Rob J Hyndman
Names
| first: |
Rob |
| middle: |
J |
| last: |
Hyndman |
Identifer
Contact
| homepage: |
http://robjhyndman.com |
|
| postal address: |
Department of Econometrics Business Statistics
Monash University
Victoria 3800
Australia |
Affiliations
-
Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models (RePEc:asb:wpaper:201116)
by Rob J Hyndman & Heather Booth & Farah Yasmeen - Modern Strategies for Time Series Regression (RePEc:bla:istatr:v:88:y:2020:i:s1:p:s179-s204)
by Stephanie Clark & Rob J. Hyndman & Dan Pagendam & Louise M. Ryan - Some Properties and Generalizations of Non‐negative Bayesian Time Series Models (RePEc:bla:jorssb:v:59:y:1997:i:3:p:615-626)
by Gary K. Grunwald & Kais Hamza & Rob J. Hyndman - Yule‐Walker Estimates For Continuous‐Time Autoregressive Models (RePEc:bla:jtsera:v:14:y:1993:i:3:p:281-296)
by Rob J. Hyndman - Seasonal functional autoregressive models (RePEc:bla:jtsera:v:43:y:2022:i:2:p:197-218)
by Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman - Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (RePEc:dem:demres:v:15:y:2006:i:9)
by Heather Booth & Rob Hyndman & Leonie Tickle & Piet de Jong - Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods (RePEc:dem:demres:v:25:y:2011:i:5)
by Han Lin Shang & Heather Booth & Rob Hyndman - Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC (RePEc:ecm:ausm04:120)
by Rob L. Hyndman & Xibin Zhang & Maxwell L. King, - A note on the validity of cross-validation for evaluating autoregressive time series prediction (RePEc:eee:csdana:v:120:y:2018:i:c:p:70-83)
by Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo - Smoothing non-Gaussian time series with autoregressive structure (RePEc:eee:csdana:v:28:y:1998:i:2:p:171-191)
by Grunwald, Gary K. & Hyndman, Rob J. - Bandwidth selection for kernel conditional density estimation (RePEc:eee:csdana:v:36:y:2001:i:3:p:279-298)
by Bashtannyk, David M. & Hyndman, Rob J. - A Bayesian approach to bandwidth selection for multivariate kernel density estimation (RePEc:eee:csdana:v:50:y:2006:i:11:p:3009-3031)
by Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J. - Robust forecasting of mortality and fertility rates: A functional data approach (RePEc:eee:csdana:v:51:y:2007:i:10:p:4942-4956)
by Hyndman, Rob J. & Shahid Ullah, Md. - Half-life estimation based on the bias-corrected bootstrap: A highest density region approach (RePEc:eee:csdana:v:51:y:2007:i:7:p:3418-3432)
by Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J. - Improved interval estimation of long run response from a dynamic linear model: A highest density region approach (RePEc:eee:csdana:v:55:y:2011:i:8:p:2477-2489)
by Kim, Jae H. & Fraser, Iain & Hyndman, Rob J. - Optimal combination forecasts for hierarchical time series (RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589)
by Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin - Fast computation of reconciled forecasts for hierarchical and grouped time series (RePEc:eee:csdana:v:97:y:2016:i:c:p:16-32)
by Hyndman, Rob J. & Lee, Alan J. & Wang, Earo - A multivariate innovations state space Beveridge-Nelson decomposition (RePEc:eee:ecmode:v:26:y:2009:i:5:p:1067-1074)
by de Silva, Ashton & Hyndman, Rob J. & Snyder, Ralph - Exponential smoothing models: Means and variances for lead-time demand (RePEc:eee:ejores:v:158:y:2004:i:2:p:444-455)
by Snyder, Ralph D. & Koehler, Anne B. & Hyndman, Rob J. & Ord, J. Keith - Forecasting time series with multiple seasonal patterns (RePEc:eee:ejores:v:191:y:2008:i:1:p:207-222)
by Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid - Forecasting with temporal hierarchies (RePEc:eee:ejores:v:262:y:2017:i:1:p:60-74)
by Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios - Exploring the sources of uncertainty: Why does bagging for time series forecasting work? (RePEc:eee:ejores:v:268:y:2018:i:2:p:545-554)
by Petropoulos, Fotios & Hyndman, Rob J. & Bergmeir, Christoph - Forecasting Swiss exports using Bayesian forecast reconciliation (RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710)
by Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios - Probabilistic forecast reconciliation: Properties, evaluation and score optimisation (RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706)
by Panagiotelis, Anastasios & Gamakumara, Puwasala & Athanasopoulos, George & Hyndman, Rob J. - The price elasticity of electricity demand in South Australia (RePEc:eee:enepol:v:39:y:2011:i:6:p:3709-3719)
by Fan, Shu & Hyndman, Rob J. - Assessing mortality inequality in the U.S.: What can be said about the future? (RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162)
by Li, Han & Hyndman, Rob J. - A state space framework for automatic forecasting using exponential smoothing methods (RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454)
by Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone - Unmasking the Theta method (RePEc:eee:intfor:v:19:y:2003:i:2:p:287-290)
by Hyndman, Rob J. & Billah, Baki - The interaction between trend and seasonality (RePEc:eee:intfor:v:20:y:2004:i:4:p:561-563)
by Hyndman, Rob J. - Editorial (RePEc:eee:intfor:v:21:y:2005:i:1:p:1-1)
by Hyndman, Rob J. - Twenty-five years of forecasting (RePEc:eee:intfor:v:22:y:2006:i:3:p:413-414)
by Hyndman, Rob J. & Ord, J. Keith - 25 years of time series forecasting (RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473)
by De Gooijer, Jan G. & Hyndman, Rob J. - Another look at measures of forecast accuracy (RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688)
by Hyndman, Rob J. & Koehler, Anne B. - Stochastic population forecasts using functional data models for mortality, fertility and migration (RePEc:eee:intfor:v:24:y:2008:i:3:p:323-342)
by Hyndman, Rob J. & Booth, Heather - Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting (RePEc:eee:intfor:v:24:y:2008:i:3:p:557-557)
by Hyndman, Rob J. - A change of editors (RePEc:eee:intfor:v:25:y:2009:i:1:p:1-2)
by Hyndman, Rob J. - Hierarchical forecasts for Australian domestic tourism (RePEc:eee:intfor:v:25:y:2009:i:1:p:146-166)
by Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J. - Monitoring processes with changing variances (RePEc:eee:intfor:v:25:y:2009:i:3:p:518-525)
by Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J. - Changing of the guard (RePEc:eee:intfor:v:26:y::i:1:p:1-1)
by Hyndman, Rob J. - Encouraging replication and reproducible research (RePEc:eee:intfor:v:26:y::i:1:p:2-3)
by Hyndman, Rob J. - Tourism forecasting: An introduction (RePEc:eee:intfor:v:27:y::i:3:p:817-821)
by Song, Haiyan & Hyndman, Rob J. - The tourism forecasting competition (RePEc:eee:intfor:v:27:y::i:3:p:822-844)
by Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C. - The value of feedback in forecasting competitions (RePEc:eee:intfor:v:27:y::i:3:p:845-849)
by Athanasopoulos, George & Hyndman, Rob J. - The tourism forecasting competition (RePEc:eee:intfor:v:27:y:2011:i:3:p:822-844)
by Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C. - The value of feedback in forecasting competitions (RePEc:eee:intfor:v:27:y:2011:i:3:p:845-849)
by Athanasopoulos, George & Hyndman, Rob J. - A gradient boosting approach to the Kaggle load forecasting competition (RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394)
by Ben Taieb, Souhaib & Hyndman, Rob J. - Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation (RePEc:eee:intfor:v:32:y:2016:i:2:p:303-312)
by Bergmeir, Christoph & Hyndman, Rob J. & Benítez, José M. - Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond (RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913)
by Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J. - Visualising forecasting algorithm performance using time series instance spaces (RePEc:eee:intfor:v:33:y:2017:i:2:p:345-358)
by Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate - Crude oil price forecasting based on internet concern using an extreme learning machine (RePEc:eee:intfor:v:34:y:2018:i:4:p:665-677)
by Wang, Jue & Athanasopoulos, George & Hyndman, Rob J. & Wang, Shouyang - Macroeconomic forecasting for Australia using a large number of predictors (RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633)
by Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid - Forecasting in social settings: The state of the art (RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28)
by Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios - A brief history of forecasting competitions (RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14)
by Hyndman, Rob J. - FFORMA: Feature-based forecast model averaging (RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92)
by Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S. - Forecast reconciliation: A geometric view with new insights on bias correction (RePEc:eee:intfor:v:37:y:2021:i:1:p:343-359)
by Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J. - Principles and algorithms for forecasting groups of time series: Locality and globality (RePEc:eee:intfor:v:37:y:2021:i:4:p:1632-1653)
by Montero-Manso, Pablo & Hyndman, Rob J. - Forecasting for social good (RePEc:eee:intfor:v:38:y:2022:i:3:p:1245-1257)
by Rostami-Tabar, Bahman & Ali, Mohammad M. & Hong, Tao & Hyndman, Rob J. & Porter, Michael D. & Syntetos, Aris - Forecasting, causality and feedback (RePEc:eee:intfor:v:39:y:2023:i:2:p:558-560)
by Hyndman, Rob J. - Distributed ARIMA models for ultra-long time series (RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184)
by Wang, Xiaoqian & Kang, Yanfei & Hyndman, Rob J. & Li, Feng - LoMEF: A framework to produce local explanations for global model time series forecasts (RePEc:eee:intfor:v:39:y:2023:i:3:p:1424-1447)
by Rajapaksha, Dilini & Bergmeir, Christoph & Hyndman, Rob J. - Forecast combinations: An over 50-year review (RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547)
by Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei - Forecast reconciliation: A review (RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456)
by Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios - Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues (RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151)
by Girolimetto, Daniele & Athanasopoulos, George & Di Fonzo, Tommaso & Hyndman, Rob J. - On continuous-time threshold autoregression (RePEc:eee:intfor:v:8:y:1992:i:2:p:157-173)
by Brockwell, P. J. & Hyndman, R. J. - Nonparametric time series forecasting with dynamic updating (RePEc:eee:matcom:v:81:y:2011:i:7:p:1310-1324)
by Shang, Han Lin & Hyndman, Rob.J. - Improved methods for bandwidth selection when estimating ROC curves (RePEc:eee:stapro:v:64:y:2003:i:2:p:181-189)
by Hall, Peter G. & Hyndman, Rob J. - The Australian Macro Database: An online resource for macroeconomic research in Australia (RePEc:een:camaaa:2017-15)
by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid - Nonparametric estimation and symmetry tests for conditional density functions (RePEc:ehl:lserod:6092)
by Yao, Qiwei & Hyndman, Rob J. - Another Look at Forecast Accuracy Metrics for Intermittent Demand (RePEc:for:ijafaa:y:2006:i:4:p:43-46)
by Rob J. Hyndman - Minimum Sample Size requirements for Seasonal Forecasting Models (RePEc:for:ijafaa:y:2007:i:6:p:12-15)
by Rob J. Hyndman & Andrey V. Kostenko - Free Open-Source Forecasting Using R (RePEc:for:ijafaa:y:2010:i:17:p:19-23)
by Stephan Kolassa & Rob J. Hyndman - Optimally Reconciling Forecasts in a Hierarchy (RePEc:for:ijafaa:y:2014:i:35:p:42-48)
by Rob J. Hyndman & George Athanasopoulos - Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters (RePEc:gam:jijerp:v:18:y:2021:i:23:p:12803-:d:695074)
by Claire Kermorvant & Benoit Liquet & Guy Litt & Jeremy B. Jones & Kerrie Mengersen & Erin E. Peterson & Rob J. Hyndman & Catherine Leigh - Exponential smoothing and non-negative data (RePEc:gwc:wpaper:2008-003)
by Muhammad Akram & Rob J Hyndman & J. Keith Ord - STR: Seasonal-Trend Decomposition Using Regression (RePEc:inm:orijds:v:1:y:2022:i:1:p:50-62)
by Alexander Dokumentov & Rob J. Hyndman - Using R to teach econometrics (RePEc:jae:japmet:v:17:y:2002:i:2:p:175-189)
by Jeff Racine & Rob Hyndman - Prediction intervals for exponential smoothing using two new classes of state space models (RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37)
by Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord - Stochastic models underlying Croston's method for intermittent demand forecasting (RePEc:jof:jforec:v:24:y:2005:i:6:p:389-402)
by Rob J. Hyndman & Lydia Shenstone - Automatic Time Series Forecasting: The forecast Package for R (RePEc:jss:jstsof:v:027:i03)
by Hyndman, Rob J. & Khandakar, Yeasmin - Forecasting Swiss Exports using Bayesian Forecast Reconciliation (RePEc:kof:wpskof:19-457)
by Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis - Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach (RePEc:ltr:wpaper:2010.06)
by Jae H Kim & Iain Fraser & Rob J. Hyndman - Monash Econometrics and Business Statistics Working Papers (RePEc:msh:ebswps)
from Monash University, Department of Econometrics and Business Statistics as editor - Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression (RePEc:msh:ebswps:1998-12)
by Fraccaro, R. & Hyndman, R. & Veevers, A. - Bandwidth Selection for Kernel Conditional Density Estimation (RePEc:msh:ebswps:1998-16)
by Bashtannyk, D.M. & Hyndman, R.J. - Nonparametric Estimation and Symmetry Tests for Conditional Density Functions (RePEc:msh:ebswps:1998-17)
by Hyndman, R.J. & Yao, Q. - Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall (RePEc:msh:ebswps:1999-2)
by Hyndman, R.J. & Grunwald, G.K. - Mixed Model-Based Hazard Estimation (RePEc:msh:ebswps:2000-11)
by Cai, T. & Hyndman, R.J. & Wand, M.P. - A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods (RePEc:msh:ebswps:2000-9)
by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S. - Using R to Teach Econometrics (RePEc:msh:ebswps:2001-10)
by Racine, J & Hyndman, R.J. - Prediction Intervals for Exponential Smoothing State Space Models (RePEc:msh:ebswps:2001-11)
by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D. - Unmasking the Theta Method (RePEc:msh:ebswps:2001-5)
by Hyndman, R.J. & Billah, B. - Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease (RePEc:msh:ebswps:2001-6)
by Hyndman, R.J. & Erbas, B. - Local Linear Forecasts Using Cubic Smoothing Splines (RePEc:msh:ebswps:2002-10)
by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah - An Improved Method for Bandwidth Selection when Estimating ROC Curves (RePEc:msh:ebswps:2002-11)
by Peter Hall & Rob J. Hyndman - Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand (RePEc:msh:ebswps:2002-3)
by Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord - Stochastic models underlying Croston's method for intermittent demand forecasting (RePEc:msh:ebswps:2003-1)
by Lydia Shenstone & Rob J. Hyndman - Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves (RePEc:msh:ebswps:2003-12)
by Peter G. Hall & Rob J. Hyndman & Yanan Fan - Empirical Information Criteria for Time Series Forecasting Model Selection (RePEc:msh:ebswps:2003-2)
by Md B. Billah & R.J. Hyndman & A.B. Koehler - Invertibility Conditions for Exponential Smoothing Models (RePEc:msh:ebswps:2003-3)
by Rob J. Hyndman & Muhammad Akram & Blyth Archibald - Forecasting Time-Series with Correlated Seasonality (RePEc:msh:ebswps:2004-28)
by Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman - Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC (RePEc:msh:ebswps:2004-9)
by Xibin Zhang & Maxwell L. King & Rob J. Hyndman - Rating Forecasts for Television Programs (RePEc:msh:ebswps:2005-1)
by Denny Meyer & Rob J. Hyndman - 25 Years of IIF Time Series Forecasting: A Selective Review (RePEc:msh:ebswps:2005-12)
by Jan G. De Gooijer & Rob J. Hyndman - Another Look at Measures of Forecast Accuracy (RePEc:msh:ebswps:2005-13)
by Rob J. Hyndman & Anne B. Koehler - Robust forecasting of mortality and fertility rates: a functional data approach (RePEc:msh:ebswps:2005-2)
by Rob J. Hyndman & Md. Shahid Ullah - Forecasting age-specific breast cancer mortality using functional data models (RePEc:msh:ebswps:2005-3)
by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig - Time Series Forecasting: The Case for the Single Source of Error State Space (RePEc:msh:ebswps:2005-7)
by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds - Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach (RePEc:msh:ebswps:2006-11)
by Jae Kim & Param Silvapulle & Rob J. Hyndman - Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (RePEc:msh:ebswps:2006-13)
by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong - Stochastic population forecasts using functional data models for mortality, fertility and migration (RePEc:msh:ebswps:2006-14)
by Rob J Hyndman & Heather Booth - Modelling and forecasting Australian domestic tourism (RePEc:msh:ebswps:2006-19)
by George Athanasopoulos & Rob J. Hyndman - Some Nonlinear Exponential Smoothing Models are Unstable (RePEc:msh:ebswps:2006-3)
by Rob J Hyndman & Muhammad Akram - Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity (RePEc:msh:ebswps:2006-8)
by Azhong Ye & Rob J Hyndman & Zinai Li - Hierarchical forecasts for Australian domestic tourism (RePEc:msh:ebswps:2007-12)
by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman - Non-linear exponential smoothing and positive data (RePEc:msh:ebswps:2007-14)
by Muhammad Akram & Rob J. Hyndman & J. Keith Ord - The vector innovation structural time series framework: a simple approach to multivariate forecasting (RePEc:msh:ebswps:2007-3)
by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder - Automatic time series forecasting: the forecast package for R (RePEc:msh:ebswps:2007-6)
by Rob J. Hyndman & Yeasmin Khandakar - A state space model for exponential smoothing with group seasonality (RePEc:msh:ebswps:2007-7)
by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar - Optimal combination forecasts for hierarchical time series (RePEc:msh:ebswps:2007-9)
by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos - The tourism forecasting competition (RePEc:msh:ebswps:2008-10)
by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu - Monitoring Processes with Changing Variances (RePEc:msh:ebswps:2008-4)
by J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder - Density forecasting for long-term peak electricity demand (RePEc:msh:ebswps:2008-6)
by Rob J Hyndman & Shu Fan - Rainbow plots, Bagplots and Boxplots for Functional Data (RePEc:msh:ebswps:2008-9)
by Rob J. Hyndman & Han Lin Shang - Forecasting time series with complex seasonal patterns using exponential smoothing (RePEc:msh:ebswps:2009-15)
by Alysha M De Livera & Rob J Hyndman - Nonparametric time series forecasting with dynamic updating (RePEc:msh:ebswps:2009-8)
by Han Lin Shang & Rob J Hyndman - The price elasticity of electricity demand in South Australia (RePEc:msh:ebswps:2010-16)
by Shu Fan & Rob Hyndman - Short-term load forecasting based on a semi-parametric additive model (RePEc:msh:ebswps:2010-17)
by Shu Fan & Rob Hyndman - A comparison of ten principal component methods for forecasting mortality rates (RePEc:msh:ebswps:2010-8)
by Han Lin Shang & Rob J Hyndman & Heather Booth - Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach (RePEc:msh:ebswps:2010-9)
by Farah Yasmeen & Rob J Hyndman & Bircan Erbas - Coherent mortality forecasting: the product-ratio method with functional time series models (RePEc:msh:ebswps:2011-1)
by Rob J Hyndman & Heather Booth & Farah Yasmeen - The value of feedback in forecasting competitions (RePEc:msh:ebswps:2011-3)
by George Athanasopoulos & Rob J Hyndman - Recursive and direct multi-step forecasting: the best of both worlds (RePEc:msh:ebswps:2012-19)
by Souhaib Ben Taieb & Rob J Hyndman - Two-dimensional smoothing of mortality rates (RePEc:msh:ebswps:2013-26)
by Alexander Dokumentov & Rob J Hyndman - Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation (RePEc:msh:ebswps:2014-11)
by Christoph Bergmeir & Rob J Hyndman & Jose M Benitez - Efficient Identification of the Pareto Optimal Set (RePEc:msh:ebswps:2014-12)
by Ingrida Steponavice & Rob J Hyndman & Kate Smith-Miles & Laura Villanova - Boosting multi-step autoregressive forecasts (RePEc:msh:ebswps:2014-13)
by Souhaib Ben Taieb & Rob J Hyndman - Low-dimensional decomposition, smoothing and forecasting of sparse functional data (RePEc:msh:ebswps:2014-16)
by Alexander Dokumentov & Rob J Hyndman - Fast computation of reconciled forecasts for hierarchical and grouped time series (RePEc:msh:ebswps:2014-17)
by Rob J Hyndman & Alan Lee & Earo Wang - A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction (RePEc:msh:ebswps:2015-10)
by Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo - Probabilistic time series forecasting with boosted additive models: an application to smart meter data (RePEc:msh:ebswps:2015-12)
by Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton - STR: A Seasonal-Trend Decomposition Procedure Based on Regression (RePEc:msh:ebswps:2015-13)
by Alexander Dokumentov & Rob J. Hyndman - Forecasting hierarchical and grouped time series through trace minimization (RePEc:msh:ebswps:2015-15)
by Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman - Forecasting with Temporal Hierarchies (RePEc:msh:ebswps:2015-16)
by George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos - Visualising forecasting Algorithm Performance using Time Series Instance Spaces (RePEc:msh:ebswps:2016-10)
by Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles - Long-term forecasts of age-specific participation rates with functional data models (RePEc:msh:ebswps:2016-3)
by Thomas Url & Rob J Hyndman & Alexander Dokumentov - Grouped functional time series forecasting: An application to age-specific mortality rates (RePEc:msh:ebswps:2016-4)
by Han Lin Shang & Rob J Hyndman - Bayesian Rank Selection in Multivariate Regression (RePEc:msh:ebswps:2016-6)
by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid - The Australian Macro Database: An online resource for macroeconomic research in Australia (RePEc:msh:ebswps:2017-1)
by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid - Macroeconomic forecasting for Australia using a large number of predictors (RePEc:msh:ebswps:2017-2)
by Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid - Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization (RePEc:msh:ebswps:2017-22)
by Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman - Coherent Probabilistic Forecasts for Hierarchical Time Series (RePEc:msh:ebswps:2017-3)
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman - Probabilisitic forecasts in hierarchical time series (RePEc:msh:ebswps:2018-11)
by Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman - Efficient generation of time series with diverse and controllable characteristics (RePEc:msh:ebswps:2018-15)
by Yanfei Kang & Rob J Hyndman & Feng Li - On normalization and algorithm selection for unsupervised outlier detection (RePEc:msh:ebswps:2018-16)
by Sevvandi Kandanaarachchi & Mario A Munoz & Rob J Hyndman & Kate Smith-Miles - FFORMA: Feature-based forecast model averaging (RePEc:msh:ebswps:2018-19)
by Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala - Anomaly detection in streaming nonstationary temporal data (RePEc:msh:ebswps:2018-4)
by Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz - Meta-learning how to forecast time series (RePEc:msh:ebswps:2018-6)
by Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos - A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors (RePEc:msh:ebswps:2019-1)
by Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles - Calendar-based Graphics for Visualizing People's Daily Schedules (RePEc:msh:ebswps:2019-11)
by Earo Wang & Dianne Cook & Rob J Hyndman - A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data (RePEc:msh:ebswps:2019-12)
by Earo Wang & Dianne Cook & Rob J Hyndman - Forecasting Swiss Exports Using Bayesian Forecast Reconciliation (RePEc:msh:ebswps:2019-14)
by Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis - Optimal Non-negative Forecast Reconciliation (RePEc:msh:ebswps:2019-15)
by Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman - Seasonal Functional Autoregressive Models (RePEc:msh:ebswps:2019-16)
by Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman - Dimension Reduction For Outlier Detection Using DOBIN (RePEc:msh:ebswps:2019-17)
by Sevvandi Kandanaarachchi & Rob J Hyndman - Forecast Reconciliation: A geometric View with New Insights on Bias Correction (RePEc:msh:ebswps:2019-18)
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - Hierarchical Forecasting (RePEc:msh:ebswps:2019-2)
by George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan - Anomaly Detection in High Dimensional Data (RePEc:msh:ebswps:2019-20)
by Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles - Fast Forecast Reconciliation Using Linear Models (RePEc:msh:ebswps:2019-29)
by Mahsa Ashouri & Rob J Hyndman & Galit Shmueli - A Brief History of Forecasting Competitions (RePEc:msh:ebswps:2019-3)
by Rob J Hyndman - Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 (RePEc:msh:ebswps:2019-8)
by Jeremy Forbes & Dianne Cook & Rob J Hyndman - Forecast Reconciliation: A geometric View with New Insights on Bias Correction (RePEc:msh:ebswps:2020-23)
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation (RePEc:msh:ebswps:2020-26)
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - Distributed ARIMA Models for Ultra-long Time Series (RePEc:msh:ebswps:2020-29)
by Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li - Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age (RePEc:msh:ebswps:2020-31)
by Rob J Hyndman & Yijun Zeng & Han Lin Shang - Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities (RePEc:msh:ebswps:2020-35)
by Sayani Gupta & Rob J Hyndman & Dianne Cook & Antony Unwin - Forecasting for Social Good (RePEc:msh:ebswps:2020-37)
by Bahman Rostami-Tabar & Mohammad M Ali & Tao Hong & Rob J Hyndman & Michael D Porter & Aris Syntetos - Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand (RePEc:msh:ebswps:2020-41)
by Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb - Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality (RePEc:msh:ebswps:2020-45)
by Pablo Montero-Manso & Rob J Hyndman - The Road to Recovery from COVID-19 for Australian Tourism (RePEc:msh:ebswps:2021-1)
by George Athanasopoulos & Rob J Hyndman & Mitchell O'Hara-Wild - Leave-one-out Kernel Density Estimates for Outlier Detection (RePEc:msh:ebswps:2021-2)
by Sevvandi Kandanaarachchi & Rob J Hyndman - Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis (RePEc:msh:ebswps:2021-20)
by Sayani Gupta & Rob J Hyndman & Dianne Cook - Manifold Learning with Approximate Nearest Neighbors (RePEc:msh:ebswps:2021-3)
by Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis - Conditional Normalization in Time Series Analysis (RePEc:msh:ebswps:2023-10)
by Puwasala Gamakumara & Edgar Santos-Fernandez & Priyanga Dilini Talagala & Rob J Hyndman & Kerrie Mengersen & Catherine Leigh - Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering (RePEc:msh:ebswps:2023-17)
by George Athanasopoulos & Rob J Hyndman & Raffaele Mattera - Cross-temporal Probabilistic Forecast Reconciliation (RePEc:msh:ebswps:2023-6)
by Daniele Girolimetto & George Athanasopoulos & Tommaso Di Fonzo & Rob J Hyndman - Forecast Reconciliation: A Review (RePEc:msh:ebswps:2023-8)
by George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis - A note on the categorization of demand patterns (RePEc:pal:jorsoc:v:57:y:2006:i:10:d:10.1057_palgrave.jors.2602211)
by A V Kostenko & R J Hyndman - A note on upper bounds for forecast-value-added relative to naïve forecasts (RePEc:pal:jorsoc:v:68:y:2017:i:9:d:10.1057_s41274-017-0218-3)
by Paul Goodwin & Fotios Petropoulos & Rob J. Hyndman - Predicting sediment and nutrient concentrations from high-frequency water-quality data (RePEc:plo:pone00:0215503)
by Catherine Leigh & Sevvandi Kandanaarachchi & James M McGree & Rob J Hyndman & Omar Alsibai & Kerrie Mengersen & Erin E Peterson - Early classification of spatio-temporal events using partial information (RePEc:plo:pone00:0236331)
by Sevvandi Kandanaarachchi & Rob J Hyndman & Kate Smith-Miles - Forecasting with Temporal Hierarchies (RePEc:pra:mprapa:66362)
by Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios - The admissible parameter space for exponential smoothing models (RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426)
by Rob Hyndman & Muhammad Akram & Blyth Archibald - Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (RePEc:spr:demogr:v:50:y:2013:i:1:p:261-283)
by Rob Hyndman & Heather Booth & Farah Yasmeen - Dynamic algorithm selection for pareto optimal set approximation (RePEc:spr:jglopt:v:67:y:2017:i:1:d:10.1007_s10898-016-0420-x)
by Ingrida Steponavičė & Rob J. Hyndman & Kate Smith-Miles & Laura Villanova - On Sampling Methods for Costly Multi-Objective Black-Box Optimization (RePEc:spr:spochp:978-3-319-29975-4_15)
by Ingrida Steponavičė & Mojdeh Shirazi-Manesh & Rob J. Hyndman & Kate Smith-Miles & Laura Villanova - Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization (RePEc:taf:jnlasa:v:114:y:2019:i:526:p:804-819)
by Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman - Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (RePEc:taf:jnlasa:v:116:y:2021:i:533:p:27-43)
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman - 25 Years of IIF Time Series Forecasting: A Selective Review (RePEc:tin:wpaper:20050068)
by Jan G. de Gooijer & Rob J. Hyndman - Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach (RePEc:trb:wpaper:2010.06)
by Jae H Kim & Iain Fraser & Rob J. Hyndman - Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models (RePEc:wfo:wpaper:y:2016:i:510)
by Thomas Url & Rob J. Hyndman & Alexander Dokumentov - Non‐linear mixed‐effects models for time series forecasting of smart meter demand (RePEc:wly:jforec:v:40:y:2021:i:6:p:1118-1130)
by Cameron Roach & Rob Hyndman & Souhaib Ben Taieb - Nonparametric autocovariance function estimation (RePEc:wop:agsmst:_006)
by Hyndman, R.J. & Wand, M.P.