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 5 386 0 2 22 805
25 Years of IIF Time Series Forecasting: A Selective Review 1 2 4 119 2 6 22 477
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 11 48 218 297 30 130 555 614
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 3 554 1 9 22 1,574
A comparison of ten principal component methods for forecasting mortality rates 1 1 1 120 1 2 13 250
A state space model for exponential smoothing with group seasonality 1 2 3 198 1 4 12 474
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 133 0 3 15 522
Another Look at Measures of Forecast Accuracy 2 5 59 1,371 6 14 122 3,498
Automatic time series forecasting: the forecast package for R 2 6 14 1,519 7 20 66 4,106
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 4 41 1 4 23 54
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 3 9 26 1,447
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 6 1,004 1 5 38 3,466
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 2 7 19 2,058
Bayesian Rank Selection in Multivariate Regression 4 4 44 44 2 7 28 28
Boosting multi-step autoregressive forecasts 0 4 9 69 0 8 32 58
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 1 2 6 35 2 13 32 185
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 64 0 9 21 135
Density forecasting for long-term peak electricity demand 1 2 6 196 1 7 26 476
Efficient Identification of the Pareto Optimal Set 0 0 1 10 0 3 14 38
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 988 1 10 19 3,344
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 762 2 5 25 2,803
Exponential smoothing and non-negative data 0 0 1 82 2 5 19 269
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 2 51 0 2 13 45
Forecasting Time-Series with Correlated Seasonality 0 1 3 256 3 10 20 715
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 4 14 174
Forecasting age-specific breast cancer mortality using functional data models 0 0 1 159 1 3 14 947
Forecasting hierarchical and grouped time series through trace minimization 4 5 47 47 1 8 31 31
Forecasting time series with complex seasonal patterns using exponential smoothing 1 4 15 168 6 10 31 403
Forecasting with Temporal Hierarchies 2 2 4 31 2 4 14 22
Forecasting with Temporal Hierarchies 0 1 6 58 0 4 18 21
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 3 243 1 2 13 1,524
Grouped functional time series forecasting: An application to age-specific mortality rates 4 4 55 55 4 10 31 31
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 183 3 8 38 855
Hierarchical forecasts for Australian domestic tourism 0 1 3 116 2 4 24 304
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 1 1 3 2 6 16 61
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 7 17 80
Invertibility Conditions for Exponential Smoothing Models 0 0 1 412 2 3 15 2,597
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 197 3 5 20 729
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 542 0 4 26 1,906
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 2 2 192 1 7 26 646
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 2 2 14 14 1 3 16 16
Long-term forecasts of age-specific participation rates with functional data models 3 4 30 30 1 4 20 20
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 1 54 0 1 13 34
Mixed Model-Based Hazard Estimation 0 0 0 132 0 2 6 617
Modelling and forecasting Australian domestic tourism 0 0 2 354 1 5 17 845
Monitoring Processes with Changing Variances 0 0 0 55 4 6 14 143
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 232 1 3 14 1,177
Non-linear exponential smoothing and positive data 0 0 0 117 2 5 16 475
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 2 179 0 2 17 981
Nonparametric autocovariance function estimation 0 0 0 69 1 3 13 1,062
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 1 1 4 13 28
Nonparametric time series forecasting with dynamic updating 0 0 0 154 2 4 15 341
Optimal combination forecasts for hierarchical time series 0 2 7 249 1 6 22 540
Prediction Intervals for Exponential Smoothing State Space Models 1 1 2 579 1 3 15 1,977
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 1 1 8 55 2 5 32 53
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 70 0 5 21 280
Rating Forecasts for Television Programs 0 0 1 213 3 7 24 595
Recursive and direct multi-step forecasting: the best of both worlds 1 2 3 27 1 5 27 93
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 2 8 36 1,676
Robust forecasting of mortality and fertility rates: a functional data approach 2 3 6 373 5 7 23 1,063
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 2 2 9 69 3 10 35 66
Short-term load forecasting based on a semi-parametric additive model 0 0 0 64 3 8 21 157
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 208 1 3 12 1,001
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 1 1 206 0 5 16 1,024
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 2,161 2 5 25 6,576
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 249 1 4 26 789
The price elasticity of electricity demand in South Australia 4 5 13 139 4 9 33 303
The tourism forecasting competition 0 0 1 143 0 2 17 357
The value of feedback in forecasting competitions 0 0 0 55 0 4 10 128
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 1 174 1 7 15 442
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 5 318 2 13 28 1,222
Two-dimensional smoothing of mortality rates 0 0 2 24 0 2 16 40
Unmasking the Theta Method 0 0 0 291 0 3 12 1,134
Using R to Teach Econometrics 1 1 16 2,143 5 13 38 4,287
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 2 88 88 3 7 41 41
Total Working Papers 53 124 752 20,635 151 566 2,271 67,355


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 2 5 12 161 4 15 44 539
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 89 1 4 24 253
A change of editors 0 0 0 6 0 1 4 51
A gradient boosting approach to the Kaggle load forecasting competition 1 4 8 15 7 16 43 110
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 27 1 3 10 134
A state space framework for automatic forecasting using exponential smoothing methods 0 2 4 156 0 6 18 524
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 2 298 1 9 43 997
Another look at measures of forecast accuracy 1 1 6 237 6 10 51 747
Automatic Time Series Forecasting: The forecast Package for R 1 3 16 395 5 12 75 1,648
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 3 3 1 11 16 16
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 1 6 205
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 3 8 214
Changing of the guard 0 0 0 2 0 1 4 30
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 2 12 0 1 26 69
Editorial 0 0 0 9 0 1 8 103
Encouraging replication and reproducible research 0 0 0 10 0 2 6 52
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 23 0 1 11 115
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 1 0 1 10 10
Forecasting time series with multiple seasonal patterns 1 1 5 159 3 6 22 541
Free Open-Source Forecasting Using R 2 2 9 144 3 4 27 416
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 34 0 2 9 194
Hierarchical forecasts for Australian domestic tourism 0 0 0 67 0 2 16 281
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 1 2 8 17 34 46 103
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 1 3 14 67
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 1 1 64 2 5 14 378
Minimum Sample Size requirements for Seasonal Forecasting Models 1 3 7 153 2 10 39 701
Monitoring processes with changing variances 0 0 0 16 0 2 9 95
Nonparametric time series forecasting with dynamic updating 0 0 1 2 0 2 12 19
On continuous-time threshold autoregression 0 0 2 43 0 1 12 154
Optimal combination forecasts for hierarchical time series 0 0 1 33 0 3 19 167
Optimally Reconciling Forecasts in a Hierarchy 1 1 10 27 2 6 27 61
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 15 0 2 12 100
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 2 127 1 3 15 510
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 0 0 1 1 2 5 8 8
Robust forecasting of mortality and fertility rates: A functional data approach 3 4 13 136 4 7 39 407
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 1 6 156
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 494 0 1 12 1,814
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 2 69 1 4 12 205
The admissible parameter space for exponential smoothing models 0 1 4 80 1 8 15 202
The interaction between trend and seasonality 0 0 0 59 0 2 7 234
The price elasticity of electricity demand in South Australia 1 2 10 67 2 8 30 234
The tourism forecasting competition 0 0 0 7 1 2 18 56
The tourism forecasting competition 0 0 0 17 1 4 24 171
The value of feedback in forecasting competitions 0 0 1 1 0 1 12 25
The value of feedback in forecasting competitions 0 0 1 5 0 1 9 76
Tourism forecasting: An introduction 0 0 3 30 1 2 12 88
Twenty-five years of forecasting 0 1 1 60 0 2 5 156
Unmasking the Theta method 0 0 0 55 0 3 12 307
Using R to teach econometrics 0 1 13 1,439 2 10 65 3,289
Total Journal Articles 15 35 144 4,997 72 244 986 17,032


Statistics updated 2016-12-03