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 0 4 20 624
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 1 412 0 3 14 965
A Brief History of Forecasting Competitions 0 0 1 86 1 2 19 139
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 2 4 8 55
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 3 4 10 62
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 0 1 6 742 2 14 37 1,920
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 1 3 616 2 9 27 1,757
A comparison of ten principal component methods for forecasting mortality rates 0 0 2 139 2 4 25 351
A state space model for exponential smoothing with group seasonality 0 0 2 207 0 2 26 549
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 0 0 8 564
Anomaly Detection Using Surprisals 4 4 4 4 5 6 6 6
Anomaly Detection in High Dimensional Data 0 0 1 27 1 2 10 91
Anomaly detection in streaming nonstationary temporal data 0 0 0 122 1 5 8 297
Another Look at Measures of Forecast Accuracy 4 12 30 1,547 17 56 162 4,069
Automatic time series forecasting: the forecast package for R 0 1 6 1,606 1 18 62 4,766
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 0 58 1 5 28 230
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 1 1 0 2 7 7
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 1 12 1,542
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 1,029 0 3 22 3,634
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 2 4 14 2,137
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 7 21 114
Boosting multi-step autoregressive forecasts 0 0 1 79 2 4 22 151
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 1 3 19 60
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 1 55 0 5 19 321
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 1 86 1 7 18 207
Coherent mortality forecasting: the product-ratio method with functional time series models 0 1 1 68 0 3 15 203
Conditional Normalization in Time Series Analysis 0 0 2 24 1 7 21 42
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 1 6 21 35
Density forecasting for long-term peak electricity demand 0 0 0 226 1 4 15 611
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 1 5 14 36
Dimension Reduction For Outlier Detection Using DOBIN 0 0 0 19 1 6 15 59
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 1 7 19 202
Efficient Identification of the Pareto Optimal Set 0 0 0 13 1 1 6 99
Efficient generation of time series with diverse and controllable characteristics 0 0 1 69 1 7 19 218
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 1 1 1 770 6 7 15 2,861
Exponential smoothing and non-negative data 0 0 0 85 0 4 16 312
FFORMA: Feature-based forecast model averaging 0 0 3 130 3 7 29 581
Fast Forecast Reconciliation Using Linear Models 0 0 0 83 0 5 11 198
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 1 3 14 152
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 0 0 20 1 2 17 28
Forecast Reconciliation: A Review 0 0 2 25 2 7 27 59
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 2 3 11 46
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 1 1 21 2 7 9 60
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 1 4 23 75
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 0 4 18 51
Forecasting Time-Series with Correlated Seasonality 0 0 1 263 0 4 15 784
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 0 1 4 215
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 1 3 12 997
Forecasting for Social Good 0 0 0 24 1 3 14 152
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 1 8 22 214
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 7 34 1 7 30 307
Forecasting time series with complex seasonal patterns using exponential smoothing 1 1 2 223 1 8 36 607
Forecasting with Temporal Hierarchies 0 0 0 74 1 5 18 264
Forecasting with Temporal Hierarchies 0 0 0 51 1 3 21 166
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 251 0 4 11 1,574
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 0 0 1 3 3
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 1 72 1 3 9 127
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 1 2 8 912
Hierarchical Forecasting 0 0 0 106 0 4 22 243
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 1 2 19 402
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 1 3 14 117
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 7 11 126
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 0 1 27 1 6 30 59
Invertibility Conditions for Exponential Smoothing Models 0 0 1 418 2 3 14 2,651
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 1 19 1 5 31 89
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 212 0 5 18 805
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 561 2 6 16 1,992
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 1 7 18 744
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 1 25 1 1 7 68
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 1 4 16 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 1 3 12 315
Manifold Learning with Approximate Nearest Neighbors 0 0 1 38 0 5 22 102
Meta-learning how to forecast time series 1 1 3 215 5 15 45 632
Mixed Model-Based Hazard Estimation 0 0 0 133 0 1 4 648
Modelling and forecasting Australian domestic tourism 0 1 2 382 0 3 14 944
Monitoring Processes with Changing Variances 0 0 1 61 1 7 18 188
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 3 10 1,219
Non-linear exponential smoothing and positive data 0 0 1 119 0 1 12 540
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 1 5 13 54
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 1 4 1,030
Nonparametric autocovariance function estimation 0 0 0 69 0 4 8 1,094
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 0 4 14 77
Nonparametric time series forecasting with dynamic updating 0 0 1 161 0 1 9 399
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 1 2 9 96
Online Conformal Inference for Multi-Step Time Series Forecasting 1 3 9 63 4 21 49 136
Optimal Forecast Reconciliation with Time Series Selection 0 0 2 24 1 6 17 31
Optimal Non-negative Forecast Reconciliation 0 0 3 39 2 4 28 120
Optimal combination forecasts for hierarchical time series 0 0 1 286 0 3 24 703
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 2 2 8 70 4 16 51 196
Prediction Intervals for Exponential Smoothing State Space Models 0 0 1 639 1 3 23 2,167
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 1 53 1 1 9 52
Probabilisitic forecasts in hierarchical time series 0 0 1 62 1 2 12 145
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 4 7 24 131
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 1 3 7 183
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 2 88 0 5 16 378
Rating Forecasts for Television Programs 0 0 0 223 0 2 10 649
Recursive and direct multi-step forecasting: the best of both worlds 0 6 25 473 7 36 140 1,469
Residual Diagnostic Plots for Checking for Model Mis-Specification in Time Series Regression 0 1 1 1 1 6 7 7
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 5 10 1,734
Robust forecasting of mortality and fertility rates: a functional data approach 0 0 2 431 0 6 19 1,248
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 2 156 0 7 28 468
Seasonal Functional Autoregressive Models 0 0 0 42 1 2 14 85
Short-term load forecasting based on a semi-parametric additive model 0 0 2 76 0 6 19 244
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 1 1 7 21
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 0 1 44 1 3 10 143
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 1 2 5 1,054
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 2,173 0 4 27 6,665
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 2 267 1 2 15 882
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 0 4 12 72
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 4 10 92
The Road to Recovery from COVID-19 for Australian Tourism 0 0 1 67 0 3 13 156
The price elasticity of electricity demand in South Australia 0 0 1 187 0 3 15 490
The tourism forecasting competition 0 0 1 157 2 4 23 508
The value of feedback in forecasting competitions 0 0 1 60 1 3 20 216
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 1 2 11 507
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 0 335 2 5 18 1,319
Two-dimensional smoothing of mortality rates 0 0 1 34 0 2 11 111
Unmasking the Theta Method 0 0 0 311 0 1 17 1,237
Using R to Teach Econometrics 0 0 0 2,177 1 6 21 4,428
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 1 108 2 7 21 161
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 2 2 9 16
Total Working Papers 15 38 168 25,290 144 632 2,371 84,386


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 1 2 261 1 9 36 983
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 1 12 332
A brief history of forecasting competitions 0 0 1 33 0 2 10 149
A change of editors 0 0 0 7 0 2 10 75
A gradient boosting approach to the Kaggle load forecasting competition 1 1 2 57 3 6 30 338
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 0 2 14 179
A note on the categorization of demand patterns 2 3 4 9 2 6 21 49
A note on the validity of cross-validation for evaluating autoregressive time series prediction 6 18 45 308 19 61 226 924
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 0 0 3 45
A state space framework for automatic forecasting using exponential smoothing methods 0 1 17 276 3 14 85 975
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 6 405 4 14 45 1,515
Another look at measures of forecast accuracy 4 22 56 498 22 90 243 1,802
Assessing mortality inequality in the U.S.: What can be said about the future? 0 0 0 3 0 3 13 25
Automatic Time Series Forecasting: The forecast Package for R 1 5 6 488 8 22 67 2,340
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 4 50 0 9 40 230
Bandwidth selection for kernel conditional density estimation 0 1 4 120 2 7 29 369
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 2 5 242
Changing of the guard 0 0 0 3 0 1 6 47
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 0 4 18 155
Comments on: Exploratory functional data analysis 0 0 0 0 0 2 12 12
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 0 0 2 3 1 5 20 22
Crude oil price forecasting based on internet concern using an extreme learning machine 1 1 1 23 1 5 14 104
Distributed ARIMA models for ultra-long time series 0 0 2 6 0 4 12 31
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 1 3 16 45
Early classification of spatio-temporal events using partial information 0 0 0 0 0 1 7 13
Editorial 0 0 0 9 0 5 8 124
Encouraging replication and reproducible research 0 0 0 16 0 2 9 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 1 4 19 19
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 2 23 0 5 22 109
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 1 2 12 175
FFORMA: Feature-based forecast model averaging 1 2 10 53 4 12 48 266
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 0 4 11 70
Forecast combinations: An over 50-year review 1 6 14 39 5 19 84 138
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 13 0 14 40 93
Forecast reconciliation: A review 5 9 18 23 10 31 86 113
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 0 1 11 34
Forecasting for social good 0 0 1 4 0 6 25 36
Forecasting in social settings: The state of the art 1 1 8 23 1 3 29 128
Forecasting interrupted time series 1 2 4 4 2 8 25 28
Forecasting time series with multiple seasonal patterns 0 0 1 188 0 4 16 679
Forecasting with temporal hierarchies 0 0 4 25 5 9 46 141
Forecasting, causality and feedback 0 0 0 9 0 1 5 27
Free Open-Source Forecasting Using R 0 0 0 168 0 2 10 501
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 5 13 236
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 2 5 12 0 8 29 53
Hierarchical forecasts for Australian domestic tourism 0 1 3 102 2 10 35 432
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 0 2 15 140
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 3 10 93
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 1 1 0 1 11 11
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 0 3 15 473
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 0 4 14 24
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 0 1 3 8 1 4 24 37
Macroeconomic forecasting for Australia using a large number of predictors 0 0 1 8 0 2 22 65
Minimum Sample Size requirements for Seasonal Forecasting Models 0 2 8 224 3 15 57 1,151
Modern Strategies for Time Series Regression 0 0 0 1 0 2 13 24
Monitoring processes with changing variances 0 0 0 20 0 3 12 133
Nonparametric time series forecasting with dynamic updating 0 0 0 3 0 1 14 69
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 0 2 5 0 1 11 24
On continuous-time threshold autoregression 0 0 0 51 0 0 6 181
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 4 10 24 45 8 25 82 176
Optimal combination forecasts for hierarchical time series 1 1 2 88 8 21 59 430
Optimal forecast reconciliation with time series selection 0 0 1 1 2 5 35 35
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 0 1 13 445
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 0 4 20 156
Predicting sediment and nutrient concentrations from high-frequency water-quality data 1 1 1 1 1 2 9 15
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 151 0 3 15 596
Principles and algorithms for forecasting groups of time series: Locality and globality 2 3 11 17 7 14 73 125
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 3 6 17 168 7 33 93 652
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 0 1 1 10 3 7 23 51
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 0 1 1 0 2 10 12
Robust forecasting of mortality and fertility rates: A functional data approach 1 1 7 376 6 7 56 1,051
STR: Seasonal-Trend Decomposition Using Regression 0 2 4 15 0 11 34 98
Seasonal functional autoregressive models 0 0 0 5 0 3 10 39
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 1 8 190
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 0 2 13 21
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 506 0 4 24 1,905
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 6 149 1 7 30 435
The admissible parameter space for exponential smoothing models 0 0 0 89 1 4 21 265
The interaction between trend and seasonality 0 0 0 84 1 4 10 345
The price elasticity of electricity demand in South Australia 0 0 2 120 0 5 18 448
The tourism forecasting competition 0 0 2 56 2 10 28 450
The tourism forecasting competition 1 1 2 28 2 6 19 210
The value of feedback in forecasting competitions 0 0 0 12 1 3 14 145
The value of feedback in forecasting competitions 0 0 0 5 0 2 7 82
Tourism forecasting: An introduction 0 0 1 50 1 2 21 174
Twenty-five years of forecasting 0 0 0 64 1 9 20 201
Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data 0 0 0 0 1 3 10 10
Unmasking the Theta method 0 2 3 84 1 7 23 443
Using R to teach econometrics 0 0 0 1,489 2 4 18 3,495
Visualising forecasting algorithm performance using time series instance spaces 1 1 1 32 2 4 16 164
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 6 0 2 6 24
Total Journal Articles 38 110 332 7,827 160 688 2,639 29,805


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 1 9 24
Total Chapters 0 0 0 0 0 1 9 24


Statistics updated 2026-07-10