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 1 410 0 0 5 950
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 0 133 0 2 6 603
A Brief History of Forecasting Competitions 0 0 1 84 0 2 5 118
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 0 0 2 47
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 0 0 1 51
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 0 0 1 735 0 0 6 1,881
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 2 9 613 0 2 15 1,729
A comparison of ten principal component methods for forecasting mortality rates 0 0 0 137 0 0 2 326
A state space model for exponential smoothing with group seasonality 0 0 0 205 0 0 1 523
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 0 1 3 556
Anomaly Detection in High Dimensional Data 0 0 0 26 0 0 1 80
Anomaly detection in streaming nonstationary temporal data 0 0 1 122 0 1 6 289
Another Look at Measures of Forecast Accuracy 1 3 5 1,516 3 7 32 3,899
Automatic time series forecasting: the forecast package for R 0 0 3 1,600 0 3 29 4,702
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 1 58 0 2 7 202
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 1 2 1,530
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 1 597 0 1 3 2,122
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 4 1,028 0 1 8 3,612
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 1 93
Boosting multi-step autoregressive forecasts 0 1 1 78 0 1 4 128
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 0 1 4 41
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 1 54 0 0 3 301
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 2 85 0 0 6 189
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 67 0 1 2 187
Conditional Normalization in Time Series Analysis 0 0 1 22 0 1 6 21
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 0 0 2 14
Density forecasting for long-term peak electricity demand 0 0 0 225 0 0 4 595
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 0 0 2 22
Dimension Reduction For Outlier Detection Using DOBIN 0 0 1 19 0 0 2 44
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 0 0 4 181
Efficient Identification of the Pareto Optimal Set 0 0 0 13 0 1 4 93
Efficient generation of time series with diverse and controllable characteristics 0 1 1 68 0 1 2 198
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 1,000 0 0 3 3,395
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 1 1 769 0 2 3 2,846
Exponential smoothing and non-negative data 0 0 0 85 0 0 4 296
FFORMA: Feature-based forecast model averaging 0 1 1 125 2 5 11 548
Fast Forecast Reconciliation Using Linear Models 0 0 2 83 0 0 4 187
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 0 4 6 138
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 12 20 20 1 7 11 11
Forecast Reconciliation: A Review 0 0 3 23 1 1 6 29
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 1 1 3 35
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 20 1 1 4 51
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 0 1 2 51
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 0 0 1 33
Forecasting Time-Series with Correlated Seasonality 0 0 0 262 0 0 2 769
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 0 0 2 211
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 0 0 1 985
Forecasting for Social Good 0 0 1 24 0 1 4 138
Forecasting hierarchical and grouped time series through trace minimization 0 1 3 89 0 2 10 192
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 1 27 1 1 11 277
Forecasting time series with complex seasonal patterns using exponential smoothing 1 2 3 221 2 7 15 570
Forecasting with Temporal Hierarchies 0 0 3 74 0 2 10 245
Forecasting with Temporal Hierarchies 0 0 1 51 0 1 5 145
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 251 0 1 3 1,563
Grouped functional time series forecasting: An application to age-specific mortality rates 0 1 2 71 0 2 3 117
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 0 2 904
Hierarchical Forecasting 0 0 3 106 0 3 10 220
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 0 2 383
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 6 8 103
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 2 115
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 0 3 26 0 0 13 29
Invertibility Conditions for Exponential Smoothing Models 0 0 0 417 0 0 1 2,637
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 1 17 2 2 6 57
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 212 0 0 3 786
Local Linear Forecasts Using Cubic Smoothing Splines 0 1 2 560 0 1 4 1,975
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 0 0 2 726
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 1 24 0 0 3 61
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 0 1 3 75
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 0 2 3 95
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 0 3 301
Manifold Learning with Approximate Nearest Neighbors 0 0 1 37 0 0 6 80
Meta-learning how to forecast time series 0 0 7 211 3 4 22 586
Mixed Model-Based Hazard Estimation 0 0 0 133 0 1 3 644
Modelling and forecasting Australian domestic tourism 2 2 2 380 2 3 5 929
Monitoring Processes with Changing Variances 0 0 0 60 0 0 3 170
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 0 1 1,209
Non-linear exponential smoothing and positive data 0 0 0 118 0 0 2 528
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 0 0 1 41
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 0 1 1,025
Nonparametric autocovariance function estimation 0 0 0 69 1 1 2 1,086
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 0 2 3 63
Nonparametric time series forecasting with dynamic updating 0 0 0 160 0 0 1 390
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 0 1 4 87
Online Conformal Inference for Multi-Step Time Series Forecasting 2 20 53 53 3 15 86 86
Optimal Forecast Reconciliation with Time Series Selection 1 13 22 22 1 8 14 14
Optimal Non-negative Forecast Reconciliation 0 0 0 36 0 1 5 92
Optimal combination forecasts for hierarchical time series 0 0 1 285 0 1 9 677
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 3 4 62 1 4 13 137
Prediction Intervals for Exponential Smoothing State Space Models 0 0 1 637 0 0 5 2,142
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 1 52 1 3 8 43
Probabilisitic forecasts in hierarchical time series 0 0 0 61 0 1 4 132
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 1 8 105
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 0 1 7 176
Rainbow plots, Bagplots and Boxplots for Functional Data 1 1 2 85 1 2 5 361
Rating Forecasts for Television Programs 0 0 0 223 0 1 2 638
Recursive and direct multi-step forecasting: the best of both worlds 2 6 33 442 11 24 133 1,305
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 0 1 1,724
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 3 429 0 2 9 1,227
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 1 2 154 0 1 21 438
Seasonal Functional Autoregressive Models 0 0 0 41 0 1 2 69
Short-term load forecasting based on a semi-parametric additive model 0 0 1 74 0 1 5 225
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 217 0 0 3 1,052
Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting 0 12 41 41 1 6 14 14
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 1 1 43 1 4 5 132
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 0 0 1 1,049
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 2 2,173 3 4 6 6,638
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 3 263 0 0 6 863
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 0 3 59
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 1 3 82
The Road to Recovery from COVID-19 for Australian Tourism 0 0 0 64 0 0 5 141
The price elasticity of electricity demand in South Australia 0 0 0 186 1 1 4 475
The tourism forecasting competition 0 0 1 156 0 1 3 484
The value of feedback in forecasting competitions 0 0 0 59 0 0 2 196
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 0 1 3 496
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 335 0 0 4 1,301
Two-dimensional smoothing of mortality rates 0 0 0 33 0 0 1 98
Unmasking the Theta Method 0 0 1 310 0 1 3 1,219
Using R to Teach Econometrics 0 0 3 2,176 0 1 7 4,406
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 0 107 0 1 4 140
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 0 0 1 7
Total Working Papers 12 88 278 25,095 44 183 838 81,907


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 9 259 2 2 34 944
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 107 0 0 2 320
A brief history of forecasting competitions 0 0 3 31 0 5 20 134
A change of editors 0 0 0 7 0 0 1 65
A gradient boosting approach to the Kaggle load forecasting competition 0 1 1 55 1 2 8 306
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 0 1 2 165
A note on the categorization of demand patterns 0 0 1 5 1 2 5 28
A note on the validity of cross-validation for evaluating autoregressive time series prediction 2 3 23 256 3 12 79 681
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 0 1 3 42
A state space framework for automatic forecasting using exponential smoothing methods 0 3 17 259 3 9 48 886
Another Look at Forecast Accuracy Metrics for Intermittent Demand 2 3 4 399 5 13 40 1,466
Another look at measures of forecast accuracy 2 5 26 438 3 18 95 1,547
Assessing mortality inequality in the U.S.: What can be said about the future? 0 0 0 3 0 1 2 11
Automatic Time Series Forecasting: The forecast Package for R 0 2 3 482 1 11 34 2,268
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 4 46 0 2 14 189
Bandwidth selection for kernel conditional density estimation 0 0 3 112 1 3 7 335
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 1 1 237
Changing of the guard 0 0 0 3 0 0 1 41
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 0 0 5 137
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 0 0 1 1 0 0 2 2
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 2 22 0 1 6 89
Distributed ARIMA models for ultra-long time series 0 0 0 4 0 1 6 18
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 1 1 1 27
Early classification of spatio-temporal events using partial information 0 0 0 0 0 0 0 6
Editorial 0 0 0 9 0 0 1 116
Encouraging replication and reproducible research 0 0 0 16 0 0 1 79
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 2 21 1 2 8 86
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 0 0 2 162
FFORMA: Feature-based forecast model averaging 0 0 5 39 2 5 31 209
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 0 1 4 59
Forecast combinations: An over 50-year review 0 1 10 23 1 5 30 50
Forecast reconciliation: A geometric view with new insights on bias correction 1 1 2 11 3 4 10 51
Forecast reconciliation: A review 0 0 3 5 1 5 17 21
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 0 1 1 23
Forecasting for social good 0 1 1 3 0 1 3 10
Forecasting in social settings: The state of the art 0 0 0 15 1 2 13 97
Forecasting interrupted time series 0 0 0 0 0 0 0 0
Forecasting time series with multiple seasonal patterns 0 0 0 187 0 1 3 663
Forecasting with temporal hierarchies 0 1 7 20 2 7 23 92
Forecasting, causality and feedback 0 1 2 9 0 2 7 21
Free Open-Source Forecasting Using R 1 1 2 168 1 1 5 491
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 0 4 222
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 1 1 2 6 1 2 7 23
Hierarchical forecasts for Australian domestic tourism 0 0 3 99 0 0 6 397
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 1 2 125
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 0 2 83
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 0 0 0 0 0 0
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 0 1 2 457
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 1 2 6 10
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 2 2 2 2 6 9 9 9
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 2 3 6 40
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 4 214 0 4 32 1,084
Modern Strategies for Time Series Regression 1 1 1 1 1 1 2 11
Monitoring processes with changing variances 0 0 0 20 0 0 2 121
Nonparametric time series forecasting with dynamic updating 0 0 0 3 0 0 1 55
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 0 0 3 1 2 3 13
On continuous-time threshold autoregression 0 0 0 51 0 1 2 175
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 3 9 21 1 9 22 93
Optimal combination forecasts for hierarchical time series 0 0 5 84 0 0 18 368
Optimal forecast reconciliation with time series selection 0 0 0 0 0 0 0 0
Optimally Reconciling Forecasts in a Hierarchy 0 2 2 172 1 4 8 429
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 0 0 1 136
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 0 0 0 0 0 2 6
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 150 0 0 11 580
Principles and algorithms for forecasting groups of time series: Locality and globality 0 0 0 6 0 1 8 45
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 3 6 20 143 6 10 55 545
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 1 2 6 9 2 6 20 28
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 0 0 0 0 0 1 2
Robust forecasting of mortality and fertility rates: A functional data approach 2 3 16 364 5 6 40 984
STR: Seasonal-Trend Decomposition Using Regression 0 1 4 11 2 3 33 62
Seasonal functional autoregressive models 0 0 0 4 0 7 10 25
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 0 1 182
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 1 1 3 8
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 3 504 1 5 10 1,881
Stochastic population forecasts using functional data models for mortality, fertility and migration 2 2 9 143 2 2 21 405
The admissible parameter space for exponential smoothing models 0 0 0 89 0 0 3 244
The interaction between trend and seasonality 0 0 1 84 0 42 47 335
The price elasticity of electricity demand in South Australia 2 3 7 118 4 7 21 430
The tourism forecasting competition 0 0 0 54 0 2 7 418
The tourism forecasting competition 0 0 4 26 1 2 14 189
The value of feedback in forecasting competitions 0 0 0 5 0 0 1 75
The value of feedback in forecasting competitions 0 0 0 12 0 1 2 131
Tourism forecasting: An introduction 0 0 0 49 0 1 2 153
Twenty-five years of forecasting 0 0 0 64 0 1 1 181
Unmasking the Theta method 0 1 7 81 1 2 12 419
Using R to teach econometrics 0 0 3 1,488 0 0 7 3,476
Visualising forecasting algorithm performance using time series instance spaces 0 0 1 30 0 0 5 146
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 1 6 0 1 4 18
Total Journal Articles 24 54 243 7,447 72 262 1,051 26,993


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 2 4 15
Total Chapters 0 0 0 0 0 2 4 15


Statistics updated 2025-05-12