Details about Rob J Hyndman

Rob J Hyndman edits the NEP report on Forecasting.

Access statistics for papers by Rob J Hyndman.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: phy3

Working Papers

2012

1. Recursive and direct multi-step forecasting: the best of both worlds
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2011

2. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models
   Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2011) View citations (1)
   See also Journal Article in Demography (2013)
3. The value of feedback in forecasting competitions
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
   See also Journal Article in International Journal of Forecasting (2011)

2010

4. A comparison of ten principal component methods for forecasting mortality rates
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
5. Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
6. Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach
   Working Papers, School of Economics, La Trobe University
   Also in Working Papers, School of Economics, La Trobe University (2010)
   See also Journal Article in Computational Statistics & Data Analysis (2011)
7. Short-term load forecasting based on a semi-parametric additive model
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
8. The price elasticity of electricity demand in South Australia
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article in Energy Policy (2011)

2009

9. Forecasting time series with complex seasonal patterns using exponential smoothing
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
10. Nonparametric time series forecasting with dynamic updating
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
11. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in International Journal of Forecasting (2011)

2008

12. Density forecasting for long-term peak electricity demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
13. Exponential smoothing and non-negative data
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting View citations (3)
14. Monitoring Processes with Changing Variances
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in International Journal of Forecasting (2009)
15. Rainbow plots, Bagplots and Boxplots for Functional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)

2007

16. A state space model for exponential smoothing with group seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
17. Automatic time series forecasting: the forecast package for R
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article in Journal of Statistical Software (2008)
18. Hierarchical forecasts for Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article in International Journal of Forecasting (2009)
19. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
20. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2011)
21. The vector innovation structural time series framework: a simple approach to multivariate forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

2006

22. Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
23. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
    See also Journal Article in Demographic Research (2006)
24. Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
25. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
26. Some Nonlinear Exponential Smoothing Models are Unstable
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
27. Stochastic population forecasts using functional data models for mortality, fertility and migration
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article in International Journal of Forecasting (2008)

2005

28. 25 Years of IIF Time Series Forecasting: A Selective Review
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
29. Another Look at Measures of Forecast Accuracy
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article in International Journal of Forecasting (2006)
30. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
31. Forecasting age-specific breast cancer mortality using functional data models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)
32. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
33. Robust forecasting of mortality and fertility rates: a functional data approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
34. Time Series Forecasting: The Case for the Single Source of Error State Space
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

2004

35. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (1)

2003

36. Empirical Information Criteria for Time Series Forecasting Model Selection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
37. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
38. Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
39. Stochastic models underlying Croston's method for intermittent demand forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in Journal of Forecasting (2005)

2002

40. An Improved Method for Bandwidth Selection when Estimating ROC Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
41. Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
42. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2001

43. Prediction Intervals for Exponential Smoothing State Space Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)
44. Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
45. Unmasking the Theta Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article in International Journal of Forecasting (2003)
46. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

47. A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article in International Journal of Forecasting (2002)
48. Mixed Model-Based Hazard Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

1999

49. Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

1998

50. Bandwidth Selection for Kernel Conditional Density Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in Computational Statistics & Data Analysis (2001)
51. Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (17)
52. Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

Undated

53. Nonparametric autocovariance function estimation
    Statistics Working Paper, Australian Graduate School of Management View citations (2)

Journal Articles

2013

1. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
   Demography, 2013, 50, (1), 261-283
   See also Working Paper (2011)

2011

2. Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
   Computational Statistics & Data Analysis, 2011, 55, (8), 2477-2489
   See also Working Paper (2010)
3. Optimal combination forecasts for hierarchical time series
   Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (2)
   See also Working Paper (2007)
4. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
   Demographic Research, 2011, 25, (5), 173-214 View citations (2)
5. The price elasticity of electricity demand in South Australia
   Energy Policy, 2011, 39, (6), 3709-3719 View citations (1)
   See also Working Paper (2010)
6. The tourism forecasting competition
   International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (3)
   Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) View citations (3)
   See also Working Paper (2009)
7. The value of feedback in forecasting competitions
   International Journal of Forecasting, 2011, 27, (3), 845-849 View citations (3)
   Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) View citations (2)
   See also Working Paper (2011)
8. Tourism forecasting: An introduction
   International Journal of Forecasting, 2011, 27, (3), 817-821

2010

9. Changing of the guard
   International Journal of Forecasting, 2010, 26, (1), 1-1
10. Encouraging replication and reproducible research
    International Journal of Forecasting, 2010, 26, (1), 2-3
11. Free Open-Source Forecasting Using R
    Foresight: The International Journal of Applied Forecasting, 2010, (17), 19-23

2009

12. A change of editors
    International Journal of Forecasting, 2009, 25, (1), 1-2
13. A multivariate innovations state space Beveridge-Nelson decomposition
    Economic Modelling, 2009, 26, (5), 1067-1074 View citations (1)
14. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (9)
    See also Working Paper (2007)
15. Monitoring processes with changing variances
    International Journal of Forecasting, 2009, 25, (3), 518-525
    See also Working Paper (2008)

2008

16. Automatic Time Series Forecasting: The forecast Package for R
    Journal of Statistical Software, 27, (i03) View citations (18)
    See also Working Paper (2007)
17. Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
    International Journal of Forecasting, 2008, 24, (3), 557-557
18. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (5)
19. Stochastic population forecasts using functional data models for mortality, fertility and migration
    International Journal of Forecasting, 2008, 24, (3), 323-342 View citations (12)
    See also Working Paper (2006)
20. The admissible parameter space for exponential smoothing models
    Annals of the Institute of Statistical Mathematics, 2008, 60, (2), 407-426 View citations (6)

2007

21. Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
    Computational Statistics & Data Analysis, 2007, 51, (7), 3418-3432 View citations (5)
    See also Working Paper (2006)
22. Minimum Sample Size requirements for Seasonal Forecasting Models
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 View citations (3)
23. Robust forecasting of mortality and fertility rates: A functional data approach
    Computational Statistics & Data Analysis, 2007, 51, (10), 4942-4956 View citations (24)
    See also Working Paper (2005)

2006

24. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 View citations (18)
25. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (11)
26. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 View citations (3)
27. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 View citations (37)
    See also Working Paper (2005)
28. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Demographic Research, 2006, 15, (9), 289-310 View citations (16)
    See also Working Paper (2006)
29. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414

2005

30. Editorial
    International Journal of Forecasting, 2005, 21, (1), 1-1
31. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 View citations (12)
32. Stochastic models underlying Croston's method for intermittent demand forecasting
    Journal of Forecasting, 2005, 24, (6), 389-402 View citations (2)
    See also Working Paper (2003)

2004

33. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455
34. The interaction between trend and seasonality
    International Journal of Forecasting, 2004, 20, (4), 561-563 View citations (1)

2003

35. Improved methods for bandwidth selection when estimating ROC curves
    Statistics & Probability Letters, 2003, 64, (2), 181-189 View citations (3)
36. Unmasking the Theta method
    International Journal of Forecasting, 2003, 19, (2), 287-290 View citations (7)
    See also Working Paper (2001)

2002

37. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (49)
    See also Working Paper (2000)
38. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations (8)
    See also Working Paper (2001)

2001

39. Bandwidth selection for kernel conditional density estimation
    Computational Statistics & Data Analysis, 2001, 36, (3), 279-298 View citations (22)
    See also Working Paper (1998)

1998

40. Smoothing non-Gaussian time series with autoregressive structure
    Computational Statistics & Data Analysis, 1998, 28, (2), 171-191 View citations (1)

1992

41. On continuous-time threshold autoregression
    International Journal of Forecasting, 1992, 8, (2), 157-173 View citations (2)

Editor

1. Australian & New Zealand Journal of Statistics
   Australian Statistical Publishing Association Inc.
2. International Journal of Forecasting
   Elsevier