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 1 126 2 3 12 520
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 3 403 0 6 18 862
A Brief History of Forecasting Competitions 1 2 64 64 4 9 45 45
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 1 21 21 0 7 22 22
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 1 28 28 4 9 22 22
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 10 17 54 587 23 50 168 1,469
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 1 2 13 583 3 9 27 1,639
A comparison of ten principal component methods for forecasting mortality rates 1 1 4 127 2 3 9 281
A state space model for exponential smoothing with group seasonality 0 0 1 202 0 2 4 491
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 134 0 0 2 536
Anomaly detection in streaming nonstationary temporal data 3 6 23 79 9 28 102 143
Another Look at Measures of Forecast Accuracy 2 4 13 1,455 6 13 51 3,720
Automatic time series forecasting: the forecast package for R 1 3 14 1,546 9 26 94 4,300
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 1 3 4 52 3 8 24 119
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 1 6 28 1,498
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 2 2 3 1,010 3 4 16 3,509
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 593 1 4 11 2,085
Bayesian Rank Selection in Multivariate Regression 0 0 0 49 1 2 8 66
Boosting multi-step autoregressive forecasts 0 0 1 75 1 2 8 91
Calendar-based Graphics for Visualizing People's Daily Schedules 1 2 3 3 4 12 16 16
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 1 45 2 4 16 234
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 1 4 67 1 4 20 82
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 66 0 1 6 160
Density forecasting for long-term peak electricity demand 0 0 3 208 3 5 18 516
Efficient Identification of the Pareto Optimal Set 0 0 0 11 1 4 8 63
Efficient generation of time series with diverse and controllable characteristics 1 1 4 42 6 16 45 61
Empirical Information Criteria for Time Series Forecasting Model Selection 1 2 3 992 1 4 9 3,368
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 1 1 1 764 2 6 7 2,821
Exponential smoothing and non-negative data 0 0 0 85 0 0 3 282
FFORMA: Feature-based forecast model averaging 3 18 60 60 22 68 146 146
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 2 57 0 4 15 84
Forecasting Time-Series with Correlated Seasonality 0 0 0 258 2 4 7 741
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 35 1 2 5 193
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 161 0 3 8 966
Forecasting hierarchical and grouped time series through trace minimization 1 1 2 76 1 3 14 134
Forecasting time series with complex seasonal patterns using exponential smoothing 0 2 6 191 0 3 13 461
Forecasting with Temporal Hierarchies 0 1 2 46 1 6 14 70
Forecasting with Temporal Hierarchies 0 0 0 61 3 6 14 54
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 247 1 3 6 1,539
Grouped functional time series forecasting: An application to age-specific mortality rates 1 1 1 66 3 6 19 83
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 187 0 4 6 878
Hierarchical Forecasting 3 9 56 56 10 31 77 77
Hierarchical forecasts for Australian domestic tourism 0 1 2 122 1 7 17 343
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 1 2 4 78
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 1 3 4 102
Invertibility Conditions for Exponential Smoothing Models 0 0 1 414 0 1 4 2,609
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 1 1 1 200 1 2 5 753
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 548 0 1 7 1,930
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 1 2 3 197 1 6 9 698
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 0 18 0 2 3 41
Long-term forecasts of age-specific participation rates with functional data models 0 0 2 35 0 0 8 49
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 4 63 1 2 9 61
Macroeconomic forecasting for Australia using a large number of predictors 0 1 4 170 4 15 24 258
Meta-learning how to forecast time series 1 3 35 109 11 31 131 200
Mixed Model-Based Hazard Estimation 0 0 0 133 0 1 6 630
Modelling and forecasting Australian domestic tourism 0 1 3 363 0 1 9 875
Monitoring Processes with Changing Variances 0 0 1 58 0 1 4 156
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 0 1 5 1,191
Non-linear exponential smoothing and positive data 0 0 0 117 0 0 6 499
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 181 1 3 9 1,000
Nonparametric autocovariance function estimation 0 0 0 69 0 0 2 1,066
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 3 2 5 8 45
Nonparametric time series forecasting with dynamic updating 0 0 1 156 1 2 4 365
On normalization and algorithm selection for unsupervised outlier detection 0 0 3 24 1 4 17 26
Optimal combination forecasts for hierarchical time series 0 1 2 272 0 4 20 612
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 0 0 32 0 3 8 27
Prediction Intervals for Exponential Smoothing State Space Models 1 6 12 608 4 16 32 2,060
Probabilisitic forecasts in hierarchical time series 2 3 7 41 5 13 34 48
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 1 3 65 2 7 27 126
Rainbow plots, Bagplots and Boxplots for Functional Data 0 1 3 76 1 4 8 317
Rating Forecasts for Television Programs 0 0 0 218 0 2 4 619
Recursive and direct multi-step forecasting: the best of both worlds 3 11 46 94 9 33 129 287
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 0 2 8 1,699
Robust forecasting of mortality and fertility rates: a functional data approach 1 3 9 391 5 17 28 1,126
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 1 3 9 98 1 10 43 179
Short-term load forecasting based on a semi-parametric additive model 0 0 0 65 0 0 10 184
Some Nonlinear Exponential Smoothing Models are Unstable 1 1 4 213 1 1 9 1,022
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 1 4 24 24 6 16 59 59
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 207 0 1 2 1,034
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 1 2,168 0 1 6 6,602
Stochastic population forecasts using functional data models for mortality, fertility and migration 0 0 1 252 1 5 11 820
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 36 2 4 5 54
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 1 2 20 0 8 12 36
The price elasticity of electricity demand in South Australia 0 0 8 173 3 7 33 402
The tourism forecasting competition 0 1 2 152 0 3 14 415
The value of feedback in forecasting competitions 0 0 1 57 0 6 14 163
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 176 1 4 10 469
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 1 322 4 8 14 1,249
Two-dimensional smoothing of mortality rates 0 0 1 26 3 7 11 65
Unmasking the Theta Method 1 1 4 298 1 6 21 1,175
Using R to Teach Econometrics 0 0 4 2,162 1 6 24 4,355
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 0 103 2 5 10 95
Total Working Papers 48 127 601 22,497 214 679 2,064 72,721


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 2 4 11 187 9 21 54 654
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 93 0 2 5 278
A change of editors 0 0 0 7 0 0 0 56
A gradient boosting approach to the Kaggle load forecasting competition 0 0 4 33 1 1 22 210
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 2 30 2 3 8 145
A note on the categorization of demand patterns 0 0 0 1 0 0 1 3
A note on the validity of cross-validation for evaluating autoregressive time series prediction 1 3 6 6 6 13 35 44
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 1 1 3 3 25
A state space framework for automatic forecasting using exponential smoothing methods 0 2 9 177 3 17 55 626
Another Look at Forecast Accuracy Metrics for Intermittent Demand 4 6 21 336 11 25 95 1,172
Another look at measures of forecast accuracy 1 3 12 276 9 19 72 898
Automatic Time Series Forecasting: The forecast Package for R 1 3 23 436 7 36 143 1,883
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 0 2 4 12 0 3 18 71
Bandwidth selection for kernel conditional density estimation 0 1 3 81 3 5 14 229
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 1 3 5 228
Changing of the guard 0 0 1 3 0 0 1 34
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 13 1 2 8 91
Crude oil price forecasting based on internet concern using an extreme learning machine 0 2 7 9 2 8 28 32
Dynamic algorithm selection for pareto optimal set approximation 0 1 2 6 0 1 6 18
Editorial 0 0 0 9 0 0 1 107
Encouraging replication and reproducible research 0 0 1 12 0 1 2 59
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 0 0 1 2 0 1 2 6
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 24 2 6 7 135
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 1 0 1 7 24
Forecasting time series with multiple seasonal patterns 1 1 2 170 2 3 10 584
Forecasting with temporal hierarchies 0 0 0 2 3 5 11 20
Free Open-Source Forecasting Using R 0 0 3 155 3 6 14 445
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 1 37 0 1 3 204
Hierarchical forecasts for Australian domestic tourism 1 1 3 71 2 4 12 303
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 10 0 3 6 114
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 10 0 1 2 72
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 3 69 3 6 15 406
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 2 0 4 10 10
Minimum Sample Size requirements for Seasonal Forecasting Models 0 1 10 173 8 14 54 825
Monitoring processes with changing variances 0 0 0 17 1 2 4 106
Nonparametric time series forecasting with dynamic updating 0 0 0 2 0 0 1 34
On continuous-time threshold autoregression 0 0 1 45 0 0 1 156
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 0 0 0 0 1 1 1
Optimal combination forecasts for hierarchical time series 0 2 6 50 3 8 18 218
Optimally Reconciling Forecasts in a Hierarchy 1 5 12 65 5 21 38 157
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 16 2 2 2 116
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 3 133 0 1 7 529
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 4 7 23 42 11 27 83 192
Robust forecasting of mortality and fertility rates: A functional data approach 3 5 15 172 8 17 60 535
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 27 0 0 1 165
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 0 2 2 2
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 499 0 2 11 1,841
Stochastic population forecasts using functional data models for mortality, fertility and migration 2 4 11 89 3 12 26 263
The admissible parameter space for exponential smoothing models 0 0 0 83 0 0 4 221
The interaction between trend and seasonality 0 1 11 73 0 2 20 263
The price elasticity of electricity demand in South Australia 0 1 8 88 2 6 37 324
The tourism forecasting competition 0 0 0 9 0 3 9 88
The tourism forecasting competition 0 1 1 23 1 4 18 219
The value of feedback in forecasting competitions 0 0 0 2 3 3 8 39
The value of feedback in forecasting competitions 0 0 4 9 1 5 12 100
Tourism forecasting: An introduction 1 1 4 43 2 4 16 131
Twenty-five years of forecasting 0 1 1 63 0 1 4 167
Unmasking the Theta method 0 0 1 58 3 5 12 336
Using R to teach econometrics 1 3 6 1,460 2 13 34 3,374
Visualising forecasting algorithm performance using time series instance spaces 0 1 9 11 1 6 36 55
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 0 0 0 0 0 0
Total Journal Articles 23 63 250 5,561 127 365 1,194 19,643


Statistics updated 2019-11-03