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 1 134 3 5 11 612
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 3 412 0 2 8 957
A Brief History of Forecasting Competitions 0 0 1 85 5 9 14 130
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 1 1 1 48
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 3 4 5 56
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 0 1 6 741 0 6 17 1,896
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 5 615 2 6 13 1,738
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 138 3 8 12 337
A state space model for exponential smoothing with group seasonality 1 1 2 207 3 5 7 530
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 2 2 4 559
Anomaly Detection in High Dimensional Data 1 1 1 27 2 3 5 85
Anomaly detection in streaming nonstationary temporal data 0 0 0 122 0 0 1 289
Another Look at Measures of Forecast Accuracy 2 5 14 1,527 14 44 77 3,967
Automatic time series forecasting: the forecast package for R 2 3 4 1,604 12 25 35 4,733
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 1 58 3 9 14 213
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 1 3 1,532
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 1,028 2 5 10 3,620
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 1 2 5 2,126
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 8 9 102
Boosting multi-step autoregressive forecasts 0 0 1 78 1 3 5 132
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 0 0 1 41
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 2 55 1 2 6 306
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 0 85 0 3 4 193
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 67 1 3 6 192
Conditional Normalization in Time Series Analysis 0 0 3 24 1 4 10 29
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 4 6 6 20
Density forecasting for long-term peak electricity demand 0 0 1 226 1 4 6 601
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 1 2 3 25
Dimension Reduction For Outlier Detection Using DOBIN 0 0 0 19 0 2 2 46
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 3 7 12 191
Efficient Identification of the Pareto Optimal Set 0 0 0 13 0 1 2 94
Efficient generation of time series with diverse and controllable characteristics 0 0 2 69 1 2 6 203
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 0 1,000 2 3 3 3,398
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 769 2 2 7 2,851
Exponential smoothing and non-negative data 0 0 0 85 1 3 5 300
FFORMA: Feature-based forecast model averaging 1 1 5 129 4 6 20 563
Fast Forecast Reconciliation Using Linear Models 0 0 0 83 0 1 1 188
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 2 5 9 143
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 0 20 20 3 5 17 17
Forecast Reconciliation: A Review 0 1 2 24 0 5 13 40
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 1 3 5 38
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 0 1 2 52
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 2 6 8 58
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 4 9 10 43
Forecasting Time-Series with Correlated Seasonality 1 1 1 263 4 6 6 775
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 1 1 2 212
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 1 4 4 989
Forecasting for Social Good 0 0 0 24 4 5 7 144
Forecasting hierarchical and grouped time series through trace minimization 0 1 2 90 0 3 9 199
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 1 28 0 3 6 281
Forecasting time series with complex seasonal patterns using exponential smoothing 1 1 3 222 5 17 26 589
Forecasting with Temporal Hierarchies 0 0 0 51 6 11 14 158
Forecasting with Temporal Hierarchies 0 0 0 74 5 9 14 256
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 251 4 4 5 1,567
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 2 72 3 3 7 122
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 4 5 908
Hierarchical Forecasting 0 0 0 106 3 10 16 233
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 3 6 7 390
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 2 4 11 108
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 0 115
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 1 2 27 1 7 11 37
Invertibility Conditions for Exponential Smoothing Models 0 1 1 418 2 4 5 2,642
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 1 18 2 9 13 68
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 212 2 4 6 792
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 561 2 5 9 1,983
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 5 7 7 733
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 1 25 0 1 4 64
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 2 4 6 80
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 1 2 4 97
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 5 8 308
Manifold Learning with Approximate Nearest Neighbors 0 0 0 37 2 5 7 87
Meta-learning how to forecast time series 0 1 3 214 3 8 17 599
Mixed Model-Based Hazard Estimation 0 0 0 133 0 0 1 644
Modelling and forecasting Australian domestic tourism 0 0 2 380 0 1 7 932
Monitoring Processes with Changing Variances 0 1 1 61 2 7 7 177
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 1 3 4 1,213
Non-linear exponential smoothing and positive data 0 0 0 118 0 2 3 531
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 4 5 5 46
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 2 3 1,028
Nonparametric autocovariance function estimation 0 0 0 69 1 3 4 1,089
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 1 3 5 66
Nonparametric time series forecasting with dynamic updating 0 0 0 160 2 3 4 394
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 2 4 6 91
Online Conformal Inference for Multi-Step Time Series Forecasting 1 2 57 57 5 12 104 104
Optimal Forecast Reconciliation with Time Series Selection 0 1 24 24 2 3 19 19
Optimal Non-negative Forecast Reconciliation 0 0 1 37 3 10 14 105
Optimal combination forecasts for hierarchical time series 0 0 1 286 2 7 15 690
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 2 3 9 68 4 14 35 167
Prediction Intervals for Exponential Smoothing State Space Models 0 1 3 639 1 5 10 2,151
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 0 52 1 2 5 45
Probabilisitic forecasts in hierarchical time series 1 1 1 62 1 3 5 136
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 2 9 13 117
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 3 3 4 179
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 3 87 0 3 7 366
Rating Forecasts for Television Programs 0 0 0 223 1 4 7 644
Recursive and direct multi-step forecasting: the best of both worlds 2 6 24 460 16 37 114 1,389
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 2 2 1,726
Robust forecasting of mortality and fertility rates: a functional data approach 1 2 2 431 4 8 15 1,239
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 2 155 2 6 20 454
Seasonal Functional Autoregressive Models 0 0 1 42 5 8 12 80
Short-term load forecasting based on a semi-parametric additive model 0 0 2 75 1 5 9 232
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 217 4 7 7 1,059
Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting 0 1 42 42 0 3 17 17
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 0 1 43 2 3 9 137
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 2 2 2 1,051
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 2,173 1 3 7 6,641
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 2 5 267 2 6 12 874
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 2 3 5 64
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 2 4 85
The Road to Recovery from COVID-19 for Australian Tourism 0 1 3 67 2 7 11 151
The price elasticity of electricity demand in South Australia 0 1 1 187 0 3 5 479
The tourism forecasting competition 0 0 0 156 3 10 15 498
The value of feedback in forecasting competitions 0 0 1 60 4 10 11 207
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 1 1 4 498
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 0 335 2 2 3 1,303
Two-dimensional smoothing of mortality rates 0 0 0 33 1 3 7 105
Unmasking the Theta Method 0 0 2 311 1 9 13 1,230
Using R to Teach Econometrics 0 0 1 2,177 2 3 5 4,410
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 1 108 1 4 8 147
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 2 3 3 10
Total Working Papers 17 42 290 25,205 259 642 1,263 82,850


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 0 0 2 259 1 11 22 962
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 1 2 322
A brief history of forecasting competitions 0 0 1 32 3 5 15 144
A change of editors 0 0 0 7 0 1 2 67
A gradient boosting approach to the Kaggle load forecasting competition 0 0 1 55 2 6 19 323
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 3 3 6 170
A note on the categorization of demand patterns 0 0 0 5 5 8 11 37
A note on the validity of cross-validation for evaluating autoregressive time series prediction 4 7 25 278 24 42 109 774
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 2 2 3 44
A state space framework for automatic forecasting using exponential smoothing methods 1 5 14 269 4 23 58 931
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 5 401 1 4 41 1,487
Another look at measures of forecast accuracy 6 11 32 462 23 60 121 1,645
Assessing mortality inequality in the U.S.: What can be said about the future? 0 0 0 3 1 4 7 17
Automatic Time Series Forecasting: The forecast Package for R 1 1 3 483 7 16 45 2,299
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 2 47 2 15 24 210
Bandwidth selection for kernel conditional density estimation 0 2 7 119 2 12 26 358
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 2 3 239
Changing of the guard 0 0 0 3 0 1 1 42
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 2 4 4 141
Comments on: Exploratory functional data analysis 0 0 0 0 4 5 5 5
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 1 1 1 2 4 7 7 9
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 0 0 7 95
Distributed ARIMA models for ultra-long time series 0 0 2 6 0 0 8 24
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 6 8 11 37
Early classification of spatio-temporal events using partial information 0 0 0 0 1 3 4 10
Editorial 0 0 0 9 2 2 2 118
Encouraging replication and reproducible research 0 0 0 16 0 1 4 83
Errors on Percentage Errors 0 3 3 3 0 4 7 7
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 1 2 2 23 5 8 12 96
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 0 1 4 166
FFORMA: Feature-based forecast model averaging 1 3 11 50 5 11 35 238
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 0 1 3 60
Forecast combinations: An over 50-year review 0 4 13 32 15 34 59 100
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 12 7 10 21 66
Forecast reconciliation: A review 0 4 7 12 6 21 48 62
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 1 2 4 26
Forecasting for social good 0 0 1 3 1 6 10 19
Forecasting in social settings: The state of the art 1 4 5 20 3 8 17 110
Forecasting interrupted time series 1 1 2 2 4 8 12 12
Forecasting time series with multiple seasonal patterns 0 1 1 188 2 5 8 669
Forecasting with temporal hierarchies 2 3 10 25 6 15 41 121
Forecasting, causality and feedback 0 0 1 9 1 1 6 23
Free Open-Source Forecasting Using R 0 0 1 168 1 3 5 495
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 3 4 6 227
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 0 4 9 3 8 17 38
Hierarchical forecasts for Australian domestic tourism 0 1 2 101 2 9 12 409
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 2 7 8 132
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 2 2 2 85
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 1 1 1 3 6 6
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 1 1 3 459
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 1 3 7 15
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 0 2 7 7 1 8 25 25
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 3 7 18 54
Minimum Sample Size requirements for Seasonal Forecasting Models 1 3 6 220 6 11 35 1,114
Modern Strategies for Time Series Regression 0 0 1 1 4 5 7 17
Monitoring processes with changing variances 0 0 0 20 2 3 5 126
Nonparametric time series forecasting with dynamic updating 0 0 0 3 3 10 11 66
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 1 2 5 1 2 5 16
On continuous-time threshold autoregression 0 0 0 51 0 0 2 176
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 3 15 33 4 15 42 126
Optimal combination forecasts for hierarchical time series 0 0 2 86 4 14 28 394
Optimal forecast reconciliation with time series selection 0 0 1 1 9 11 14 14
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 2 5 12 437
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 3 7 7 143
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 0 0 0 1 3 4 10
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 2 151 2 6 9 587
Principles and algorithms for forecasting groups of time series: Locality and globality 0 2 5 11 3 21 45 89
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 4 19 155 4 13 51 582
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 0 0 3 9 4 11 19 39
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 1 1 1 0 2 2 4
Robust forecasting of mortality and fertility rates: A functional data approach 1 1 12 372 4 13 39 1,014
STR: Seasonal-Trend Decomposition Using Regression 1 1 2 12 3 6 15 73
Seasonal functional autoregressive models 0 0 1 5 0 1 12 30
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 2 2 2 184
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 1 3 4 11
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 4 506 0 6 14 1,890
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 3 7 148 2 8 16 418
The admissible parameter space for exponential smoothing models 0 0 0 89 10 12 13 256
The interaction between trend and seasonality 0 0 0 84 1 2 44 337
The price elasticity of electricity demand in South Australia 0 0 5 120 2 6 17 440
The tourism forecasting competition 0 0 1 55 4 10 18 434
The tourism forecasting competition 0 0 1 27 1 1 7 193
The value of feedback in forecasting competitions 0 0 0 12 0 3 6 136
The value of feedback in forecasting competitions 0 0 0 5 1 2 3 78
Tourism forecasting: An introduction 0 1 1 50 3 5 7 159
Twenty-five years of forecasting 0 0 0 64 1 2 4 184
Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data 0 0 0 0 0 1 2 2
Unmasking the Theta method 0 0 2 81 0 3 10 426
Using R to teach econometrics 0 0 1 1,489 1 3 7 3,483
Visualising forecasting algorithm performance using time series instance spaces 0 0 1 31 1 2 7 152
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 6 0 2 3 20
Total Journal Articles 23 78 267 7,643 265 668 1,511 28,173


Chapter File Downloads Abstract Views
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On Sampling Methods for Costly Multi-Objective Black-Box Optimization 0 0 0 0 1 3 5 18
Total Chapters 0 0 0 0 1 3 5 18


Statistics updated 2026-01-09