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 1 3 381 0 6 11 788
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 2 115 1 7 14 459
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 4 19 93 93 12 45 90 90
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 4 551 2 6 19 1,558
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 119 1 7 14 241
A state space model for exponential smoothing with group seasonality 0 0 1 195 0 3 15 463
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 3 5 510
Another Look at Measures of Forecast Accuracy 4 12 44 1,319 12 29 98 3,394
Automatic time series forecasting: the forecast package for R 1 2 9 1,506 4 19 70 4,053
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 1 2 7 38 2 8 19 38
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 1 8 1,422
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 2 8 1,000 0 9 51 3,435
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 593 0 4 23 2,043
Boosting multi-step autoregressive forecasts 2 3 6 62 3 9 21 34
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 8 29 3 9 35 160
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 2 63 2 6 14 120
Density forecasting for long-term peak electricity demand 0 0 6 190 1 4 20 452
Efficient Identification of the Pareto Optimal Set 0 0 1 9 3 7 15 30
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 987 1 3 14 3,327
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 761 2 8 15 2,786
Exponential smoothing and non-negative data 1 1 2 82 2 5 21 255
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 2 10 50 2 5 24 36
Forecasting Time-Series with Correlated Seasonality 0 0 2 253 0 2 11 697
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 3 8 163
Forecasting age-specific breast cancer mortality using functional data models 0 1 2 159 0 5 14 937
Forecasting time series with complex seasonal patterns using exponential smoothing 1 2 17 155 2 9 44 378
Forecasting with Temporal Hierarchies 1 4 54 54 1 5 7 7
Forecasting with Temporal Hierarchies 0 8 29 29 2 11 12 12
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 1 3 241 1 4 13 1,514
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 3 16 28 827
Hierarchical forecasts for Australian domestic tourism 1 1 5 114 2 11 22 290
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 13 1 3 6 66
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 1 3 10 48
Invertibility Conditions for Exponential Smoothing Models 0 0 0 411 0 3 4 2,585
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 1 196 2 4 12 713
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 4 541 0 3 40 1,881
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 0 5 8 625
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 53 0 3 13 24
Mixed Model-Based Hazard Estimation 0 0 0 132 0 2 10 613
Modelling and forecasting Australian domestic tourism 0 1 2 352 0 2 9 829
Monitoring Processes with Changing Variances 0 0 0 55 0 3 8 132
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 3 7 1,166
Non-linear exponential smoothing and positive data 0 0 1 117 0 3 9 462
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 1 1 178 2 6 9 969
Nonparametric autocovariance function estimation 0 0 0 69 0 5 6 1,052
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 1 7 11 21
Nonparametric time series forecasting with dynamic updating 0 0 2 154 1 3 25 329
Optimal combination forecasts for hierarchical time series 0 2 9 243 1 5 18 522
Prediction Intervals for Exponential Smoothing State Space Models 0 0 11 577 3 8 31 1,968
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 1 3 49 49 2 10 29 29
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 3 69 2 7 22 265
Rating Forecasts for Television Programs 0 1 6 212 0 6 26 576
Recursive and direct multi-step forecasting: the best of both worlds 0 0 3 24 1 8 21 72
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 2 10 25 1,649
Robust forecasting of mortality and fertility rates: a functional data approach 0 3 5 369 1 8 24 1,047
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 2 60 60 0 6 34 34
Short-term load forecasting based on a semi-parametric additive model 0 0 2 64 0 2 8 138
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 207 1 3 9 992
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 1 6 13 1,014
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 8 2,159 0 5 51 6,556
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 10 247 1 11 43 771
The price elasticity of electricity demand in South Australia 1 4 12 127 1 10 22 276
The tourism forecasting competition 0 2 3 142 3 7 19 344
The value of feedback in forecasting competitions 0 1 5 55 1 4 16 120
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 173 0 3 6 429
Time Series Forecasting: The Case for the Single Source of Error State Space 0 3 6 314 1 8 21 1,200
Two-dimensional smoothing of mortality rates 0 0 3 22 0 5 12 29
Unmasking the Theta Method 0 0 0 291 0 1 4 1,123
Using R to Teach Econometrics 3 3 17 2,130 3 6 33 4,254
Total Working Papers 22 91 551 19,934 96 466 1,449 65,442


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 14 150 3 6 35 500
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 2 6 13 234
A change of editors 0 0 0 6 1 2 4 49
A gradient boosting approach to the Kaggle load forecasting competition 0 0 4 7 1 5 48 71
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 3 7 126
A state space framework for automatic forecasting using exponential smoothing methods 0 0 0 152 1 8 13 511
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 6 296 1 12 52 961
Another look at measures of forecast accuracy 1 2 14 232 4 11 38 705
Automatic Time Series Forecasting: The forecast Package for R 2 10 51 387 23 54 208 1,614
Bandwidth selection for kernel conditional density estimation 0 0 1 77 0 2 5 201
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 2 7 208
Changing of the guard 0 0 0 2 1 2 4 28
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 2 10 7 17 25 55
Editorial 0 0 0 9 1 4 6 99
Encouraging replication and reproducible research 0 0 1 10 1 2 5 48
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 2 5 106
Forecasting time series with multiple seasonal patterns 0 0 3 154 1 5 17 524
Free Open-Source Forecasting Using R 0 1 10 135 2 7 26 394
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 1 2 33 1 4 7 188
Hierarchical forecasts for Australian domestic tourism 0 0 1 67 2 3 10 268
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 1 1 2 7 1 2 6 59
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 2 6 10 58
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 63 1 3 12 366
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 9 146 2 10 54 669
Monitoring processes with changing variances 0 0 0 16 1 2 5 88
Nonparametric time series forecasting with dynamic updating 0 0 0 1 0 3 6 10
On continuous-time threshold autoregression 0 0 1 41 2 4 7 146
Optimal combination forecasts for hierarchical time series 0 0 2 32 2 4 8 152
Optimally Reconciling Forecasts in a Hierarchy 0 1 13 18 0 5 23 36
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 2 15 1 3 16 91
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 3 125 1 5 10 498
Robust forecasting of mortality and fertility rates: A functional data approach 3 6 15 128 6 20 48 384
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 3 6 152
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 4 494 0 2 28 1,804
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 67 1 4 10 197
The admissible parameter space for exponential smoothing models 0 0 0 76 0 1 7 188
The interaction between trend and seasonality 0 0 0 59 1 4 5 231
The price elasticity of electricity demand in South Australia 0 2 8 58 2 6 23 209
The tourism forecasting competition 0 0 2 7 0 2 12 40
The tourism forecasting competition 0 1 2 17 3 11 25 153
The value of feedback in forecasting competitions 0 0 0 0 2 4 5 17
The value of feedback in forecasting competitions 0 0 1 4 0 3 7 70
Tourism forecasting: An introduction 0 0 6 27 2 6 16 80
Twenty-five years of forecasting 0 0 0 59 2 4 9 154
Unmasking the Theta method 0 0 0 55 1 4 6 299
Using R to teach econometrics 1 6 25 1,427 7 21 69 3,236
Total Journal Articles 8 35 210 4,872 95 299 968 16,277


Statistics updated 2016-02-03