0 0 11 108
Density forecasting for long-term peak electricity demand 0 1 4 187 1 4 16 445
Efficient Identification of the Pareto Optimal Set 0 0 2 9 1 3 16 23
Empirical Information Criteria for Time Series Forecasting Model Selection 0 1 2 986 3 7 12 3,322
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 3 761 0 2 12 2,774
Exponential smoothing and non-negative data 0 0 1 81 4 8 22 250
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 3 7 44 1 6 19 26
Forecasting Time-Series with Correlated Seasonality 0 0 2 252 0 1 9 691
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 2 8 158
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 157 0 4 7 927
Forecasting time series with complex seasonal patterns using exponential smoothing 2 4 16 150 2 6 40 358
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 1 3 240 0 3 11 1,508
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 0 1 11 807
Hierarchical forecasts for Australian domestic tourism 0 0 2 110 1 1 8 273
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 0 1 6 43
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 13 0 1 2 62
Invertibility Conditions for Exponential Smoothing Models 0 0 1 411 0 0 5 2,582
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 195 1 2 11 707
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 3 538 1 6 36 1,861
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 0 2 7 620
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 3 53 0 5 15 21
Mixed Model-Based Hazard Estimation 0 0 0 132 0 8 12 611
Modelling and forecasting Australian domestic tourism 0 0 2 350 0 3 15 826
Monitoring Processes with Changing Variances 0 0 1 55 0 2 7 129
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 2 5 1,162
Non-linear exponential smoothing and positive data 0 0 1 117 0 1 6 455
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 177 1 3 5 963
Nonparametric autocovariance function estimation 0 0 0 69 0 0 0 1,046
Nonparametric estimation and symmetry tests for conditional density functions 0 0 1 1 1 3 6 13
Nonparametric time series forecasting with dynamic updating 0 0 6 153 0 12 27 322
Optimal combination forecasts for hierarchical time series 0 1 9 240 0 3 21 515
Prediction Intervals for Exponential Smoothing State Space Models 0 1 10 574 0 2 29 1,951
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 39 39 39 0 7 7 7
Rainbow plots, Bagplots and Boxplots for Functional Data 0 2 3 69 0 5 17 255
Rating Forecasts for Television Programs 0 1 6 209 0 5 23 564
Recursive and direct multi-step forecasting: the best of both worlds 0 1 10 23 1 5 18 59
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 7 23 1,636
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 5 365 2 5 24 1,037
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 2 48 48 48 1 11 11 11
Short-term load forecasting based on a semi-parametric additive model 0 1 3 64 0 4 8 136
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 207 0 3 9 989
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 0 3 11 1,007
Stochastic models underlying Croston's method for intermittent demand forecasting 0 3 18 2,158 0 14 102 6,546
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 10 243 0 6 29 747
The price elasticity of electricity demand in South Australia 0 3 11 121 0 3 25 262
The tourism forecasting competition 0 0 1 140 2 3 19 333
The value of feedback in forecasting competitions 0 1 5 53 0 6 13 114
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 1 1 173 0 1 7 425
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 2 309 0 4 16 1,186
Two-dimensional smoothing of mortality rates 0 0 4 22 0 1 12 23
Unmasking the Theta Method 0 0 0 291 0 1 6 1,121
Using R to Teach Econometrics 0 4 16 2,122 0 9 36 4,240
Total Working Papers 6 148 437 19,685 36 293 1,265 64,674


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 4 10 143 3 14 33 484
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 2 88 0 5 19 227
A change of editors 0 0 1 6 0 1 3 46
A gradient boosting approach to the Kaggle load forecasting competition 1 2 5 6 5 22 49 60
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 3 7 122
A state space framework for automatic forecasting using exponential smoothing methods 0 0 1 152 2 4 10 503
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 2 12 295 4 15 52 941
Another look at measures of forecast accuracy 0 3 17 227 0 9 39 686
Automatic Time Series Forecasting: The forecast Package for R 0 11 38 360 2 49 199 1,514
Bandwidth selection for kernel conditional density estimation 1 1 2 77 1 1 5 199
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 2 28 0 2 11 205
Changing of the guard 0 0 1 2 0 1 3 26
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 3 9 0 1 12 35
Editorial 0 0 0 9 0 2 2 95
Encouraging replication and reproducible research 0 1 1 10 0 2 5 46
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 1 5 104
Forecasting time series with multiple seasonal patterns 0 0 5 154 0 0 22 516
Free Open-Source Forecasting Using R 0 2 10 132 1 5 25 385
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 31 1 1 1 182
Hierarchical forecasts for Australian domestic tourism 0 0 2 67 0 2 10 265
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 5 0 0 3 54
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 4 4 52
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 3 63 0 2 8 359
Minimum Sample Size requirements for Seasonal Forecasting Models 0 2 13 144 5 17 66 647
Monitoring processes with changing variances 0 0 0 16 0 2 3 86
Nonparametric time series forecasting with dynamic updating 0 0 1 1 0 2 5 7
On continuous-time threshold autoregression 0 0 2 41 0 1 5 141
Optimal combination forecasts for hierarchical time series 0 0 2 32 0 0 8 148
Optimally Reconciling Forecasts in a Hierarchy 0 5 13 13 0 6 25 25
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 2 15 0 3 12 84
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 6 124 3 5 18 496
Robust forecasting of mortality and fertility rates: A functional data approach 0 2 12 118 1 5 36 357
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 2 4 7 150
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 11 494 1 10 44 1,798
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 4 65 0 1 10 190
The admissible parameter space for exponential smoothing models 0 0 1 76 0 5 10 186
The interaction between trend and seasonality 0 0 1 59 0 1 3 227
The price elasticity of electricity demand in South Australia 0 2 11 55 0 6 37 198
The tourism forecasting competition 1 1 2 6 1 5 10 33
The tourism forecasting competition 0 1 5 16 1 3 21 138
The value of feedback in forecasting competitions 0 0 0 0 0 1 2 13
The value of feedback in forecasting competitions 0 1 1 4 0 3 5 67
Tourism forecasting: An introduction 0 2 5 23 2 6 10 71
Twenty-five years of forecasting 0 0 0 59 1 3 4 149
Unmasking the Theta method 0 0 0 55 0 1 1 294
Using R to teach econometrics 0 2 16 1,414 0 11 49 3,200
Total Journal Articles 5 47 224 4,780 37 247 918 15,811


Statistics updated 2015-09-01