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 3 122 1 5 21 498
25 Years of IIF Time Series Forecasting: A Selective Review 1 2 10 396 3 7 28 833
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 7 36 161 458 32 107 465 1,079
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 2 4 9 563 2 6 25 1,599
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 121 1 2 15 265
A state space model for exponential smoothing with group seasonality 1 1 3 201 1 1 10 484
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 1 134 0 1 9 531
Another Look at Measures of Forecast Accuracy 5 13 51 1,422 9 28 127 3,625
Automatic time series forecasting: the forecast package for R 1 3 10 1,529 1 8 47 4,153
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 2 3 44 6 11 23 76
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 2 7 1,454
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 3 1,007 0 2 24 3,490
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 0 1 12 2,070
Bayesian Rank Selection in Multivariate Regression 1 2 5 45 1 5 19 47
Boosting multi-step autoregressive forecasts 0 0 3 72 0 2 18 76
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 2 8 43 0 3 22 207
Coherent Probabilistic Forecasts for Hierarchical Time Series 1 2 56 56 2 13 37 37
Coherent mortality forecasting: the product-ratio method with functional time series models 0 2 2 66 0 4 14 149
Density forecasting for long-term peak electricity demand 0 1 7 203 0 3 16 492
Efficient Identification of the Pareto Optimal Set 0 1 1 11 1 5 10 48
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 1 989 1 2 12 3,356
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 763 1 5 11 2,813
Exponential smoothing and non-negative data 0 0 1 83 0 0 7 275
Fast computation of reconciled forecasts for hierarchical and grouped time series 1 1 2 53 2 5 15 60
Forecasting Time-Series with Correlated Seasonality 0 0 1 257 0 1 9 723
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 0 2 11 185
Forecasting age-specific breast cancer mortality using functional data models 0 2 2 161 0 3 8 955
Forecasting hierarchical and grouped time series through trace minimization 2 4 13 57 3 15 51 82
Forecasting time series with complex seasonal patterns using exponential smoothing 0 3 12 180 2 6 29 431
Forecasting with Temporal Hierarchies 2 6 9 40 2 9 23 45
Forecasting with Temporal Hierarchies 0 0 2 60 1 3 16 37
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 2 245 0 2 6 1,530
Grouped functional time series forecasting: An application to age-specific mortality rates 1 2 7 60 1 4 20 51
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 2 185 1 1 13 868
Hierarchical forecasts for Australian domestic tourism 0 1 4 120 0 2 16 319
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 1 13 74
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 3 17 97
Invertibility Conditions for Exponential Smoothing Models 0 0 1 413 0 1 8 2,605
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 2 199 0 2 12 741
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 0 542 0 2 9 1,915
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 192 2 6 25 671
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 4 17 1 4 15 31
Long-term forecasts of age-specific participation rates with functional data models 0 0 3 31 0 4 13 33
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 5 59 1 2 14 48
Macroeconomic forecasting for Australia using a large number of predictors 3 63 155 155 7 106 204 204
Mixed Model-Based Hazard Estimation 0 1 1 133 0 2 4 621
Modelling and forecasting Australian domestic tourism 0 2 4 358 1 6 14 859
Monitoring Processes with Changing Variances 2 2 2 57 3 3 8 150
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 1 2 234 0 3 9 1,185
Non-linear exponential smoothing and positive data 0 0 0 117 1 5 12 486
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 2 181 0 1 6 987
Nonparametric autocovariance function estimation 0 0 0 69 0 0 3 1,064
Nonparametric estimation and symmetry tests for conditional density functions 0 0 2 3 0 1 9 37
Nonparametric time series forecasting with dynamic updating 0 1 1 155 0 2 19 359
Optimal combination forecasts for hierarchical time series 3 5 16 265 4 11 37 577
Prediction Intervals for Exponential Smoothing State Space Models 0 3 10 589 0 7 27 2,004
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 3 58 0 11 27 80
Rainbow plots, Bagplots and Boxplots for Functional Data 0 0 2 72 0 1 20 300
Rating Forecasts for Television Programs 1 1 4 217 1 2 17 610
Recursive and direct multi-step forecasting: the best of both worlds 0 1 9 36 0 2 26 119
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 1 11 1,687
Robust forecasting of mortality and fertility rates: a functional data approach 0 2 7 380 1 7 22 1,084
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 13 82 1 6 46 112
Short-term load forecasting based on a semi-parametric additive model 0 0 1 65 0 1 12 168
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 208 0 1 9 1,010
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 206 1 1 5 1,029
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 5 2,166 1 4 15 6,590
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 250 0 2 11 800
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 2 17 17 1 5 14 14
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 2 34 34 1 7 36 36
The price elasticity of electricity demand in South Australia 0 4 16 155 0 9 35 338
The tourism forecasting competition 0 2 6 149 1 5 33 390
The value of feedback in forecasting competitions 0 0 0 55 1 1 9 137
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 174 0 0 9 451
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 319 0 1 7 1,228
Two-dimensional smoothing of mortality rates 0 0 1 25 0 3 10 50
Unmasking the Theta Method 0 0 2 293 0 2 16 1,150
Using R to Teach Econometrics 1 1 9 2,152 1 6 31 4,317
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 2 12 100 1 7 36 76
Total Working Papers 35 187 749 21,372 107 533 2,131 69,467


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 4 4 12 173 5 8 40 579
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 3 92 0 1 13 266
A change of editors 0 0 1 7 0 0 4 55
A gradient boosting approach to the Kaggle load forecasting competition 0 0 6 21 4 10 44 153
A multivariate innovations state space Beveridge-Nelson decomposition 0 1 1 28 0 1 3 137
A note on the categorization of demand patterns 0 0 0 0 0 0 0 0
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 0 0 2 2 2
A state space framework for automatic forecasting using exponential smoothing methods 1 1 6 162 3 6 23 547
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 1 7 305 1 7 38 1,035
Another look at measures of forecast accuracy 1 2 17 254 5 14 57 803
Automatic Time Series Forecasting: The forecast Package for R 0 1 6 401 3 15 49 1,697
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 1 2 5 2 4 23 39
Bandwidth selection for kernel conditional density estimation 0 0 0 77 0 1 5 210
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 1 7 221
Changing of the guard 0 0 0 2 0 0 2 32
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 12 0 1 9 78
Dynamic algorithm selection for pareto optimal set approximation 0 1 1 1 0 1 8 8
Editorial 0 0 0 9 0 0 2 105
Encouraging replication and reproducible research 0 0 0 10 0 1 2 54
Exponential smoothing models: Means and variances for lead-time demand 0 0 1 24 1 3 8 123
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 1 1 5 15
Forecasting time series with multiple seasonal patterns 0 3 8 167 0 4 23 564
Forecasting with temporal hierarchies 0 0 0 0 1 2 4 4
Free Open-Source Forecasting Using R 0 0 7 151 0 1 12 428
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 35 0 0 5 199
Hierarchical forecasts for Australian domestic tourism 0 0 1 68 0 2 9 290
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 1 9 1 5 16 106
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 0 4 70
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 1 65 2 2 9 386
Minimum Sample Size requirements for Seasonal Forecasting Models 1 2 4 157 4 10 33 734
Monitoring processes with changing variances 1 1 1 17 4 4 7 102
Nonparametric time series forecasting with dynamic updating 0 0 0 2 1 1 7 26
On continuous-time threshold autoregression 0 0 0 43 0 0 0 154
Optimal combination forecasts for hierarchical time series 0 1 6 39 3 7 15 182
Optimally Reconciling Forecasts in a Hierarchy 4 6 16 43 5 9 27 88
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 1 16 2 4 11 111
Prediction intervals for exponential smoothing using two new classes of state space models 0 0 1 128 0 1 8 517
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 2 7 8 6 24 55 63
Robust forecasting of mortality and fertility rates: A functional data approach 0 2 13 149 0 9 44 451
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 26 0 2 5 161
Stochastic models underlying Croston's method for intermittent demand forecasting 0 1 2 496 0 3 12 1,826
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 1 4 73 1 4 13 218
The admissible parameter space for exponential smoothing models 0 0 2 82 0 0 10 212
The interaction between trend and seasonality 0 2 2 61 0 3 5 239
The price elasticity of electricity demand in South Australia 1 3 10 77 5 9 31 265
The tourism forecasting competition 0 0 2 9 1 5 18 73
The tourism forecasting competition 0 1 4 21 2 5 27 198
The value of feedback in forecasting competitions 0 0 0 5 2 4 7 83
The value of feedback in forecasting competitions 1 1 1 2 1 1 4 29
Tourism forecasting: An introduction 0 0 6 36 2 3 18 106
Twenty-five years of forecasting 0 0 1 61 0 0 2 158
Unmasking the Theta method 0 0 0 55 1 1 11 318
Using R to teach econometrics 0 0 12 1,451 1 7 37 3,326
Visualising forecasting algorithm performance using time series instance spaces 0 0 0 0 0 0 4 4
Total Journal Articles 15 38 177 5,174 71 209 837 17,850


Statistics updated 2017-12-03