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 1 134 2 2 10 609
25 Years of IIF Time Series Forecasting: A Selective Review 0 0 3 412 1 4 9 957
A Brief History of Forecasting Competitions 0 0 1 85 2 4 10 125
A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors 0 0 0 26 0 0 1 47
A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data 0 0 0 37 1 1 3 53
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction 1 3 6 741 3 9 18 1,896
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods 0 2 5 615 3 6 12 1,736
A comparison of ten principal component methods for forecasting mortality rates 0 0 1 138 3 6 10 334
A state space model for exponential smoothing with group seasonality 0 0 1 206 1 2 4 527
An Improved Method for Bandwidth Selection when Estimating ROC Curves 0 0 0 138 0 1 3 557
Anomaly Detection in High Dimensional Data 0 0 0 26 1 1 4 83
Anomaly detection in streaming nonstationary temporal data 0 0 0 122 0 0 2 289
Another Look at Measures of Forecast Accuracy 1 4 12 1,525 8 35 64 3,953
Automatic time series forecasting: the forecast package for R 1 2 3 1,602 9 16 27 4,721
Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation 0 0 1 58 3 6 12 210
Bandwidth Selection for Kernel Conditional Density Estimation 0 0 0 0 0 0 3 1,531
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 0 2 5 2,125
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 1,028 1 4 9 3,618
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 1 6 8 100
Boosting multi-step autoregressive forecasts 0 0 1 78 1 2 6 131
Calendar-based Graphics for Visualizing People's Daily Schedules 0 0 0 4 0 0 2 41
Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models 0 0 2 55 0 1 6 305
Coherent Probabilistic Forecasts for Hierarchical Time Series 0 0 0 85 3 4 5 193
Coherent mortality forecasting: the product-ratio method with functional time series models 0 0 0 67 2 2 6 191
Conditional Normalization in Time Series Analysis 0 0 3 24 3 3 9 28
Cross-temporal Probabilistic Forecast Reconciliation 0 0 0 23 0 2 2 16
Density forecasting for long-term peak electricity demand 0 0 1 226 2 3 6 600
Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis 0 0 0 27 0 2 3 24
Dimension Reduction For Outlier Detection Using DOBIN 0 0 0 19 1 2 3 46
Distributed ARIMA Models for Ultra-long Time Series 0 0 0 115 1 4 10 188
Efficient Identification of the Pareto Optimal Set 0 0 0 13 0 1 3 94
Efficient generation of time series with diverse and controllable characteristics 0 0 2 69 1 1 6 202
Empirical Information Criteria for Time Series Forecasting Model Selection 0 0 0 1,000 1 1 2 3,396
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand 0 0 1 769 0 1 5 2,849
Exponential smoothing and non-negative data 0 0 0 85 1 2 5 299
FFORMA: Feature-based forecast model averaging 0 1 4 128 1 3 18 559
Fast Forecast Reconciliation Using Linear Models 0 0 0 83 1 1 2 188
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 63 2 3 9 141
Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance 0 0 20 20 1 2 14 14
Forecast Reconciliation: A Review 0 1 2 24 2 6 13 40
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 1 1 3 52
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 0 2 5 37
Forecasting Swiss Exports Using Bayesian Forecast Reconciliation 0 0 0 45 4 4 6 56
Forecasting Swiss Exports using Bayesian Forecast Reconciliation 0 0 0 25 4 5 6 39
Forecasting Time-Series with Correlated Seasonality 0 0 0 262 0 2 3 771
Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach 0 0 0 36 0 0 2 211
Forecasting age-specific breast cancer mortality using functional data models 0 0 0 164 2 3 4 988
Forecasting for Social Good 0 0 0 24 1 1 4 140
Forecasting hierarchical and grouped time series through trace minimization 1 1 2 90 1 5 11 199
Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age 0 1 1 28 2 4 7 281
Forecasting time series with complex seasonal patterns using exponential smoothing 0 0 3 221 6 13 23 584
Forecasting with Temporal Hierarchies 0 0 0 51 2 5 10 152
Forecasting with Temporal Hierarchies 0 0 0 74 1 4 10 251
Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall 0 0 0 251 0 0 2 1,563
Grouped functional time series forecasting: An application to age-specific mortality rates 0 0 2 72 0 0 4 119
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 0 0 188 3 3 5 907
Hierarchical Forecasting 0 0 0 106 5 8 14 230
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 2 4 5 387
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 13 0 0 2 115
Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach 0 0 0 3 0 3 10 106
Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering 1 1 3 27 6 6 11 36
Invertibility Conditions for Exponential Smoothing Models 1 1 1 418 1 3 4 2,640
Leave-one-out Kernel Density Estimates for Outlier Detection 0 0 2 18 4 7 14 66
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 212 2 2 5 790
Local Linear Forecasts Using Cubic Smoothing Splines 0 0 2 561 2 4 8 1,981
Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity 0 0 0 199 1 2 3 728
Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models 0 0 1 25 1 1 4 64
Long-term forecasts of age-specific participation rates with functional data models 0 0 0 37 1 2 5 78
Low-dimensional decomposition, smoothing and forecasting of sparse functional data 0 0 0 71 1 1 4 96
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 2 5 9 308
Manifold Learning with Approximate Nearest Neighbors 0 0 0 37 2 3 6 85
Meta-learning how to forecast time series 1 1 4 214 2 5 17 596
Mixed Model-Based Hazard Estimation 0 0 0 133 0 0 2 644
Modelling and forecasting Australian domestic tourism 0 0 2 380 1 1 8 932
Monitoring Processes with Changing Variances 1 1 1 61 4 5 7 175
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves 0 0 0 234 1 3 4 1,212
Non-linear exponential smoothing and positive data 0 0 0 118 0 2 4 531
Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand 0 0 0 24 1 1 2 42
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions 0 0 0 183 2 2 4 1,028
Nonparametric autocovariance function estimation 0 0 0 69 1 2 4 1,088
Nonparametric estimation and symmetry tests for conditional density functions 0 0 0 4 1 2 5 65
Nonparametric time series forecasting with dynamic updating 0 0 0 160 1 1 3 392
On normalization and algorithm selection for unsupervised outlier detection 0 0 0 36 2 2 5 89
Online Conformal Inference for Multi-Step Time Series Forecasting 1 1 56 56 3 8 99 99
Optimal Forecast Reconciliation with Time Series Selection 1 2 24 24 1 3 17 17
Optimal Non-negative Forecast Reconciliation 0 0 1 37 5 8 13 102
Optimal combination forecasts for hierarchical time series 0 0 1 286 2 5 14 688
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 3 7 66 6 13 33 163
Prediction Intervals for Exponential Smoothing State Space Models 1 1 3 639 2 5 10 2,150
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality 0 0 0 52 1 1 5 44
Probabilisitic forecasts in hierarchical time series 0 0 0 61 2 2 5 135
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 3 7 13 115
Probabilistic time series forecasting with boosted additive models: an application to smart meter data 0 0 0 78 0 0 3 176
Rainbow plots, Bagplots and Boxplots for Functional Data 1 1 3 87 1 4 8 366
Rating Forecasts for Television Programs 0 0 0 223 2 4 7 643
Recursive and direct multi-step forecasting: the best of both worlds 3 5 24 458 15 24 105 1,373
Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression 0 0 0 0 1 1 1 1,725
Robust forecasting of mortality and fertility rates: a functional data approach 1 1 1 430 4 4 11 1,235
STR: A Seasonal-Trend Decomposition Procedure Based on Regression 0 0 2 155 2 5 19 452
Seasonal Functional Autoregressive Models 0 0 1 42 1 4 8 75
Short-term load forecasting based on a semi-parametric additive model 0 0 2 75 2 4 9 231
Some Nonlinear Exponential Smoothing Models are Unstable 0 0 0 217 2 3 4 1,055
Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting 1 1 42 42 2 3 17 17
Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 0 0 1 43 0 1 8 135
Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease 0 0 0 209 0 0 1 1,049
Stochastic models underlying Croston's method for intermittent demand forecasting 0 0 2 2,173 1 2 7 6,640
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 1 4 266 4 4 11 872
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 2 4 62
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 1 3 83
The Road to Recovery from COVID-19 for Australian Tourism 1 1 3 67 2 5 10 149
The price elasticity of electricity demand in South Australia 1 1 1 187 2 3 6 479
The tourism forecasting competition 0 0 1 156 5 8 14 495
The value of feedback in forecasting competitions 0 0 1 60 6 6 8 203
The vector innovation structural time series framework: a simple approach to multivariate forecasting 0 0 0 180 0 1 4 497
Time Series Forecasting: The Case for the Single Source of Error State Space 0 0 0 335 0 0 2 1,301
Two-dimensional smoothing of mortality rates 0 0 0 33 1 2 7 104
Unmasking the Theta Method 0 0 2 311 3 8 12 1,229
Using R to Teach Econometrics 0 0 2 2,177 1 1 5 4,408
Visualising forecasting Algorithm Performance using Time Series Instance Spaces 0 0 1 108 3 3 9 146
Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities 0 0 0 0 0 1 2 8
Total Working Papers 20 37 282 25,188 221 436 1,137 82,591


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 0 3 259 4 11 27 961
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 1 1 3 322
A brief history of forecasting competitions 0 0 1 32 2 2 14 141
A change of editors 0 0 0 7 1 2 3 67
A gradient boosting approach to the Kaggle load forecasting competition 0 0 1 55 2 7 19 321
A multivariate innovations state space Beveridge-Nelson decomposition 0 0 0 33 0 0 4 167
A note on the categorization of demand patterns 0 0 0 5 1 4 7 32
A note on the validity of cross-validation for evaluating autoregressive time series prediction 2 5 23 274 11 28 90 750
A note on upper bounds for forecast-value-added relative to naïve forecasts 0 0 0 2 0 0 2 42
A state space framework for automatic forecasting using exponential smoothing methods 0 7 14 268 9 25 58 927
Another Look at Forecast Accuracy Metrics for Intermittent Demand 0 0 6 401 2 6 42 1,486
Another look at measures of forecast accuracy 4 8 27 456 20 47 101 1,622
Assessing mortality inequality in the U.S.: What can be said about the future? 0 0 0 3 3 3 7 16
Automatic Time Series Forecasting: The forecast Package for R 0 0 2 482 2 14 39 2,292
Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation 1 1 2 47 4 14 23 208
Bandwidth selection for kernel conditional density estimation 1 2 8 119 4 10 26 356
Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting 0 0 0 28 0 1 2 238
Changing of the guard 0 0 0 3 0 1 2 42
Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 0 0 0 20 2 2 4 139
Comments on: Exploratory functional data analysis 0 0 0 0 1 1 1 1
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues 0 0 0 1 1 3 3 5
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 0 2 9 95
Distributed ARIMA models for ultra-long time series 0 2 2 6 0 3 8 24
Dynamic algorithm selection for pareto optimal set approximation 0 0 0 6 1 2 5 31
Early classification of spatio-temporal events using partial information 0 0 0 0 2 2 3 9
Editorial 0 0 0 9 0 0 1 116
Encouraging replication and reproducible research 0 0 0 16 1 2 5 83
Errors on Percentage Errors 3 3 3 3 3 5 7 7
Exploring the sources of uncertainty: Why does bagging for time series forecasting work? 1 1 1 22 2 3 8 91
Exponential smoothing models: Means and variances for lead-time demand 0 0 0 27 1 2 6 166
FFORMA: Feature-based forecast model averaging 1 3 11 49 4 7 34 233
Fast computation of reconciled forecasts for hierarchical and grouped time series 0 0 0 6 1 1 5 60
Forecast combinations: An over 50-year review 0 4 13 32 9 19 47 85
Forecast reconciliation: A geometric view with new insights on bias correction 0 1 2 12 3 4 15 59
Forecast reconciliation: A review 0 4 7 12 5 17 42 56
Forecasting Swiss exports using Bayesian forecast reconciliation 0 0 0 5 1 1 3 25
Forecasting for social good 0 0 1 3 3 6 11 18
Forecasting in social settings: The state of the art 2 4 4 19 4 7 16 107
Forecasting interrupted time series 0 1 1 1 3 5 8 8
Forecasting time series with multiple seasonal patterns 0 1 1 188 1 4 6 667
Forecasting with temporal hierarchies 0 1 8 23 3 12 36 115
Forecasting, causality and feedback 0 0 1 9 0 0 6 22
Free Open-Source Forecasting Using R 0 0 2 168 1 2 7 494
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 0 0 41 0 1 4 224
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data 0 0 5 9 3 6 16 35
Hierarchical forecasts for Australian domestic tourism 1 1 2 101 6 7 12 407
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach 0 0 0 11 2 5 7 130
Improved methods for bandwidth selection when estimating ROC curves 0 0 0 11 0 0 2 83
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering 0 0 1 1 2 2 5 5
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions 0 0 0 70 0 0 3 458
LoMEF: A framework to produce local explanations for global model time series forecasts 0 0 0 1 2 3 6 14
MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns 1 2 7 7 5 9 24 24
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 2 5 16 51
Minimum Sample Size requirements for Seasonal Forecasting Models 1 3 5 219 2 8 30 1,108
Modern Strategies for Time Series Regression 0 0 1 1 0 1 4 13
Monitoring processes with changing variances 0 0 0 20 1 1 4 124
Nonparametric time series forecasting with dynamic updating 0 0 0 3 5 7 9 63
Non‐linear mixed‐effects models for time series forecasting of smart meter demand 1 1 2 5 1 1 5 15
On continuous-time threshold autoregression 0 0 0 51 0 0 3 176
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 1 8 15 33 6 20 40 122
Optimal combination forecasts for hierarchical time series 0 0 2 86 7 15 27 390
Optimal forecast reconciliation with time series selection 0 1 1 1 2 4 5 5
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 3 3 11 435
Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods 0 0 0 20 3 4 5 140
Predicting sediment and nutrient concentrations from high-frequency water-quality data 0 0 0 0 1 2 5 9
Prediction intervals for exponential smoothing using two new classes of state space models 0 1 2 151 2 4 8 585
Principles and algorithms for forecasting groups of time series: Locality and globality 1 5 5 11 6 32 43 86
Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond 1 3 20 154 4 12 54 578
Probabilistic forecast reconciliation: Properties, evaluation and score optimisation 0 0 4 9 3 7 19 35
Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters 1 1 1 1 2 2 3 4
Robust forecasting of mortality and fertility rates: A functional data approach 0 1 11 371 6 11 38 1,010
STR: Seasonal-Trend Decomposition Using Regression 0 0 1 11 2 4 13 70
Seasonal functional autoregressive models 0 0 1 5 0 1 13 30
Smoothing non-Gaussian time series with autoregressive structure 0 0 0 29 0 0 1 182
Some Properties and Generalizations of Non‐negative Bayesian Time Series Models 0 0 0 0 2 2 4 10
Stochastic models underlying Croston's method for intermittent demand forecasting 1 2 5 506 3 8 16 1,890
Stochastic population forecasts using functional data models for mortality, fertility and migration 1 3 7 148 2 7 16 416
The admissible parameter space for exponential smoothing models 0 0 0 89 2 2 5 246
The interaction between trend and seasonality 0 0 0 84 1 1 44 336
The price elasticity of electricity demand in South Australia 0 0 5 120 4 5 17 438
The tourism forecasting competition 0 0 1 27 0 0 8 192
The tourism forecasting competition 0 0 1 55 3 7 16 430
The value of feedback in forecasting competitions 0 0 0 12 3 4 7 136
The value of feedback in forecasting competitions 0 0 0 5 1 2 3 77
Tourism forecasting: An introduction 0 1 1 50 1 3 5 156
Twenty-five years of forecasting 0 0 0 64 1 2 3 183
Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data 0 0 0 0 1 2 2 2
Unmasking the Theta method 0 0 2 81 2 3 12 426
Using R to teach econometrics 0 0 1 1,489 2 3 8 3,482
Visualising forecasting algorithm performance using time series instance spaces 0 0 2 31 1 1 8 151
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS 0 0 1 6 1 2 5 20
Total Journal Articles 25 81 260 7,620 226 519 1,379 27,908


Chapter File Downloads Abstract Views
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On Sampling Methods for Costly Multi-Objective Black-Box Optimization 0 0 0 0 1 2 5 17
Total Chapters 0 0 0 0 1 2 5 17


Statistics updated 2025-12-06