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 1 126 2 2 8 514
25 Years of IIF Time Series Forecasting: A Selective Review 2 3 4 403 2 4 12 854
A Brief History of Forecasting Competitions 0 3 62 62 3 14 33 33
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 6 19 19 0 8 11 11
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 7 11 46 567 10 30 150 1,407
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 4 8 578 1 6 15 1,626
A comparison of ten principal component methods for forecasting mortality rates 0 0 3 125 0 1 7 277
A state space model for exponential smoothing with group seasonality 0 0 1 202 0 0 2 489
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 134 0 1 3 536
Anomaly detection in streaming nonstationary temporal data 2 7 22 72 5 22 90 109
Another Look at Measures of Forecast Accuracy 1 5 12 1,451 3 13 47 3,703
Automatic time series forecasting: the forecast package for R 2 4 11 1,542 9 21 75 4,265
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 2 49 0 4 19 111
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 7 22 1,489
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 1 1,008 1 2 11 3,503
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 2 5 2,079
Bayesian Rank Selection in Multivariate Regression 0 0 1 49 2 2 9 64
Boosting multi-step autoregressive forecasts 1 1 1 75 3 4 6 89
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 1 1 45 3 7 12 228
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 3 65 1 1 20 73
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 66 0 2 5 158
Density forecasting for long-term peak electricity demand 0 0 5 208 0 1 13 509
Efficient Identification of the Pareto Optimal Set 0 0 0 11 0 1 4 58
Efficient generation of time series with diverse and controllable characteristics 1 1 41 41 6 14 40 40
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 990 0 1 6 3,364
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 0 763 0 0 1 2,815
Exponential smoothing and non-negative data 0 0 0 85 0 2 5 282
FFORMA: Feature-based forecast model averaging 2 6 39 39 6 29 65 65
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 1 2 57 0 3 10 78
Forecasting Time-Series with Correlated Seasonality 0 0 0 258 0 1 5 737
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 1 1 3 190
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 161 1 1 3 961
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 74 0 2 14 129
Forecasting time series with complex seasonal patterns using exponential smoothing 1 3 5 189 1 6 15 458
Forecasting with Temporal Hierarchies 0 0 0 61 0 1 7 46
Forecasting with Temporal Hierarchies 0 1 2 45 0 1 8 63
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 2 247 0 0 5 1,536
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 0 65 0 2 14 75
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 1 187 0 2 4 874
Hierarchical Forecasting 6 10 45 45 16 26 42 42
Hierarchical forecasts for Australian domestic tourism 0 0 1 121 0 2 9 333
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 0 1 75
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 1 99
Invertibility Conditions for Exponential Smoothing Models 0 1 1 414 0 1 2 2,607
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 199 0 0 5 751
Local Linear Forecasts Using Cubic Smoothing Splines 1 1 3 548 1 2 6 1,928
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 1 195 0 1 9 692
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 1 18 0 1 5 39
Long-term forecasts of age-specific participation rates with functional data models 1 1 3 35 1 2 11 49
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 1 4 63 0 2 9 59
Macroeconomic forecasting for Australia using a large number of predictors 0 1 5 169 0 2 14 242
Meta-learning how to forecast time series 2 11 59 106 14 39 141 160
Mixed Model-Based Hazard Estimation 0 0 0 133 0 2 4 628
Modelling and forecasting Australian domestic tourism 0 0 3 361 1 3 11 873
Monitoring Processes with Changing Variances 0 1 1 58 0 3 3 155
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 3 4 1,190
Non-linear exponential smoothing and positive data 0 0 0 117 2 4 8 499
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 181 0 0 4 994
Nonparametric autocovariance function estimation 0 0 0 69 1 1 2 1,066
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 3 0 1 3 40
Nonparametric time series forecasting with dynamic updating 0 1 1 156 0 2 3 363
On normalization and algorithm selection for unsupervised outlier detection 0 0 24 24 0 1 19 19
Optimal combination forecasts for hierarchical time series 0 0 2 270 2 3 21 606
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 0 1 32 0 1 8 23
Prediction Intervals for Exponential Smoothing State Space Models 1 1 7 601 3 4 20 2,041
Probabilisitic forecasts in hierarchical time series 0 0 37 37 0 8 30 30
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 3 64 1 7 24 117
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 3 75 0 1 6 313
Rating Forecasts for Television Programs 0 0 0 218 0 1 3 617
Recursive and direct multi-step forecasting: the best of both worlds 6 15 39 80 17 43 111 245
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 0 5 1,696
Robust forecasting of mortality and fertility rates: a functional data approach 0 1 5 386 1 2 10 1,106
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 3 6 94 4 10 27 161
Short-term load forecasting based on a semi-parametric additive model 0 0 0 65 0 2 11 182
Some Nonlinear Exponential Smoothing Models are Unstable 0 1 3 212 1 3 8 1,021
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 3 18 18 18 16 39 39 39
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 207 0 0 1 1,033
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 1 2,168 0 3 5 6,600
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 252 0 2 8 815
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 1 19 1 1 3 27
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 36 0 0 1 50
The price elasticity of electricity demand in South Australia 0 3 12 173 2 6 38 394
The tourism forecasting competition 0 0 1 151 0 3 10 410
The value of feedback in forecasting competitions 0 0 1 57 0 0 12 156
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 176 0 2 6 465
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 322 0 1 5 1,240
Two-dimensional smoothing of mortality rates 0 0 1 26 0 0 4 58
Unmasking the Theta Method 0 0 2 296 1 3 12 1,166
Using R to Teach Econometrics 1 1 6 2,162 4 9 20 4,347
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 1 103 0 0 6 89
Total Working Papers 43 132 601 22,312 149 473 1,554 71,848


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 2 3 178 0 11 36 624
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 92 0 2 4 275
A change of editors 0 0 0 7 0 0 0 56
A gradient boosting approach to the Kaggle load forecasting competition 1 2 7 33 2 5 32 209
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 1 29 0 0 4 141
A note on the categorization of demand patterns 0 0 0 1 0 0 1 3
A note on the validity of cross-validation for evaluating autoregressive time series prediction 1 1 1 1 1 4 21 25
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 1 0 0 8 22
A state space framework for automatic forecasting using exponential smoothing methods 1 2 8 173 7 17 38 603
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 2 16 328 8 20 78 1,140
Another look at measures of forecast accuracy 3 3 12 273 10 25 58 874
Automatic Time Series Forecasting: The forecast Package for R 3 7 18 427 17 42 104 1,827
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 3 10 1 3 21 68
Bandwidth selection for kernel conditional density estimation 0 1 2 80 2 3 8 222
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 2 225
Changing of the guard 0 1 1 3 0 1 2 34
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 1 13 1 3 7 88
Crude oil price forecasting based on internet concern using an extreme learning machine 1 2 7 7 3 8 23 23
Dynamic algorithm selection for pareto optimal set approximation 0 0 3 5 1 3 7 17
Editorial 0 0 0 9 0 0 2 107
Encouraging replication and reproducible research 0 1 1 12 0 1 2 58
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 2 2 0 0 3 5
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 24 1 1 2 129
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 1 6 22
Forecasting time series with multiple seasonal patterns 0 0 2 169 1 1 9 581
Forecasting with temporal hierarchies 0 0 1 2 1 1 7 14
Free Open-Source Forecasting Using R 0 1 3 155 2 3 7 438
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 1 1 1 37 1 1 3 203
Hierarchical forecasts for Australian domestic tourism 0 0 2 70 0 0 7 297
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 10 0 1 3 110
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 0 1 71
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 3 69 0 0 12 400
Macroeconomic forecasting for Australia using a large number of predictors 1 2 2 2 2 5 5 5
Minimum Sample Size requirements for Seasonal Forecasting Models 1 4 10 171 5 16 54 806
Monitoring processes with changing variances 0 0 0 17 0 0 1 103
Nonparametric time series forecasting with dynamic updating 0 0 0 2 0 0 3 34
On continuous-time threshold autoregression 0 1 1 45 0 1 1 156
Optimal combination forecasts for hierarchical time series 2 2 6 48 3 5 19 210
Optimally Reconciling Forecasts in a Hierarchy 1 4 13 59 1 8 35 134
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 16 0 0 1 114
Prediction intervals for exponential smoothing using two new classes of state space models 0 2 2 132 1 5 6 527
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 5 20 31 5 17 64 154
Robust forecasting of mortality and fertility rates: A functional data approach 0 4 10 165 6 20 52 515
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 27 0 0 3 165
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 0 0 0 0
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 499 0 3 9 1,838
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 2 8 84 0 7 24 250
The admissible parameter space for exponential smoothing models 0 0 0 83 0 1 4 221
The interaction between trend and seasonality 2 8 10 72 5 14 19 260
The price elasticity of electricity demand in South Australia 3 5 8 86 7 15 41 316
The tourism forecasting competition 0 0 0 9 1 2 6 85
The tourism forecasting competition 0 0 0 22 3 7 15 215
The value of feedback in forecasting competitions 0 1 4 9 1 2 8 94
The value of feedback in forecasting competitions 0 0 0 2 0 1 5 36
Tourism forecasting: An introduction 0 1 3 42 0 2 14 127
Twenty-five years of forecasting 0 0 0 62 1 1 5 166
Unmasking the Theta method 0 0 1 57 0 3 8 330
Using R to teach econometrics 1 1 4 1,457 4 9 24 3,359
Visualising forecasting algorithm performance using time series instance spaces 1 3 9 10 2 9 32 46
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 0 0 0 0 0
Total Journal Articles 25 71 212 5,468 106 310 976 19,177


Statistics updated 2019-07-03