Details about Rob J Hyndman

E-mail:
Homepage:	http://robjhyndman.com
Postal address:	Department of Econometrics & Business Statistics Monash University Victoria 3800 Australia
Workplace:	Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Rob J Hyndman edits the NEP report on Forecasting.

Access statistics for papers by Rob J Hyndman.

Last updated 2023-01-18. Update your information in the RePEc Author Service.

Short-id: phy3

---

Jump to Journal Articles Chapters Editor

Working Papers

2021

1. Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2. Leave-one-out Kernel Density Estimates for Outlier Detection
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
3. Manifold Learning with Approximate Nearest Neighbors
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
4. The Road to Recovery from COVID-19 for Australian Tourism
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2020

5. Distributed ARIMA Models for Ultra-long Time Series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
6. Forecast Reconciliation: A geometric View with New Insights on Bias Correction
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
   See also Forecast Reconciliation: A geometric View with New Insights on Bias Correction, Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
   Forecast reconciliation: A geometric view with new insights on bias correction, International Journal of Forecasting, Elsevier View citations (21)
7. Forecasting for Social Good
   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 (2022)
8. Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
9. Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article in Journal of Forecasting (2021)
10. Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article in International Journal of Forecasting (2021)
11. Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
    See also Journal Article in European Journal of Operational Research (2023)
12. Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2019

13. A Brief History of Forecasting Competitions
    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 (2020)
14. A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
15. A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
16. Anomaly Detection in High Dimensional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
17. Calendar-based Graphics for Visualizing People's Daily Schedules
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
18. Dimension Reduction For Outlier Detection Using DOBIN
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
19. Fast Forecast Reconciliation Using Linear Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
20. Forecasting Swiss Exports Using Bayesian Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in European Journal of Operational Research (2021)
21. Hierarchical Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
22. Optimal Non-negative Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
23. Seasonal Functional Autoregressive Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in Journal of Time Series Analysis (2022)
24. Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2018

25. Anomaly detection in streaming nonstationary temporal data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
26. Efficient generation of time series with diverse and controllable characteristics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
27. FFORMA: Feature-based forecast model averaging
    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 (2020)
28. Meta-learning how to forecast time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (13)
29. On normalization and algorithm selection for unsupervised outlier detection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
30. Probabilisitic forecasts in hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (10)

2017

31. Coherent Probabilistic Forecasts for Hierarchical Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (19)
32. Macroeconomic forecasting for Australia using a large number of predictors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article in International Journal of Forecasting (2019)
33. Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in Journal of the American Statistical Association (2019)
34. The Australian Macro Database: An online resource for macroeconomic research in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (1)

2016

35. Bayesian Rank Selection in Multivariate Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
36. Grouped functional time series forecasting: An application to age-specific mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
37. Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models
    WIFO Working Papers, WIFO View citations (4)
38. Long-term forecasts of age-specific participation rates with functional data models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
39. Visualising forecasting Algorithm Performance using Time Series Instance Spaces
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in International Journal of Forecasting (2017)

2015

40. A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
41. Forecasting hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
42. Forecasting with Temporal Hierarchies
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (2)
    See also Journal Article in European Journal of Operational Research (2017)
43. Probabilistic time series forecasting with boosted additive models: an application to smart meter data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
44. STR: A Seasonal-Trend Decomposition Procedure Based on Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)

2014

45. Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation
    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 (2016)
46. Boosting multi-step autoregressive forecasts
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
47. Efficient Identification of the Pareto Optimal Set
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
48. Fast computation of reconciled forecasts for hierarchical and grouped 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 (2016)
49. Low-dimensional decomposition, smoothing and forecasting of sparse functional data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

2013

50. Two-dimensional smoothing of mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2012

51. 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 View citations (6)

2011

52. 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 View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2011) View citations (3)
    See also Journal Article in Demography (2013)
53. The value of feedback in forecasting competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
    See also Journal Article in International Journal of Forecasting (2011)

2010

54. 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 (2)
55. 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
56. 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 View citations (1)
    Also in Working Papers, School of Economics, La Trobe University (2010) View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2011)
57. 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 (9)
58. The price elasticity of electricity demand in South Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article in Energy Policy (2011)

2009

59. 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 (14)
60. Nonparametric time series forecasting with dynamic updating
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
61. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (14)
    See also Journal Article in International Journal of Forecasting (2011)

2008

62. 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 (22)
63. Exponential smoothing and non-negative data
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (5)
64. Monitoring Processes with Changing Variances
    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 (2009)
65. 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 (19)

2007

66. 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 View citations (1)
67. 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 (45)
    See also Journal Article in Journal of Statistical Software (2008)
68. 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)
69. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
70. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2011)
71. 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 (8)

2006

72. 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 (4)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
73. 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 (62)
74. 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 (3)
75. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
76. Some Nonlinear Exponential Smoothing Models are Unstable
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
77. 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 (7)
    See also Journal Article in International Journal of Forecasting (2008)

2005

78. 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 (6)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2005) View citations (5)
79. Another Look at Measures of Forecast Accuracy
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (29)
    See also Journal Article in International Journal of Forecasting (2006)
80. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
81. 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 (9)
82. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
83. 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 (20)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
84. 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 (6)

2004

85. 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 (4)
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (3)

2003

86. 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)
87. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
88. 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 (6)
89. 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 (4)
    See also Journal Article in Journal of Forecasting (2005)

2002

90. 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)
    See also Journal Article in Statistics & Probability Letters (2003)
91. 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
92. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
93. Nonparametric estimation and symmetry tests for conditional density functions
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (36)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (1998) View citations (23)

2001

94. 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 (19)
95. 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
96. Unmasking the Theta Method
    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 (2003)
97. 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

98. 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 (8)
    See also Journal Article in International Journal of Forecasting (2002)
99. Mixed Model-Based Hazard Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

1999

100. 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

101. Bandwidth Selection for Kernel Conditional Density Estimation
     Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
     See also Journal Article in Computational Statistics & Data Analysis (2001)
102. 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

103. Nonparametric autocovariance function estimation
     Statistics Working Paper, Australian Graduate School of Management View citations (5)

Journal Articles

2023

1. Probabilistic forecast reconciliation: Properties, evaluation and score optimisation
   European Journal of Operational Research, 2023, 306, (2), 693-706
   See also Working Paper (2020)

2022

2. Forecasting for social good
   International Journal of Forecasting, 2022, 38, (3), 1245-1257
   See also Working Paper (2020)
3. Seasonal functional autoregressive models
   Journal of Time Series Analysis, 2022, 43, (2), 197-218 View citations (1)
   See also Working Paper (2019)

2021

4. Assessing mortality inequality in the U.S.: What can be said about the future?
   Insurance: Mathematics and Economics, 2021, 99, (C), 152-162 View citations (2)
5. Forecasting Swiss exports using Bayesian forecast reconciliation
   European Journal of Operational Research, 2021, 291, (2), 693-710 View citations (3)
   See also Working Paper (2019)
6. Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
   Journal of the American Statistical Association, 2021, 116, (533), 27-43 View citations (6)
7. Non‐linear mixed‐effects models for time series forecasting of smart meter demand
   Journal of Forecasting, 2021, 40, (6), 1118-1130 View citations (1)
   See also Working Paper (2020)
8. Principles and algorithms for forecasting groups of time series: Locality and globality
   International Journal of Forecasting, 2021, 37, (4), 1632-1653 View citations (12)
   See also Working Paper (2020)
9. Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters
   IJERPH, 2021, 18, (23), 1-0

2020

10. A brief history of forecasting competitions
    International Journal of Forecasting, 2020, 36, (1), 7-14 View citations (18)
    See also Working Paper (2019)
11. Early classification of spatio-temporal events using partial information
    PLOS ONE, 2020, 15, (8), 1-39
12. FFORMA: Feature-based forecast model averaging
    International Journal of Forecasting, 2020, 36, (1), 86-92 View citations (39)
    See also Working Paper (2018)
13. Forecasting in social settings: The state of the art
    International Journal of Forecasting, 2020, 36, (1), 15-28 View citations (16)
14. Modern Strategies for Time Series Regression
    International Statistical Review, 2020, 88, (S1), S179-S204 View citations (1)

2019

15. Macroeconomic forecasting for Australia using a large number of predictors
    International Journal of Forecasting, 2019, 35, (2), 616-633 View citations (11)
    See also Working Paper (2017)
16. Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
    Journal of the American Statistical Association, 2019, 114, (526), 804-819 View citations (46)
    See also Working Paper (2017)
17. Predicting sediment and nutrient concentrations from high-frequency water-quality data
    PLOS ONE, 2019, 14, (8), 1-22 View citations (3)

2018

18. A note on the validity of cross-validation for evaluating autoregressive time series prediction
    Computational Statistics & Data Analysis, 2018, 120, (C), 70-83 View citations (117)
19. Crude oil price forecasting based on internet concern using an extreme learning machine
    International Journal of Forecasting, 2018, 34, (4), 665-677 View citations (36)
20. Exploring the sources of uncertainty: Why does bagging for time series forecasting work?
    European Journal of Operational Research, 2018, 268, (2), 545-554 View citations (30)

2017

21. A note on upper bounds for forecast-value-added relative to naïve forecasts
    Journal of the Operational Research Society, 2017, 68, (9), 1082-1084 View citations (1)
22. Dynamic algorithm selection for pareto optimal set approximation
    Journal of Global Optimization, 2017, 67, (1), 263-282
23. Forecasting with temporal hierarchies
    European Journal of Operational Research, 2017, 262, (1), 60-74 View citations (57)
    See also Working Paper (2015)
24. Visualising forecasting algorithm performance using time series instance spaces
    International Journal of Forecasting, 2017, 33, (2), 345-358 View citations (28)
    See also Working Paper (2016)

2016

25. Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation
    International Journal of Forecasting, 2016, 32, (2), 303-312 View citations (49)
    See also Working Paper (2014)
26. Fast computation of reconciled forecasts for hierarchical and grouped time series
    Computational Statistics & Data Analysis, 2016, 97, (C), 16-32 View citations (32)
    See also Working Paper (2014)
27. Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
    International Journal of Forecasting, 2016, 32, (3), 896-913 View citations (178)

2014

28. A gradient boosting approach to the Kaggle load forecasting competition
    International Journal of Forecasting, 2014, 30, (2), 382-394 View citations (55)
29. Optimally Reconciling Forecasts in a Hierarchy
    Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 View citations (7)

2013

30. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
    Demography, 2013, 50, (1), 261-283 View citations (73)
    See also Working Paper (2011)

2011

31. 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 View citations (4)
    See also Working Paper (2010)
32. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 View citations (15)
    See also Working Paper (2009)
33. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (103)
    See also Working Paper (2007)
34. The price elasticity of electricity demand in South Australia
    Energy Policy, 2011, 39, (6), 3709-3719 View citations (88)
    See also Working Paper (2010)
35. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (80)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) View citations (80)
    See also Working Paper (2009)
36. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 View citations (10)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) View citations (10)
    See also Working Paper (2011)
37. Tourism forecasting: An introduction
    International Journal of Forecasting, 2011, 27, (3), 817-821 View citations (7)

2010

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

2009

41. A change of editors
    International Journal of Forecasting, 2009, 25, (1), 1-2
42. A multivariate innovations state space Beveridge-Nelson decomposition
    Economic Modelling, 2009, 26, (5), 1067-1074 View citations (3)
43. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (71)
    See also Working Paper (2007)
44. Monitoring processes with changing variances
    International Journal of Forecasting, 2009, 25, (3), 518-525 View citations (1)
    See also Working Paper (2008)

2008

45. Automatic Time Series Forecasting: The forecast Package for R
    Journal of Statistical Software, 2008, 027, (i03) View citations (479)
    See also Working Paper (2007)
46. Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
    International Journal of Forecasting, 2008, 24, (3), 557-557
47. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (44)
48. Stochastic population forecasts using functional data models for mortality, fertility and migration
    International Journal of Forecasting, 2008, 24, (3), 323-342 View citations (51)
    See also Working Paper (2006)
49. The admissible parameter space for exponential smoothing models
    Annals of the Institute of Statistical Mathematics, 2008, 60, (2), 407-426 View citations (18)

2007

50. 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 (10)
    See also Working Paper (2006)
51. Minimum Sample Size requirements for Seasonal Forecasting Models
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 View citations (25)
52. Robust forecasting of mortality and fertility rates: A functional data approach
    Computational Statistics & Data Analysis, 2007, 51, (10), 4942-4956 View citations (188)
    See also Working Paper (2005)

2006

53. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 View citations (172)
54. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (48)
55. A note on the categorization of demand patterns
    Journal of the Operational Research Society, 2006, 57, (10), 1256-1257 View citations (17)
56. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 View citations (44)
57. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 View citations (612)
    See also Working Paper (2005)
58. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 View citations (4)

2005

59. Editorial
    International Journal of Forecasting, 2005, 21, (1), 1-1
60. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 View citations (31)
61. Stochastic models underlying Croston's method for intermittent demand forecasting
    Journal of Forecasting, 2005, 24, (6), 389-402 View citations (26)
    See also Working Paper (2003)

2004

62. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 View citations (10)
63. The interaction between trend and seasonality
    International Journal of Forecasting, 2004, 20, (4), 561-563 View citations (2)

2003

64. Improved methods for bandwidth selection when estimating ROC curves
    Statistics & Probability Letters, 2003, 64, (2), 181-189 View citations (10)
    See also Working Paper (2002)
65. Unmasking the Theta method
    International Journal of Forecasting, 2003, 19, (2), 287-290 View citations (41)
    See also Working Paper (2001)

2002

66. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (256)
    See also Working Paper (2000)
67. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations (11)
    See also Working Paper (2001)

2001

68. Bandwidth selection for kernel conditional density estimation
    Computational Statistics & Data Analysis, 2001, 36, (3), 279-298 View citations (61)
    See also Working Paper (1998)

1998

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

1997

70. Some Properties and Generalizations of Non‐negative Bayesian Time Series Models
    Journal of the Royal Statistical Society Series B, 1997, 59, (3), 615-626 View citations (11)

1993

71. YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS
    Journal of Time Series Analysis, 1993, 14, (3), 281-296 View citations (2)

1992

72. On continuous-time threshold autoregression
    International Journal of Forecasting, 1992, 8, (2), 157-173 View citations (9)

Chapters

2016

1. On Sampling Methods for Costly Multi-Objective Black-Box Optimization
   Springer View citations (1)

Editor

1. Monash Econometrics and Business Statistics Working Papers
   Monash University, Department of Econometrics and Business Statistics