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 1 135 1 3 20 627
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 0 412 4 5 15 970
A Brief History of Forecasting Competitions 0 0 1 86 0 3 21 142
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 0 0 8 55
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 1 1 11 63
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 3 4 6 746 6 12 42 1,932
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 0 1 616 0 3 28 1,760
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 139 0 0 22 351
A state space model for exponential smoothing with group seasonality 1 1 2 208 1 1 25 550
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 1 1 8 565
Anomaly Detection Using Surprisals 0 3 7 7 0 7 13 13
Anomaly Detection in High Dimensional Data 0 0 1 27 0 1 10 92
Anomaly detection in streaming nonstationary temporal data 0 0 0 122 0 1 9 298
Another Look at Measures of Forecast Accuracy 1 9 34 1,556 8 33 179 4,102
Automatic time series forecasting: the forecast package for R 0 2 7 1,608 0 3 61 4,769
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 0 58 0 0 26 230
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 1 1 0 0 7 7
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 0 11 1,542
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 1,029 1 1 20 3,635
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 0 13 2,137
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 20 114
Boosting multi-step autoregressive forecasts 0 0 1 79 1 3 25 154
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 0 0 19 60
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 0 55 1 5 22 326
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 1 86 1 3 20 210
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 1 68 0 0 14 203
Conditional Normalization in Time Series Analysis 0 0 0 24 1 3 20 45
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 0 1 22 36
Density forecasting for long-term peak electricity demand 0 0 0 226 3 5 19 616
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 0 0 13 36
Dimension Reduction For Outlier Detection Using DOBIN 0 0 0 19 0 1 16 60
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 0 1 19 203
Efficient Identification of the Pareto Optimal Set 0 0 0 13 1 1 7 100
Efficient generation of time series with diverse and controllable characteristics 0 0 0 69 1 1 18 219
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 0 1,000 0 0 10 3,405
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 770 0 1 13 2,862
Exponential smoothing and non-negative data 0 0 0 85 0 0 15 312
FFORMA: Feature-based forecast model averaging 0 0 2 130 1 2 26 583
Fast Forecast Reconciliation Using Linear Models 0 0 0 83 1 2 13 200
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 0 0 14 152
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 0 0 20 0 0 16 28
Forecast Reconciliation: A Review 0 1 3 26 0 3 27 62
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 21 1 3 12 63
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 0 0 11 46
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 0 2 25 77
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 1 1 18 52
Forecasting Time-Series with Correlated Seasonality 0 0 1 263 0 0 15 784
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 1 1 5 216
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 0 1 13 998
Forecasting for Social Good 0 0 0 24 0 1 14 153
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 1 2 20 216
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 6 34 1 1 30 308
Forecasting time series with complex seasonal patterns using exponential smoothing 0 0 2 223 0 0 35 607
Forecasting with Temporal Hierarchies 0 0 0 51 1 1 20 167
Forecasting with Temporal Hierarchies 0 0 0 74 2 2 19 266
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 0 2 2 5 5
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 251 0 0 11 1,574
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 0 72 1 1 9 128
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 0 1 9 913
Hierarchical Forecasting 0 0 0 106 2 2 22 245
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 2 20 404
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 0 13 117
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 11 126
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 0 1 27 0 1 30 60
Invertibility Conditions for Exponential Smoothing Models 0 0 1 418 0 1 14 2,652
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 1 19 1 1 31 90
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 212 2 2 19 807
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 561 0 0 14 1,992
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 0 1 19 745
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 0 25 0 1 6 69
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 0 0 15 91
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 0 0 3 98
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 1 13 316
Manifold Learning with Approximate Nearest Neighbors 0 0 1 38 0 0 20 102
Meta-learning how to forecast time series 0 1 3 216 1 6 47 638
Mixed Model-Based Hazard Estimation 0 0 0 133 0 0 4 648
Modelling and forecasting Australian domestic tourism 0 0 2 382 0 1 14 945
Monitoring Processes with Changing Variances 0 0 1 61 0 0 18 188
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 1 10 1,220
Non-linear exponential smoothing and positive data 0 0 1 119 1 2 13 542
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 0 0 13 54
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 1 5 1,031
Nonparametric autocovariance function estimation 0 0 0 69 0 0 8 1,094
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 0 1 15 78
Nonparametric time series forecasting with dynamic updating 0 0 1 161 0 2 10 401
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 0 0 9 96
Online Conformal Inference for Multi-Step Time Series Forecasting 0 0 8 63 1 4 48 140
Optimal Forecast Reconciliation with Time Series Selection 0 0 1 24 0 2 17 33
Optimal Non-negative Forecast Reconciliation 0 0 2 39 1 2 27 122
Optimal combination forecasts for hierarchical time series 0 1 1 287 0 3 23 706
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 2 7 72 5 8 51 204
Prediction Intervals for Exponential Smoothing State Space Models 0 0 1 639 0 0 21 2,167
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 1 53 0 0 9 52
Probabilisitic forecasts in hierarchical time series 0 0 1 62 2 4 16 149
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 8 31 139
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 0 2 9 185
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 2 88 0 1 16 379
Rating Forecasts for Television Programs 0 0 0 223 0 1 10 650
Recursive and direct multi-step forecasting: the best of both worlds 1 2 21 475 3 16 133 1,485
Residual Diagnostic Plots for Checking for Model Mis-Specification in Time Series Regression 0 1 2 2 0 1 8 8
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 2 12 1,736
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 2 431 0 3 20 1,251
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 1 156 0 6 26 474
Seasonal Functional Autoregressive Models 0 0 0 42 0 1 14 86
Short-term load forecasting based on a semi-parametric additive model 0 0 1 76 0 1 18 245
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 217 0 0 14 1,066
Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting 0 0 1 42 0 0 7 21
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 0 1 44 0 1 10 144
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 0 0 5 1,054
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 1 2,174 0 3 30 6,668
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 2 267 0 0 14 882
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 0 2 13 74
The Australian Macro Database: An online resource for macroeconomic research in Australia 1 1 1 39 1 2 11 94
The Road to Recovery from COVID-19 for Australian Tourism 0 0 1 67 1 2 14 158
The price elasticity of electricity demand in South Australia 0 0 1 187 2 2 16 492
The tourism forecasting competition 0 0 1 157 0 1 21 509
The value of feedback in forecasting competitions 0 0 0 60 0 0 19 216
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 1 1 11 508
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 0 335 0 0 18 1,319
Two-dimensional smoothing of mortality rates 0 0 1 34 0 0 9 111
Unmasking the Theta Method 0 0 0 311 2 3 19 1,240
Using R to Teach Econometrics 0 0 0 2,177 0 1 22 4,429
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 1 1 1 109 1 1 19 162
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 0 1 10 17
Total Working Papers 9 30 157 25,320 72 237 2,415 84,623


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 4 263 3 7 39 990
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 1 12 333
A brief history of forecasting competitions 0 0 1 33 2 4 14 153
A change of editors 0 0 0 7 0 1 10 76
A gradient boosting approach to the Kaggle load forecasting competition 1 1 3 58 2 6 27 344
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 0 1 13 180
A note on the categorization of demand patterns 2 2 6 11 2 4 24 53
A note on the validity of cross-validation for evaluating autoregressive time series prediction 11 26 63 334 30 85 277 1,009
A note on upper bounds for forecast-value-added relative to naïve forecasts 1 1 1 3 3 5 8 50
A state space framework for automatic forecasting using exponential smoothing methods 3 4 16 280 7 15 82 990
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 2 6 407 1 11 43 1,526
Another look at measures of forecast accuracy 5 17 64 515 25 54 271 1,856
Assessing mortality inequality in the U.S.: What can be said about the future? 0 1 1 4 1 4 16 29
Automatic Time Series Forecasting: The forecast Package for R 1 7 13 495 1 18 75 2,358
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 1 1 5 51 5 5 40 235
Bandwidth selection for kernel conditional density estimation 0 0 3 120 2 2 25 371
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 0 5 242
Changing of the guard 0 0 0 3 1 3 9 50
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 0 0 18 155
Comments on: Exploratory functional data analysis 0 0 0 0 0 0 12 12
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 0 1 3 4 1 2 22 24
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 1 23 1 1 10 105
Distributed ARIMA models for ultra-long time series 0 0 0 6 1 3 10 34
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 0 0 16 45
Early classification of spatio-temporal events using partial information 0 0 0 0 0 1 7 14
Editorial 0 0 0 9 0 1 9 125
Encouraging replication and reproducible research 0 0 0 16 0 0 7 89
Ensemble forecasts of COVID-19 activity to support Australia’s pandemic response: 2020–22 0 0 0 0 0 0 0 0
Errors on Percentage Errors 0 0 4 4 0 0 16 19
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 2 23 0 0 21 109
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 0 0 10 175
FFORMA: Feature-based forecast model averaging 1 1 7 54 10 18 57 284
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 1 1 12 71
Forecast combinations: An over 50-year review 1 1 12 40 6 12 84 150
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 1 13 2 30 67 123
Forecast reconciliation: A review 1 3 18 26 9 17 89 130
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 0 1 11 35
Forecasting for social good 0 0 1 4 0 2 25 38
Forecasting in social settings: The state of the art 0 1 8 24 1 5 31 133
Forecasting interrupted time series 0 0 3 4 0 2 26 30
Forecasting time series with multiple seasonal patterns 0 0 1 188 0 0 15 679
Forecasting with temporal hierarchies 1 2 5 27 5 11 46 152
Forecasting, causality and feedback 0 0 0 9 1 1 6 28
Free Open-Source Forecasting Using R 0 0 0 168 0 1 10 502
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 1 2 15 238
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 0 3 12 0 3 26 56
Hierarchical forecasts for Australian domestic tourism 1 1 3 103 5 6 38 438
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 0 15 140
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 0 10 93
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 0 1 0 0 8 11
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 0 0 15 473
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 1 3 15 27
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 0 0 3 8 4 6 26 43
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 8 0 2 20 67
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 8 225 1 5 53 1,156
Modern Strategies for Time Series Regression 0 0 0 1 0 1 13 25
Monitoring processes with changing variances 0 0 0 20 0 0 10 133
Nonparametric time series forecasting with dynamic updating 0 0 0 3 0 2 15 71
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 0 1 5 0 0 10 24
On continuous-time threshold autoregression 0 0 0 51 0 1 6 182
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 5 14 29 59 16 44 109 220
Optimal combination forecasts for hierarchical time series 1 4 6 92 3 11 61 441
Optimal forecast reconciliation with time series selection 1 2 2 3 2 6 38 41
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 1 2 15 447
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 1 1 21 157
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 0 1 1 0 0 8 15
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 151 0 2 17 598
Principles and algorithms for forecasting groups of time series: Locality and globality 6 6 14 23 8 18 75 143
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 3 6 23 174 6 23 106 675
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 0 1 2 11 2 8 31 59
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 0 1 1 0 0 10 12
Robust forecasting of mortality and fertility rates: A functional data approach 0 0 5 376 2 3 53 1,054
STR: Seasonal-Trend Decomposition Using Regression 0 1 5 16 0 3 34 101
Seasonal functional autoregressive models 0 0 0 5 2 2 12 41
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 0 8 190
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 0 2 15 23
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 2 507 1 2 23 1,907
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 4 149 0 1 26 436
The admissible parameter space for exponential smoothing models 0 0 0 89 0 0 21 265
The interaction between trend and seasonality 0 0 0 84 0 1 11 346
The price elasticity of electricity demand in South Australia 0 0 0 120 0 0 14 448
The tourism forecasting competition 0 0 1 56 3 7 33 457
The tourism forecasting competition 0 0 1 28 0 2 20 212
The value of feedback in forecasting competitions 0 0 0 12 0 2 14 147
The value of feedback in forecasting competitions 0 0 0 5 0 0 6 82
Tourism forecasting: An introduction 0 0 1 50 0 1 21 175
Twenty-five years of forecasting 0 0 0 64 1 1 20 202
Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data 1 1 1 1 1 1 10 11
Unmasking the Theta method 0 0 3 84 2 3 23 446
Using R to teach econometrics 0 0 0 1,489 0 2 17 3,497
Visualising forecasting algorithm performance using time series instance spaces 0 1 2 33 0 2 16 166
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 6 0 0 6 24
Total Journal Articles 48 112 374 7,939 186 516 2,816 30,321


Chapter File Downloads Abstract Views
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On Sampling Methods for Costly Multi-Objective Black-Box Optimization 0 0 0 0 1 1 10 25
Total Chapters 0 0 0 0 1 1 10 25


Statistics updated 2026-10-11