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 3 7 386 1 7 18 798
25 Years of IIF Time Series Forecasting: A Selective Review 1 1 4 117 2 5 23 469
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 27 72 142 205 70 187 345 362
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 1 552 1 3 12 1,562
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 119 0 1 17 246
A state space model for exponential smoothing with group seasonality 0 0 1 196 0 2 13 468
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 2 10 516
Another Look at Measures of Forecast Accuracy 5 27 67 1,358 15 51 135 3,465
Automatic time series forecasting: the forecast package for R 0 4 11 1,511 5 16 65 4,077
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 1 3 8 41 1 6 23 47
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 5 14 1,433
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 5 1,001 2 12 43 3,455
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 2 4 20 2,051
Bayesian Rank Selection in Multivariate Regression 2 37 38 38 3 10 16 16
Boosting multi-step autoregressive forecasts 0 2 7 65 1 7 28 47
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 2 4 31 1 7 23 167
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 2 64 1 1 17 125
Density forecasting for long-term peak electricity demand 1 3 7 194 2 6 22 466
Efficient Identification of the Pareto Optimal Set 1 1 1 10 2 2 13 35
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 988 0 1 13 3,332
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 2 762 3 6 22 2,795
Exponential smoothing and non-negative data 0 0 1 82 0 4 19 263
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 8 50 1 5 19 43
Forecasting Time-Series with Correlated Seasonality 0 2 3 255 0 5 11 702
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 2 2 10 168
Forecasting age-specific breast cancer mortality using functional data models 0 0 2 159 0 2 17 943
Forecasting hierarchical and grouped time series through trace minimization 2 3 42 42 3 8 15 15
Forecasting time series with complex seasonal patterns using exponential smoothing 0 5 15 162 1 7 35 390
Forecasting with Temporal Hierarchies 2 2 57 57 6 7 16 16
Forecasting with Temporal Hierarchies 0 0 29 29 2 2 16 16
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 1 3 242 0 4 14 1,520
Grouped functional time series forecasting: An application to age-specific mortality rates 3 46 47 47 4 10 16 16
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 0 4 35 841
Hierarchical forecasts for Australian domestic tourism 0 1 5 115 1 4 27 299
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 5 10 71
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 2 1 6 11 54
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 0 2 10 2,592
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 2 197 0 4 16 722
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 4 542 1 10 42 1,898
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 190 1 4 17 637
Long-term forecasts of age-specific participation rates with functional data models 2 24 25 25 2 5 12 12
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 1 1 54 0 4 12 32
Mixed Model-Based Hazard Estimation 0 0 0 132 0 0 3 614
Modelling and forecasting Australian domestic tourism 0 1 4 354 0 3 12 837
Monitoring Processes with Changing Variances 0 0 0 55 0 3 7 136
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 0 3 11 1,173
Non-linear exponential smoothing and positive data 0 0 0 117 1 2 13 468
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 1 178 1 3 14 976
Nonparametric autocovariance function estimation 0 0 0 69 1 3 12 1,058
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 1 2 12 24
Nonparametric time series forecasting with dynamic updating 0 0 1 154 1 3 18 335
Optimal combination forecasts for hierarchical time series 0 2 6 246 3 8 16 531
Prediction Intervals for Exponential Smoothing State Space Models 0 1 5 578 0 1 22 1,971
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 1 3 30 53 3 9 41 46
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 3 6 21 274
Rating Forecasts for Television Programs 1 1 5 213 2 4 28 588
Recursive and direct multi-step forecasting: the best of both worlds 0 0 2 24 2 10 29 85
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 4 10 32 1,663
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 5 370 0 3 20 1,054
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 2 2 35 64 5 10 46 51
Short-term load forecasting based on a semi-parametric additive model 0 0 1 64 0 3 14 148
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 0 3 10 998
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 205 0 2 12 1,017
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 5 2,161 1 8 29 6,567
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 6 249 0 2 37 782
The price elasticity of electricity demand in South Australia 1 2 14 133 1 8 32 292
The tourism forecasting competition 0 0 2 142 1 4 19 349
The value of feedback in forecasting competitions 0 0 3 55 0 1 10 121
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 2 174 1 1 10 434
Time Series Forecasting: The Case for the Single Source of Error State Space 0 1 8 317 1 3 23 1,207
Two-dimensional smoothing of mortality rates 0 0 2 24 1 3 13 35
Unmasking the Theta Method 0 0 0 291 0 4 9 1,130
Using R to Teach Econometrics 3 4 20 2,139 3 10 35 4,271
Total Working Papers 55 263 716 20,329 174 580 1,882 66,417


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 2 12 154 2 7 40 518
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 89 3 7 17 243
A change of editors 0 0 0 6 0 1 4 50
A gradient boosting approach to the Kaggle load forecasting competition 1 2 6 11 3 7 40 92
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 0 2 7 128
A state space framework for automatic forecasting using exponential smoothing methods 0 0 1 153 1 4 16 517
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 2 297 3 12 49 981
Another look at measures of forecast accuracy 0 3 10 235 6 13 47 728
Automatic Time Series Forecasting: The forecast Package for R 0 0 35 392 1 1 143 1,634
Bandwidth selection for kernel conditional density estimation 0 0 1 77 0 2 6 204
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 1 7 211
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 1 3 12 1 5 32 67
Editorial 0 0 0 9 0 3 7 102
Encouraging replication and reproducible research 0 0 0 10 0 2 4 50
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 4 7 111
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 0 1 6 6
Forecasting time series with multiple seasonal patterns 0 2 3 157 1 5 17 533
Free Open-Source Forecasting Using R 1 2 10 142 2 7 25 408
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 1 3 34 1 4 11 192
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 0 8 13 278
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 2 7 1 5 13 67
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 2 9 60
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 63 0 4 14 373
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 5 149 3 6 44 682
Monitoring processes with changing variances 0 0 0 16 0 4 6 92
Nonparametric time series forecasting with dynamic updating 0 1 1 2 0 6 10 17
On continuous-time threshold autoregression 0 1 2 43 0 3 9 150
Optimal combination forecasts for hierarchical time series 0 0 1 33 0 6 14 162
Optimally Reconciling Forecasts in a Hierarchy 2 5 14 26 3 11 28 52
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 1 3 12 96
Prediction intervals for exponential smoothing using two new classes of state space models 0 2 3 127 1 7 13 506
Robust forecasting of mortality and fertility rates: A functional data approach 0 1 15 132 0 7 42 396
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 3 7 155
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 494 5 7 19 1,812
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 68 0 2 11 201
The admissible parameter space for exponential smoothing models 0 1 1 77 1 3 9 191
The interaction between trend and seasonality 0 0 0 59 0 1 6 232
The price elasticity of electricity demand in South Australia 0 1 7 62 0 5 21 219
The tourism forecasting competition 0 0 2 17 3 7 29 164
The tourism forecasting competition 0 0 2 7 0 6 18 49
The value of feedback in forecasting competitions 0 1 2 5 0 4 8 74
The value of feedback in forecasting competitions 0 1 1 1 0 4 10 22
Tourism forecasting: An introduction 0 1 7 28 0 3 18 83
Twenty-five years of forecasting 0 0 0 59 0 0 6 154
Unmasking the Theta method 0 0 0 55 1 3 10 304
Using R to teach econometrics 2 4 21 1,435 9 21 72 3,270
Total Journal Articles 7 33 179 4,942 52 229 959 16,665


Statistics updated 2016-07-02