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Details about Rob Hyndman

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Homepage:http://www.robhyndman.info
Postal address:Department of Econometrics & Business Statistics Monash University Victoria 3800 Australia
Workplace:Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, (more information at EDIRC)

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

  1. 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 Downloads
  2. Automatic time series forecasting: the forecast package for R
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Hierarchical forecasts for Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
  4. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  5. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. 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 Downloads View citations

2006

  1. 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 Downloads View citations
    See Also Journal Article in Computational Statistics & Data Analysis (2007)
  2. 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 Downloads
    See Also Journal Article in Demographic Research (2006)
  3. 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 Downloads
  4. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
  5. Some Nonlinear Exponential Smoothing Models are Unstable
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. 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 Downloads View citations

2005

  1. 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 Downloads View citations
    Also in
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2005) Downloads View citations
  2. Another Look at Measures of Forecast Accuracy
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
    See Also Journal Article in International Journal of Forecasting (2006)
  3. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  4. 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 Downloads View citations
  5. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. 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 Downloads View citations
    See Also Journal Article in Computational Statistics & Data Analysis (2007)
  7. 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 Downloads View citations

2004

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

2003

  1. Empirical Information Criteria for Time Series Forecasting Model Selection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
  3. Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  4. 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 Downloads
    See Also Journal Article in Journal of Forecasting (2005)

2002

  1. 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 Downloads View citations
  2. 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 Downloads View citations
  3. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations

2001

  1. Prediction Intervals for Exponential Smoothing State Space Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
  2. 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 Downloads
  3. Unmasking the Theta Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
    See Also Journal Article in International Journal of Forecasting (2003)
  4. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
    See Also Journal Article in Journal of Applied Econometrics (2002)

2000

  1. 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 Downloads View citations
    See Also Journal Article in International Journal of Forecasting (2002)
  2. Mixed Model-Based Hazard Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

1999

  1. 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 Downloads View citations

1998

  1. 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)
  2. Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations
  3. 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

  1. Nonparametric autocovariance function estimation
    Statistics Working Paper, Australian Graduate School of Management

Journal Articles

2007

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

2006

  1. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 Downloads
  2. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 Downloads View citations
  3. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 Downloads
  4. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 Downloads View citations
    See Also Working Paper (2005)
  5. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Demographic Research, 2006, 15, (9), 289-310 Downloads
    See Also Working Paper (2006)
  6. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 Downloads

2005

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

2004

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

2003

  1. Unmasking the Theta method
    International Journal of Forecasting, 2003, 19, (2), 287-290 Downloads View citations
    See Also Working Paper (2001)

2002

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

2001

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

1998

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

1992

  1. On continuous-time threshold autoregression
    International Journal of Forecasting, 1992, 8, (2), 157-173 Downloads

Editor

  1. Australian & New Zealand Journal of Statistics
    Australian Statistical Publishing Association Inc.
  2. International Journal of Forecasting
    Elsevier
 
 
Page updated 2008-05-08