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 5 387 4 9 24 814
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 4 120 2 9 25 486
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 21 59 248 356 61 142 636 756
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 3 6 557 1 6 21 1,580
A comparison of ten principal component methods for forecasting mortality rates 0 1 2 121 5 10 17 260
A state space model for exponential smoothing with group seasonality 0 0 3 198 1 4 14 478
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 2 5 13 527
Another Look at Measures of Forecast Accuracy 3 15 59 1,386 9 35 128 3,533
Automatic time series forecasting: the forecast package for R 0 0 13 1,519 6 18 65 4,124
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 3 41 2 5 18 58
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 2 24 1,449
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 5 1,005 4 13 36 3,479
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 2 7 18 2,065
Bayesian Rank Selection in Multivariate Regression 0 1 41 41 1 9 37 37
Boosting multi-step autoregressive forecasts 1 1 8 70 6 11 31 69
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 2 3 9 38 5 12 37 197
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 64 2 7 18 142
Density forecasting for long-term peak electricity demand 2 2 7 198 4 5 21 481
Efficient Identification of the Pareto Optimal Set 0 0 1 10 3 3 10 41
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 0 988 2 5 19 3,349
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 1 1 2 763 4 5 20 2,807
Exponential smoothing and non-negative data 1 1 1 83 2 4 14 272
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 51 1 5 12 50
Forecasting Time-Series with Correlated Seasonality 0 0 3 256 2 5 22 719
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 4 7 15 181
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 159 2 2 11 949
Forecasting hierarchical and grouped time series through trace minimization 1 1 7 45 3 9 35 40
Forecasting time series with complex seasonal patterns using exponential smoothing 0 0 13 168 1 4 26 406
Forecasting with Temporal Hierarchies 1 1 5 59 4 8 21 29
Forecasting with Temporal Hierarchies 2 2 4 33 2 7 16 29
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 2 4 245 1 4 12 1,528
Grouped functional time series forecasting: An application to age-specific mortality rates 0 1 54 54 3 7 38 38
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 2 7 27 862
Hierarchical forecasts for Australian domestic tourism 0 1 3 117 0 4 12 307
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 2 5 19 85
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 1 3 2 4 17 65
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 1 2 10 2,599
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 2 198 3 4 16 733
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 0 4 23 1,910
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 2 192 1 6 20 652
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 1 1 14 14 2 5 21 21
Long-term forecasts of age-specific participation rates with functional data models 1 2 30 30 2 6 26 26
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 2 3 56 1 5 13 39
Macroeconomic forecasting for Australia using a large number of predictors 61 67 67 67 38 51 51 51
Mixed Model-Based Hazard Estimation 0 0 0 132 0 1 4 618
Modelling and forecasting Australian domestic tourism 0 1 3 355 1 5 18 850
Monitoring Processes with Changing Variances 0 0 0 55 0 4 13 146
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 2 3 9 1,179
Non-linear exponential smoothing and positive data 0 0 0 117 2 5 15 479
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 1 2 180 1 4 12 985
Nonparametric autocovariance function estimation 0 0 0 69 2 3 9 1,064
Nonparametric estimation and symmetry tests for conditional density functions 1 1 1 2 3 6 12 34
Nonparametric time series forecasting with dynamic updating 0 0 0 154 4 9 18 349
Optimal combination forecasts for hierarchical time series 0 1 7 250 2 6 24 546
Prediction Intervals for Exponential Smoothing State Space Models 1 5 7 584 2 6 13 1,983
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 5 55 2 5 24 58
Rainbow plots, Bagplots and Boxplots for Functional Data 1 1 1 71 4 12 24 292
Rating Forecasts for Television Programs 2 2 3 215 6 12 21 605
Recursive and direct multi-step forecasting: the best of both worlds 0 1 4 28 1 3 23 96
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 6 31 1,682
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 5 374 3 7 19 1,069
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 2 10 71 5 13 41 79
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 2 6 17 162
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 2 3 11 1,004
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 1 206 1 3 12 1,027
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 4 2,163 3 7 24 6,582
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 1 250 3 6 15 795
The Australian Macro Database: An online resource for macroeconomic research in Australia 22 26 26 26 14 20 20 20
The price elasticity of electricity demand in South Australia 2 4 15 143 5 10 32 313
The tourism forecasting competition 0 1 2 144 5 13 25 370
The value of feedback in forecasting competitions 0 0 0 55 4 6 14 134
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 2 6 17 448
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 3 318 0 2 20 1,223
Two-dimensional smoothing of mortality rates 0 0 2 24 2 4 14 44
Unmasking the Theta Method 0 1 1 292 3 7 16 1,141
Using R to Teach Econometrics 0 3 13 2,146 3 11 38 4,297
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 2 90 90 3 10 50 50
Total Working Papers 131 227 839 20,850 299 711 2,364 68,047


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 14 165 5 17 52 556
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 1 1 90 2 10 27 263
A change of editors 0 0 0 6 2 3 5 54
A gradient boosting approach to the Kaggle load forecasting competition 0 0 7 15 6 9 44 118
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 2 10 136
A state space framework for automatic forecasting using exponential smoothing methods 1 1 5 157 4 7 19 531
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 3 4 301 6 16 48 1,013
Another look at measures of forecast accuracy 0 2 7 239 3 10 45 756
Automatic Time Series Forecasting: The forecast Package for R 0 1 4 396 3 10 26 1,658
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 3 3 3 9 25 25
Bandwidth selection for kernel conditional density estimation 0 0 0 77 2 2 6 207
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 3 5 10 219
Changing of the guard 0 0 0 2 1 2 4 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 2 12 3 4 13 73
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 0 1 2 2 2
Editorial 0 0 0 9 1 2 6 105
Encouraging replication and reproducible research 0 0 0 10 1 1 5 53
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 1 3 11 118
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 1 3 9 13
Forecasting time series with multiple seasonal patterns 1 2 7 161 5 11 28 552
Free Open-Source Forecasting Using R 0 2 10 146 2 4 23 420
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 34 1 3 9 197
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 2 4 15 285
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 8 3 5 35 95
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 2 3 11 69
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 2 65 3 4 13 381
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 7 154 3 7 36 708
Monitoring processes with changing variances 0 0 0 16 1 2 9 97
Nonparametric time series forecasting with dynamic updating 0 0 1 2 3 4 12 23
On continuous-time threshold autoregression 0 0 1 43 0 0 7 154
Optimal combination forecasts for hierarchical time series 0 1 1 34 1 3 15 170
Optimally Reconciling Forecasts in a Hierarchy 1 3 11 30 2 5 28 66
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 1 2 9 102
Prediction intervals for exponential smoothing using two new classes of state space models 1 1 3 128 2 4 14 513
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 3 4 4 5 9 17 17
Robust forecasting of mortality and fertility rates: A functional data approach 3 5 13 141 8 12 34 419
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 1 3 7 159
Stochastic models underlying Croston's method for intermittent demand forecasting 1 1 1 495 1 4 13 1,818
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 2 70 2 4 11 209
The admissible parameter space for exponential smoothing models 1 2 6 82 3 7 21 209
The interaction between trend and seasonality 0 0 0 59 0 0 3 234
The price elasticity of electricity demand in South Australia 0 0 8 67 4 5 28 239
The tourism forecasting competition 1 1 1 18 4 9 24 180
The tourism forecasting competition 1 1 1 8 4 7 21 62
The value of feedback in forecasting competitions 0 0 1 1 2 2 9 27
The value of feedback in forecasting competitions 0 0 1 5 1 1 7 77
Tourism forecasting: An introduction 0 1 4 31 1 4 12 92
Twenty-five years of forecasting 0 0 1 60 0 1 3 157
Unmasking the Theta method 0 0 0 55 4 5 12 312
Using R to teach econometrics 0 3 12 1,442 4 10 57 3,299
Total Journal Articles 14 41 148 5,038 123 261 910 17,274


Statistics updated 2017-03-07