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 1 135 0 3 18 624
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 0 412 0 0 12 965
A Brief History of Forecasting Competitions 0 0 1 86 1 3 19 140
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 0 3 8 55
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 0 3 10 62
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 1 2 5 743 2 10 35 1,922
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 3 616 1 5 28 1,758
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 139 0 3 23 351
A state space model for exponential smoothing with group seasonality 0 0 2 207 0 0 25 549
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 0 0 8 564
Anomaly Detection Using Surprisals 3 7 7 7 4 10 10 10
Anomaly Detection in High Dimensional Data 0 0 1 27 0 1 10 91
Anomaly detection in streaming nonstationary temporal data 0 0 0 122 0 2 8 297
Another Look at Measures of Forecast Accuracy 4 12 32 1,551 14 50 173 4,083
Automatic time series forecasting: the forecast package for R 2 2 8 1,608 3 8 65 4,769
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 0 58 0 1 27 230
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 1 11 1,542
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 1 1 0 1 7 7
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 2 14 2,137
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 1,029 0 1 22 3,634
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 2 21 114
Boosting multi-step autoregressive forecasts 0 0 1 79 1 3 23 152
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 0 1 19 60
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 0 55 1 2 19 322
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 1 86 1 3 19 208
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 68 0 0 15 203
Conditional Normalization in Time Series Analysis 0 0 2 24 1 4 21 43
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 1 4 22 36
Density forecasting for long-term peak electricity demand 0 0 0 226 1 3 15 612
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 0 1 14 36
Dimension Reduction For Outlier Detection Using DOBIN 0 0 0 19 0 2 15 59
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 0 1 19 202
Efficient Identification of the Pareto Optimal Set 0 0 0 13 0 1 6 99
Efficient generation of time series with diverse and controllable characteristics 0 0 0 69 0 2 17 218
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 0 1,000 0 0 10 3,405
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 1 770 0 6 15 2,861
Exponential smoothing and non-negative data 0 0 0 85 0 0 16 312
FFORMA: Feature-based forecast model averaging 0 0 3 130 0 4 26 581
Fast Forecast Reconciliation Using Linear Models 0 0 0 83 1 1 12 199
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 0 1 14 152
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 0 0 20 0 1 17 28
Forecast Reconciliation: A Review 1 1 3 26 2 5 29 61
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 0 2 11 46
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 21 1 3 10 61
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 0 2 23 75
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 0 4 18 51
Forecasting Time-Series with Correlated Seasonality 0 0 1 263 0 0 15 784
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 0 0 4 215
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 1 2 13 998
Forecasting for Social Good 0 0 0 24 0 1 13 152
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 0 2 20 214
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 7 34 0 2 30 307
Forecasting time series with complex seasonal patterns using exponential smoothing 0 1 2 223 0 3 36 607
Forecasting with Temporal Hierarchies 0 0 0 74 0 1 18 264
Forecasting with Temporal Hierarchies 0 0 0 51 0 2 21 166
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 251 0 0 11 1,574
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 0 0 0 3 3
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 0 72 0 1 8 127
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 2 8 912
Hierarchical Forecasting 0 0 0 106 0 2 22 243
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 2 19 402
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 11 126
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 14 117
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 0 1 27 0 1 29 59
Invertibility Conditions for Exponential Smoothing Models 0 0 1 418 0 3 14 2,651
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 1 19 0 4 30 89
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 212 0 1 18 805
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 561 0 2 16 1,992
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 0 3 18 744
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 0 25 0 1 5 68
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 0 2 16 91
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 0 0 3 98
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 3 12 315
Manifold Learning with Approximate Nearest Neighbors 0 0 1 38 0 2 20 102
Meta-learning how to forecast time series 0 1 3 215 1 12 45 633
Mixed Model-Based Hazard Estimation 0 0 0 133 0 0 4 648
Modelling and forecasting Australian domestic tourism 0 1 2 382 0 1 13 944
Monitoring Processes with Changing Variances 0 0 1 61 0 2 18 188
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 1 1 11 1,220
Non-linear exponential smoothing and positive data 0 0 1 119 0 1 12 540
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 0 2 13 54
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 1 4 1,030
Nonparametric autocovariance function estimation 0 0 0 69 0 1 8 1,094
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 1 3 15 78
Nonparametric time series forecasting with dynamic updating 0 0 1 161 0 0 8 399
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 0 1 9 96
Online Conformal Inference for Multi-Step Time Series Forecasting 0 2 8 63 3 13 50 139
Optimal Forecast Reconciliation with Time Series Selection 0 0 2 24 0 2 17 31
Optimal Non-negative Forecast Reconciliation 0 0 2 39 0 2 27 120
Optimal combination forecasts for hierarchical time series 0 0 1 286 0 0 24 703
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 3 8 71 1 8 48 197
Prediction Intervals for Exponential Smoothing State Space Models 0 0 1 639 0 1 23 2,167
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 1 53 0 1 9 52
Probabilisitic forecasts in hierarchical time series 0 0 1 62 1 2 13 146
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 5 9 29 136
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 1 2 8 184
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 2 88 0 2 16 378
Rating Forecasts for Television Programs 0 0 0 223 0 0 10 649
Recursive and direct multi-step forecasting: the best of both worlds 1 5 23 474 5 28 129 1,474
Residual Diagnostic Plots for Checking for Model Mis-Specification in Time Series Regression 1 2 2 2 1 3 8 8
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 2 10 1,734
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 2 431 0 1 17 1,248
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 1 156 0 2 26 468
Seasonal Functional Autoregressive Models 0 0 0 42 0 1 14 85
Short-term load forecasting based on a semi-parametric additive model 0 0 2 76 0 2 19 244
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 217 0 0 14 1,066
Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting 0 0 1 42 0 1 7 21
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 0 1 44 0 2 10 143
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 0 1 5 1,054
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 2,173 1 3 28 6,666
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 2 267 0 1 15 882
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 4 13 73
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 2 10 92
The Road to Recovery from COVID-19 for Australian Tourism 0 0 1 67 0 0 13 156
The price elasticity of electricity demand in South Australia 0 0 1 187 0 0 14 490
The tourism forecasting competition 0 0 1 157 1 3 24 509
The value of feedback in forecasting competitions 0 0 1 60 0 2 20 216
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 0 2 11 507
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 0 335 0 3 18 1,319
Two-dimensional smoothing of mortality rates 0 0 1 34 0 0 11 111
Unmasking the Theta Method 0 0 0 311 0 0 16 1,237
Using R to Teach Econometrics 0 0 0 2,177 0 2 21 4,428
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 0 108 0 3 20 161
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 0 2 9 16
Total Working Papers 14 42 164 25,304 59 345 2,362 84,445


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 1 3 262 3 5 37 986
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 1 11 332
A brief history of forecasting competitions 0 0 1 33 2 2 12 151
A change of editors 0 0 0 7 0 0 10 75
A gradient boosting approach to the Kaggle load forecasting competition 0 1 2 57 3 6 30 341
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 1 2 14 180
A note on the categorization of demand patterns 0 2 4 9 2 4 23 51
A note on the validity of cross-validation for evaluating autoregressive time series prediction 5 16 46 313 25 63 239 949
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 0 0 3 45
A state space framework for automatic forecasting using exponential smoothing methods 0 1 16 276 4 13 86 979
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 6 405 3 15 43 1,518
Another look at measures of forecast accuracy 6 19 61 504 14 64 256 1,816
Assessing mortality inequality in the U.S.: What can be said about the future? 1 1 1 4 1 1 14 26
Automatic Time Series Forecasting: The forecast Package for R 2 4 8 490 6 22 71 2,346
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 4 50 0 2 37 230
Bandwidth selection for kernel conditional density estimation 0 0 3 120 0 4 26 369
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 5 242
Changing of the guard 0 0 0 3 2 2 8 49
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 0 1 18 155
Comments on: Exploratory functional data analysis 0 0 0 0 0 0 12 12
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 1 1 3 4 1 2 21 23
Crude oil price forecasting based on internet concern using an extreme learning machine 0 1 1 23 0 3 12 104
Distributed ARIMA models for ultra-long time series 0 0 2 6 1 1 12 32
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 0 1 16 45
Early classification of spatio-temporal events using partial information 0 0 0 0 1 1 7 14
Editorial 0 0 0 9 0 0 8 124
Encouraging replication and reproducible research 0 0 0 16 0 0 8 89
Ensemble forecasts of COVID-19 activity to support Australia’s pandemic response: 2020–22 0 0 0 0 0 0 0 0
Errors on Percentage Errors 0 0 4 4 0 3 18 19
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 2 23 0 1 21 109
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 0 1 12 175
FFORMA: Feature-based forecast model averaging 0 1 9 53 5 13 49 271
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 0 3 11 70
Forecast combinations: An over 50-year review 0 5 12 39 3 16 83 141
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 13 1 9 39 94
Forecast reconciliation: A review 1 8 18 24 5 20 87 118
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 1 1 12 35
Forecasting for social good 0 0 1 4 1 1 26 37
Forecasting in social settings: The state of the art 0 1 8 23 2 4 30 130
Forecasting interrupted time series 0 1 4 4 1 4 26 29
Forecasting time series with multiple seasonal patterns 0 0 1 188 0 1 16 679
Forecasting with temporal hierarchies 0 0 3 25 2 8 43 143
Forecasting, causality and feedback 0 0 0 9 0 1 5 27
Free Open-Source Forecasting Using R 0 0 0 168 1 1 11 502
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 1 13 236
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 1 5 12 1 4 28 54
Hierarchical forecasts for Australian domestic tourism 0 1 3 102 0 8 35 432
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 15 140
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 0 10 93
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 1 1 0 0 10 11
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 0 2 15 473
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 1 4 14 25
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 0 0 3 8 1 2 23 38
Macroeconomic forecasting for Australia using a large number of predictors 0 0 1 8 1 1 23 66
Minimum Sample Size requirements for Seasonal Forecasting Models 1 3 9 225 3 14 57 1,154
Modern Strategies for Time Series Regression 0 0 0 1 1 1 14 25
Monitoring processes with changing variances 0 0 0 20 0 0 12 133
Nonparametric time series forecasting with dynamic updating 0 0 0 3 1 1 15 70
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 0 2 5 0 0 11 24
On continuous-time threshold autoregression 0 0 0 51 1 1 6 182
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 4 10 28 49 13 27 93 189
Optimal combination forecasts for hierarchical time series 1 2 3 89 2 16 61 432
Optimal forecast reconciliation with time series selection 1 1 2 2 3 6 37 38
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 0 1 13 445
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 0 2 20 156
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 1 1 1 0 1 9 15
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 151 0 0 15 596
Principles and algorithms for forecasting groups of time series: Locality and globality 0 2 11 17 2 9 74 127
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 3 7 20 171 11 31 103 663
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 1 1 2 11 2 5 25 53
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 0 1 1 0 1 10 12
Robust forecasting of mortality and fertility rates: A functional data approach 0 1 7 376 0 6 54 1,051
STR: Seasonal-Trend Decomposition Using Regression 1 1 5 16 2 4 36 100
Seasonal functional autoregressive models 0 0 0 5 0 0 10 39
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 1 8 190
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 2 3 15 23
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 506 0 2 24 1,905
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 5 149 1 3 28 436
The admissible parameter space for exponential smoothing models 0 0 0 89 0 1 21 265
The interaction between trend and seasonality 0 0 0 84 1 3 11 346
The price elasticity of electricity demand in South Australia 0 0 0 120 0 1 16 448
The tourism forecasting competition 0 0 2 56 2 4 30 452
The tourism forecasting competition 0 1 2 28 0 3 19 210
The value of feedback in forecasting competitions 0 0 0 12 1 2 15 146
The value of feedback in forecasting competitions 0 0 0 5 0 0 7 82
Tourism forecasting: An introduction 0 0 1 50 1 2 22 175
Twenty-five years of forecasting 0 0 0 64 0 1 20 201
Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data 0 0 0 0 0 1 10 10
Unmasking the Theta method 0 0 3 84 0 2 20 443
Using R to teach econometrics 0 0 0 1,489 1 3 18 3,496
Visualising forecasting algorithm performance using time series instance spaces 1 2 2 33 1 4 16 165
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 6 0 0 6 24
Total Journal Articles 30 98 347 7,857 146 486 2,695 29,951


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On Sampling Methods for Costly Multi-Objective Black-Box Optimization 0 0 0 0 0 1 9 24
Total Chapters 0 0 0 0 0 1 9 24


Statistics updated 2026-08-07