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 0 133 2 4 6 603
25 Years of IIF Time Series Forecasting: A Selective Review 0 1 1 410 0 2 8 950
A Brief History of Forecasting Competitions 0 0 1 84 1 2 4 117
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 0 1 2 47
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 0 1 1 51
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 0 0 1 735 0 3 7 1,881
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 1 8 611 0 3 16 1,727
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 137 0 2 4 326
A state space model for exponential smoothing with group seasonality 0 0 0 205 0 0 2 523
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 0 1 2 555
Anomaly Detection in High Dimensional Data 0 0 0 26 0 1 1 80
Anomaly detection in streaming nonstationary temporal data 0 0 1 122 1 2 6 289
Another Look at Measures of Forecast Accuracy 1 1 4 1,514 2 5 29 3,894
Automatic time series forecasting: the forecast package for R 0 1 3 1,600 3 8 34 4,702
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 1 1 58 2 4 7 202
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 1 2 1,529
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 1 5 1,028 0 2 9 3,611
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 1 597 1 2 3 2,122
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 1 1 93
Boosting multi-step autoregressive forecasts 1 1 2 78 1 3 6 128
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 1 2 4 41
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 1 3 54 0 2 6 301
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 2 85 0 1 8 189
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 67 1 2 4 187
Conditional Normalization in Time Series Analysis 0 1 1 22 1 2 7 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 1 4 595
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 0 1 3 22
Dimension Reduction For Outlier Detection Using DOBIN 0 0 1 19 0 1 3 44
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 0 3 4 181
Efficient Identification of the Pareto Optimal Set 0 0 0 13 1 2 4 93
Efficient generation of time series with diverse and controllable characteristics 1 1 1 68 1 2 2 198
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 2 1,000 0 1 3 3,395
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 1 1 1 769 2 2 4 2,846
Exponential smoothing and non-negative data 0 0 0 85 0 2 4 296
FFORMA: Feature-based forecast model averaging 1 1 2 125 2 4 13 545
Fast Forecast Reconciliation Using Linear Models 0 0 2 83 0 1 5 187
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 1 63 4 6 8 138
Forecast Reconciliation: A Review 0 1 3 23 0 1 8 28
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 1 1 29 0 2 2 34
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 20 0 1 3 50
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 0 0 1 50
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 1 2 769
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 0 2 2 211
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 0 1 1 985
Forecasting for Social Good 0 0 1 24 0 1 5 137
Forecasting hierarchical and grouped time series through trace minimization 1 1 3 89 2 4 11 192
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 0 1 27 0 2 10 276
Forecasting time series with complex seasonal patterns using exponential smoothing 0 1 4 219 2 4 13 565
Forecasting with Temporal Hierarchies 0 0 1 51 1 3 5 145
Forecasting with Temporal Hierarchies 0 0 3 74 2 4 11 245
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 1 251 1 2 4 1,563
Grouped functional time series forecasting: An application to age-specific mortality rates 1 1 2 71 2 2 5 117
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 1 188 0 2 3 904
Hierarchical Forecasting 0 0 3 106 3 4 12 220
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 1 4 383
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 2 3 115
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 3 97
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 0 2 3 26 0 4 13 29
Invertibility Conditions for Exponential Smoothing Models 0 0 0 417 0 1 2 2,637
Leave-one-out Kernel Density Estimates for Outlier Detection 0 1 2 17 0 3 5 55
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 212 0 1 5 786
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 1 559 0 1 4 1,974
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 0 1 3 726
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 2 24 0 1 4 61
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 1 2 3 75
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 2 3 4 95
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 2 3 301
Manifold Learning with Approximate Nearest Neighbors 0 0 1 37 0 1 8 80
Meta-learning how to forecast time series 0 1 8 211 1 4 21 583
Mixed Model-Based Hazard Estimation 0 0 0 133 1 2 3 644
Modelling and forecasting Australian domestic tourism 0 0 1 378 1 3 5 927
Monitoring Processes with Changing Variances 0 0 0 60 0 2 3 170
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 1 1 1,209
Non-linear exponential smoothing and positive data 0 0 0 118 0 1 4 528
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 0 1 1 41
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 0 1 1 1,025
Nonparametric autocovariance function estimation 0 0 0 69 0 1 2 1,085
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 2 3 3 63
Nonparametric time series forecasting with dynamic updating 0 0 0 160 0 1 1 390
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 0 2 3 86
Optimal Non-negative Forecast Reconciliation 0 0 0 36 1 3 6 92
Optimal combination forecasts for hierarchical time series 0 0 2 285 0 2 13 676
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 1 2 60 1 4 10 134
Prediction Intervals for Exponential Smoothing State Space Models 0 1 1 637 0 2 6 2,142
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 1 52 2 3 9 42
Probabilisitic forecasts in hierarchical time series 0 0 0 61 1 2 4 132
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 2 11 104
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 1 3 7 176
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 1 84 0 1 3 359
Rating Forecasts for Television Programs 0 0 0 223 1 2 2 638
Recursive and direct multi-step forecasting: the best of both worlds 2 4 39 438 8 21 148 1,289
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 1 7 1,225
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 1 2 154 1 5 24 438
Seasonal Functional Autoregressive Models 0 0 0 41 1 2 3 69
Short-term load forecasting based on a semi-parametric additive model 0 1 2 74 1 3 6 225
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 1 217 0 1 4 1,052
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 1 1 1 43 3 4 6 131
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 0 1 1 1,049
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 0 2,171 0 1 3 6,634
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 4 263 0 2 12 863
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 1 3 59
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 2 3 82
The Road to Recovery from COVID-19 for Australian Tourism 0 0 0 64 0 2 7 141
The price elasticity of electricity demand in South Australia 0 0 0 186 0 1 3 474
The tourism forecasting competition 0 1 2 156 0 2 3 483
The value of feedback in forecasting competitions 0 0 0 59 0 1 2 196
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 1 3 3 496
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 335 0 2 5 1,301
Two-dimensional smoothing of mortality rates 0 0 0 33 0 1 1 98
Unmasking the Theta Method 0 1 1 310 1 2 3 1,219
Using R to Teach Econometrics 0 1 3 2,176 1 3 10 4,406
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 0 107 0 2 4 139
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 0 1 1 7
Total Working Papers 13 35 155 24,941 72 253 783 81,707


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 10 258 0 8 40 942
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 107 0 1 3 320
A brief history of forecasting competitions 0 0 4 31 2 4 22 131
A change of editors 0 0 0 7 0 1 1 65
A gradient boosting approach to the Kaggle load forecasting competition 1 1 2 55 1 3 9 305
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 1 2 3 165
A note on the categorization of demand patterns 0 0 1 5 0 1 3 26
A note on the validity of cross-validation for evaluating autoregressive time series prediction 1 3 27 254 5 14 88 674
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 1 2 3 42
A state space framework for automatic forecasting using exponential smoothing methods 2 4 19 258 4 12 51 881
Another Look at Forecast Accuracy Metrics for Intermittent Demand 1 2 5 397 5 14 43 1,458
Another look at measures of forecast accuracy 3 7 31 436 11 19 123 1,540
Assessing mortality inequality in the U.S.: What can be said about the future? 0 0 0 3 0 1 2 10
Automatic Time Series Forecasting: The forecast Package for R 1 1 2 481 5 9 35 2,262
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 0 4 45 1 3 17 188
Bandwidth selection for kernel conditional density estimation 0 1 3 112 1 3 7 333
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 1 1 237
Changing of the guard 0 0 0 3 0 1 1 41
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 0 2 6 137
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 1 3 6 89
Distributed ARIMA models for ultra-long time series 0 0 0 4 0 1 8 17
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 0 0 0 26
Early classification of spatio-temporal events using partial information 0 0 0 0 0 0 1 6
Editorial 0 0 0 9 0 1 1 116
Encouraging replication and reproducible research 0 0 0 16 0 1 1 79
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 3 21 1 2 9 85
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 0 2 4 162
FFORMA: Feature-based forecast model averaging 0 1 5 39 0 5 30 204
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 0 3 4 58
Forecast combinations: An over 50-year review 0 3 11 22 3 10 32 48
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 1 10 1 4 8 48
Forecast reconciliation: A review 0 0 5 5 2 4 18 18
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 0 0 0 22
Forecasting for social good 0 0 0 2 0 2 2 9
Forecasting in social settings: The state of the art 0 0 0 15 1 5 13 96
Forecasting time series with multiple seasonal patterns 0 0 0 187 1 2 4 663
Forecasting with temporal hierarchies 1 5 9 20 5 11 23 90
Forecasting, causality and feedback 1 1 2 9 2 5 8 21
Free Open-Source Forecasting Using R 0 1 2 167 0 3 5 490
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 2 5 222
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 1 1 5 0 2 5 21
Hierarchical forecasts for Australian domestic tourism 0 0 5 99 0 2 9 397
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 1 2 2 125
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 2 2 83
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 1 2 2 457
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 1 1 7 9
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 1 3 5 38
Minimum Sample Size requirements for Seasonal Forecasting Models 0 0 4 214 2 4 34 1,082
Modern Strategies for Time Series Regression 0 0 0 0 0 1 1 10
Monitoring processes with changing variances 0 0 0 20 0 1 3 121
Nonparametric time series forecasting with dynamic updating 0 0 0 3 0 1 2 55
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 0 0 1 3 1 2 3 12
On continuous-time threshold autoregression 0 0 0 51 0 1 2 174
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 1 1 9 19 4 6 22 88
Optimal combination forecasts for hierarchical time series 0 0 5 84 0 5 19 368
Optimally Reconciling Forecasts in a Hierarchy 1 1 6 171 2 3 13 427
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 0 1 1 136
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 0 0 0 0 2 2 6
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 1 150 0 3 11 580
Principles and algorithms for forecasting groups of time series: Locality and globality 0 0 1 6 1 2 10 45
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 2 5 19 139 2 13 55 537
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 0 2 5 7 1 7 17 23
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 0 0 0 0 0 1 1 2
Robust forecasting of mortality and fertility rates: A functional data approach 0 1 16 361 0 6 42 978
STR: Seasonal-Trend Decomposition Using Regression 0 0 7 10 0 2 44 59
Seasonal functional autoregressive models 0 0 0 4 0 1 4 18
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 1 2 182
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 0 1 2 7
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 2 503 1 3 6 1,877
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 10 141 0 3 29 403
The admissible parameter space for exponential smoothing models 0 0 0 89 0 3 3 244
The interaction between trend and seasonality 0 0 1 84 42 43 48 335
The price elasticity of electricity demand in South Australia 0 0 4 115 1 3 18 424
The tourism forecasting competition 0 0 1 54 2 4 10 418
The tourism forecasting competition 0 0 4 26 1 4 14 188
The value of feedback in forecasting competitions 0 0 0 5 0 1 2 75
The value of feedback in forecasting competitions 0 0 0 12 1 2 2 131
Tourism forecasting: An introduction 0 0 0 49 1 2 2 153
Twenty-five years of forecasting 0 0 1 64 0 0 1 180
Unmasking the Theta method 1 2 7 81 1 4 13 418
Using R to teach econometrics 0 0 4 1,488 0 2 9 3,476
Visualising forecasting algorithm performance using time series instance spaces 0 1 1 30 0 3 6 146
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 1 1 6 1 3 5 18
Total Journal Articles 17 50 266 7,410 123 325 1,132 26,854


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 2 3 5 15
Total Chapters 0 0 0 0 2 3 5 15


Statistics updated 2025-03-03