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 4 117 2 4 22 471
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 6 386 1 6 21 803
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 23 71 181 249 66 192 458 484
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 2 3 554 2 4 13 1,565
A comparison of ten principal component methods for forecasting mortality rates 0 0 0 119 0 2 15 248
A state space model for exponential smoothing with group seasonality 0 0 1 196 2 2 11 470
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 2 3 13 519
Another Look at Measures of Forecast Accuracy 5 13 70 1,366 8 34 146 3,484
Automatic time series forecasting: the forecast package for R 1 2 9 1,513 6 14 59 4,086
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 6 41 2 4 22 50
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 2 6 18 1,438
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 2 3 7 1,004 3 8 44 3,461
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 2 16 2,051
Bayesian Rank Selection in Multivariate Regression 0 4 40 40 2 8 21 21
Boosting multi-step autoregressive forecasts 0 0 7 65 2 4 29 50
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 2 4 33 3 6 24 172
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 64 1 2 17 126
Density forecasting for long-term peak electricity demand 0 1 6 194 1 5 23 469
Efficient Identification of the Pareto Optimal Set 0 1 1 10 0 2 12 35
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 988 0 2 12 3,334
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 762 1 6 23 2,798
Exponential smoothing and non-negative data 0 0 1 82 1 1 18 264
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 5 50 0 1 16 43
Forecasting Time-Series with Correlated Seasonality 0 0 3 255 1 3 13 705
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 1 4 11 170
Forecasting age-specific breast cancer mortality using functional data models 0 0 2 159 1 1 16 944
Forecasting hierarchical and grouped time series through trace minimization 0 2 42 42 3 11 23 23
Forecasting time series with complex seasonal patterns using exponential smoothing 2 2 13 164 2 4 29 393
Forecasting with Temporal Hierarchies 0 2 57 57 0 7 17 17
Forecasting with Temporal Hierarchies 0 0 29 29 2 4 18 18
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 1 1 3 243 1 2 14 1,522
Grouped functional time series forecasting: An application to age-specific mortality rates 2 7 51 51 2 9 21 21
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 5 6 39 847
Hierarchical forecasts for Australian domestic tourism 0 0 3 115 1 2 25 300
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 2 11 73
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 0 2 11 55
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 0 2 12 2,594
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 197 0 2 18 724
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 3 542 2 5 40 1,902
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 1 3 19 639
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 1 4 12 12 2 8 13 13
Long-term forecasts of age-specific participation rates with functional data models 0 3 26 26 1 6 16 16
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 1 54 0 1 12 33
Mixed Model-Based Hazard Estimation 0 0 0 132 1 1 4 615
Modelling and forecasting Australian domestic tourism 0 0 4 354 1 3 14 840
Monitoring Processes with Changing Variances 0 0 0 55 0 1 8 137
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 1 1 12 1,174
Non-linear exponential smoothing and positive data 0 0 0 117 0 3 15 470
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 1 2 179 2 4 16 979
Nonparametric autocovariance function estimation 0 0 0 69 1 2 13 1,059
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 0 1 11 24
Nonparametric time series forecasting with dynamic updating 0 0 0 154 1 3 13 337
Optimal combination forecasts for hierarchical time series 0 1 6 247 1 6 18 534
Prediction Intervals for Exponential Smoothing State Space Models 0 0 3 578 1 3 20 1,974
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 2 12 54 0 5 38 48
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 0 4 17 275
Rating Forecasts for Television Programs 0 1 3 213 0 2 21 588
Recursive and direct multi-step forecasting: the best of both worlds 1 1 2 25 1 5 29 88
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 9 31 1,668
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 5 370 0 2 21 1,056
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 2 5 17 67 3 10 39 56
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 1 1 13 149
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 0 0 9 998
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 0 2 12 1,019
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 3 2,161 2 5 24 6,571
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 6 249 1 3 35 785
The price elasticity of electricity demand in South Australia 0 2 12 134 0 3 31 294
The tourism forecasting competition 1 1 3 143 3 7 22 355
The value of feedback in forecasting competitions 0 0 2 55 1 3 10 124
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 0 2 10 435
Time Series Forecasting: The Case for the Single Source of Error State Space 1 1 9 318 1 3 23 1,209
Two-dimensional smoothing of mortality rates 0 0 2 24 0 4 15 38
Unmasking the Theta Method 0 0 0 291 0 1 10 1,131
Using R to Teach Econometrics 1 6 18 2,142 1 6 30 4,274
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 86 86 86 2 34 34 34
Total Working Papers 46 229 801 20,511 158 541 2,049 66,789


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 3 13 156 3 8 39 524
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 5 9 22 249
A change of editors 0 0 0 6 0 0 4 50
A gradient boosting approach to the Kaggle load forecasting competition 0 1 5 11 1 5 33 94
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 3 9 131
A state space framework for automatic forecasting using exponential smoothing methods 1 1 2 154 1 2 15 518
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 3 298 4 10 47 988
Another look at measures of forecast accuracy 0 1 9 236 4 15 51 737
Automatic Time Series Forecasting: The forecast Package for R 0 0 28 392 1 3 110 1,636
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 2 2 2 2 2 5 5 5
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 0 5 204
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 6 211
Changing of the guard 0 0 0 2 0 0 3 29
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 3 12 0 2 33 68
Editorial 0 0 0 9 0 0 7 102
Encouraging replication and reproducible research 0 0 0 10 0 0 4 50
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 2 3 10 114
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 0 3 9 9
Forecasting time series with multiple seasonal patterns 1 1 4 158 1 3 17 535
Free Open-Source Forecasting Using R 0 1 10 142 2 6 28 412
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 3 34 0 1 11 192
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 0 1 14 279
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 7 1 3 14 69
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 2 4 12 64
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 63 0 0 12 373
Minimum Sample Size requirements for Seasonal Forecasting Models 1 1 5 150 5 12 43 691
Monitoring processes with changing variances 0 0 0 16 0 1 7 93
Nonparametric time series forecasting with dynamic updating 0 0 1 2 0 0 10 17
On continuous-time threshold autoregression 0 0 2 43 0 3 12 153
Optimal combination forecasts for hierarchical time series 0 0 1 33 1 2 16 164
Optimally Reconciling Forecasts in a Hierarchy 0 2 12 26 1 6 29 55
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 2 3 13 98
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 3 127 1 2 14 507
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 0 1 1 1 1 3 3 3
Robust forecasting of mortality and fertility rates: A functional data approach 0 0 11 132 0 4 39 400
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 0 6 155
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 494 0 6 14 1,813
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 68 0 0 11 201
The admissible parameter space for exponential smoothing models 2 2 3 79 2 4 8 194
The interaction between trend and seasonality 0 0 0 59 0 0 5 232
The price elasticity of electricity demand in South Australia 1 3 9 65 4 7 27 226
The tourism forecasting competition 0 0 1 7 1 5 21 54
The tourism forecasting competition 0 0 1 17 2 6 28 167
The value of feedback in forecasting competitions 0 0 1 1 1 2 11 24
The value of feedback in forecasting competitions 0 0 1 5 1 1 8 75
Tourism forecasting: An introduction 0 2 6 30 0 3 15 86
Twenty-five years of forecasting 0 0 0 59 0 0 5 154
Unmasking the Theta method 0 0 0 55 0 1 10 304
Using R to teach econometrics 1 5 22 1,438 6 18 77 3,279
Total Journal Articles 10 27 169 4,962 58 175 952 16,788


Statistics updated 2016-09-03