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Details about Rob Hyndman
Rob Hyndman edits the NEP report on Forecasting .
Access statistics for papers by Rob Hyndman.
Last updated 2008-05-03. Update your information in the RePEc Author Service .
Short-id: phy3
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Working Papers 2007
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
Automatic time series forecasting: the forecast package for R Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Hierarchical forecasts for Australian domestic tourism Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Non-linear exponential smoothing and positive data Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Optimal combination forecasts for hierarchical time series Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
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
2006
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 See Also Journal Article in Computational Statistics & Data Analysis (2007)
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 See Also Journal Article in Demographic Research (2006)
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
Modelling and forecasting Australian domestic tourism Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Some Nonlinear Exponential Smoothing Models are Unstable Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
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
2005
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 Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2005) View citations
Another Look at Measures of Forecast Accuracy Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in International Journal of Forecasting (2006)
Forecasting Time-Series with Correlated Seasonality Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
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
Rating Forecasts for Television Programs Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
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 See Also Journal Article in Computational Statistics & Data Analysis (2007)
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
2004
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 Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations
2003
Empirical Information Criteria for Time Series Forecasting Model Selection Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Invertibility Conditions for Exponential Smoothing Models Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
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 See Also Journal Article in Journal of Forecasting (2005)
2002
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
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 View citations
Local Linear Forecasts Using Cubic Smoothing Splines Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
2001
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
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
Unmasking the Theta Method Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in International Journal of Forecasting (2003)
Using R to Teach Econometrics Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in Journal of Applied Econometrics (2002)
2000
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 See Also Journal Article in International Journal of Forecasting (2002)
Mixed Model-Based Hazard Estimation Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
1999
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
1998
Bandwidth Selection for Kernel Conditional Density Estimation Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business StatisticsSee Also Journal Article in Computational Statistics & Data Analysis (2001)
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
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
Undated
Nonparametric autocovariance function estimation Statistics Working Paper, Australian Graduate School of Management
Journal Articles 2007
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach Computational Statistics & Data Analysis , 2007, 51 , (7), 3418-3432 See Also Working Paper (2006)
Minimum Sample Size requirements for Seasonal Forecasting Models Foresight: The International Journal of Applied Forecasting , 2007, (6), 12-15 Robust forecasting of mortality and fertility rates: A functional data approach Computational Statistics & Data Analysis , 2007, 51 , (10), 4942-4956 View citations See Also Working Paper (2005)
2006
25 years of time series forecasting International Journal of Forecasting , 2006, 22 , (3), 443-473 A Bayesian approach to bandwidth selection for multivariate kernel density estimation Computational Statistics & Data Analysis , 2006, 50 , (11), 3009-3031 View citations
Another Look at Forecast Accuracy Metrics for Intermittent Demand Foresight: The International Journal of Applied Forecasting , 2006, (4), 43-46 Another look at measures of forecast accuracy International Journal of Forecasting , 2006, 22 , (4), 679-688 View citations See Also Working Paper (2005)
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions Demographic Research , 2006, 15 , (9), 289-310 See Also Working Paper (2006)
Twenty-five years of forecasting International Journal of Forecasting , 2006, 22 , (3), 413-414
2005
Editorial International Journal of Forecasting , 2005, 21 , (1), 1-1 Prediction intervals for exponential smoothing using two new classes of state space models Journal of Forecasting , 2005, 24 , (1), 17-37 View citations
Stochastic models underlying Croston's method for intermittent demand forecasting Journal of Forecasting , 2005, 24 , (6), 389-402 See Also Working Paper (2003)
2004
Exponential smoothing models: Means and variances for lead-time demand European Journal of Operational Research , 2004, 158 , (2), 444-455 The interaction between trend and seasonality International Journal of Forecasting , 2004, 20 , (4), 561-563
2003
Unmasking the Theta method International Journal of Forecasting , 2003, 19 , (2), 287-290 View citations See Also Working Paper (2001)
2002
A state space framework for automatic forecasting using exponential smoothing methods International Journal of Forecasting , 2002, 18 , (3), 439-454 View citations See Also Working Paper (2000)
Using R to teach econometrics Journal of Applied Econometrics , 2002, 17 , (2), 175-189 View citations See Also Working Paper (2001)
2001
Bandwidth selection for kernel conditional density estimation Computational Statistics & Data Analysis , 2001, 36 , (3), 279-298 View citations See Also Working Paper (1998)
1998
Smoothing non-Gaussian time series with autoregressive structure Computational Statistics & Data Analysis , 1998, 28 , (2), 171-191 View citations
1992
On continuous-time threshold autoregression International Journal of Forecasting , 1992, 8 , (2), 157-173
Editor
Australian & New Zealand Journal of Statistics Australian Statistical Publishing Association Inc.
International Journal of Forecasting Elsevier
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