Details about Rob J Hyndman

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 2025-04-06. Update your information in the RePEc Author Service.

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Working Papers

2024

1. Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2. Online Conformal Inference for Multi-Step Time Series Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
3. Optimal Forecast Reconciliation with Time Series Selection
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Optimal forecast reconciliation with time series selection, European Journal of Operational Research, Elsevier (2025) (2025)
4. Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2023

5. Conditional Normalization in Time Series Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
6. Cross-temporal Probabilistic Forecast Reconciliation
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
7. Forecast Reconciliation: A Review
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
   See also Journal Article Forecast reconciliation: A review, International Journal of Forecasting, Elsevier (2024) View citations (3) (2024)
8. Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering, Quantitative Finance, Taylor & Francis Journals (2024) (2024)

2021

9. 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
10. Leave-one-out Kernel Density Estimates for Outlier Detection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
11. Manifold Learning with Approximate Nearest Neighbors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
12. 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

13. 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)
    See also Journal Article Distributed ARIMA models for ultra-long time series, International Journal of Forecasting, Elsevier (2023) View citations (3) (2023)
14. 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)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2019) View citations (3)
    See also Journal Article Forecast reconciliation: A geometric view with new insights on bias correction, International Journal of Forecasting, Elsevier (2021) View citations (40) (2021)
15. 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 Forecasting for social good, International Journal of Forecasting, Elsevier (2022) (2022)
16. 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
17. 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 Non‐linear mixed‐effects models for time series forecasting of smart meter demand, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)
18. 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 Principles and algorithms for forecasting groups of time series: Locality and globality, International Journal of Forecasting, Elsevier (2021) View citations (26) (2021)
19. 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 (8)
    See also Journal Article Probabilistic forecast reconciliation: Properties, evaluation and score optimisation, European Journal of Operational Research, Elsevier (2023) View citations (11) (2023)
20. Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2019

21. A Brief History of Forecasting Competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article A brief history of forecasting competitions, International Journal of Forecasting, Elsevier (2020) View citations (24) (2020)
22. 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)
23. 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)
24. Anomaly Detection in High Dimensional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
25. Calendar-based Graphics for Visualizing People's Daily Schedules
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
26. Dimension Reduction For Outlier Detection Using DOBIN
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
27. Fast Forecast Reconciliation Using Linear Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
28. Forecasting Swiss Exports Using Bayesian Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2019)
    See also Journal Article Forecasting Swiss exports using Bayesian forecast reconciliation, European Journal of Operational Research, Elsevier (2021) View citations (10) (2021)
29. Hierarchical Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
30. Optimal Non-negative Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
31. Seasonal Functional Autoregressive Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Seasonal functional autoregressive models, Journal of Time Series Analysis, Wiley Blackwell (2022) View citations (1) (2022)
32. 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

33. 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)
34. 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)
35. 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 FFORMA: Feature-based forecast model averaging, International Journal of Forecasting, Elsevier (2020) View citations (59) (2020)
36. Meta-learning how to forecast time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (19)
37. 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)
38. Probabilisitic forecasts in hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (12)

2017

39. Coherent Probabilistic Forecasts for Hierarchical Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (23)
40. 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 Macroeconomic forecasting for Australia using a large number of predictors, International Journal of Forecasting, Elsevier (2019) View citations (14) (2019)
41. 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 Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (84) (2019)
42. The Australian Macro Database: An online resource for macroeconomic research in Australia
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2017) View citations (1)

2016

43. Bayesian Rank Selection in Multivariate Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
44. 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)
45. Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models
    WIFO Working Papers, WIFO View citations (4)
46. 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 (5)
47. 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 Visualising forecasting algorithm performance using time series instance spaces, International Journal of Forecasting, Elsevier (2017) View citations (33) (2017)

2015

48. 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)
49. 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 (6)
50. Forecasting with Temporal Hierarchies
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2015) View citations (2)
    See also Journal Article Forecasting with temporal hierarchies, European Journal of Operational Research, Elsevier (2017) View citations (78) (2017)
51. 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
52. 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 (7)

2014

53. 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 Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation, International Journal of Forecasting, Elsevier (2016) View citations (59) (2016)
54. Boosting multi-step autoregressive forecasts
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
55. 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)
56. 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 (4)
    See also Journal Article Fast computation of reconciled forecasts for hierarchical and grouped time series, Computational Statistics & Data Analysis, Elsevier (2016) View citations (51) (2016)
57. 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

58. 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

59. 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 (9)

2011

60. 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 Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models, Demography, Springer (2013) View citations (87) (2013)
61. The value of feedback in forecasting competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (11)
    See also Journal Article The value of feedback in forecasting competitions, International Journal of Forecasting, Elsevier (2011) View citations (11) (2011)

2010

62. 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)
63. 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
64. 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 Improved interval estimation of long run response from a dynamic linear model: A highest density region approach, Computational Statistics & Data Analysis, Elsevier (2011) View citations (4) (2011)
65. 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)
66. 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 The price elasticity of electricity demand in South Australia, Energy Policy, Elsevier (2011) View citations (88) (2011)

2009

67. 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)
68. 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 Nonparametric time series forecasting with dynamic updating, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (18) (2011)
69. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (15)
    See also Journal Article The tourism forecasting competition, International Journal of Forecasting, Elsevier (2011) View citations (96) (2011)

2008

70. 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)
71. 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)
72. 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 Monitoring processes with changing variances, International Journal of Forecasting, Elsevier (2009) View citations (1) (2009)
73. 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

74. 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)
75. 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 (47)
    See also Journal Article Automatic Time Series Forecasting: The forecast Package for R, Journal of Statistical Software, Foundation for Open Access Statistics (2008) View citations (596) (2008)
76. 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 Hierarchical forecasts for Australian domestic tourism, International Journal of Forecasting, Elsevier (2009) View citations (95) (2009)
77. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
78. 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 Optimal combination forecasts for hierarchical time series, Computational Statistics & Data Analysis, Elsevier (2011) View citations (135) (2011)
79. 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

80. 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 Half-life estimation based on the bias-corrected bootstrap: A highest density region approach, Computational Statistics & Data Analysis, Elsevier (2007) View citations (10) (2007)
81. 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 (70)
    See also Journal Article Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions, Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany (2006) View citations (72) (2006)
82. 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)
83. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
84. 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)
85. 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 Stochastic population forecasts using functional data models for mortality, fertility and migration, International Journal of Forecasting, Elsevier (2008) View citations (64) (2008)

2005

86. 25 Years of IIF Time Series Forecasting: A Selective Review
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (6)
87. 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 Another look at measures of forecast accuracy, International Journal of Forecasting, Elsevier (2006) View citations (722) (2006)
88. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
89. 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)
90. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
91. 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 Robust forecasting of mortality and fertility rates: A functional data approach, Computational Statistics & Data Analysis, Elsevier (2007) View citations (210) (2007)
92. 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

93. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (3)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) View citations (4)

2003

94. 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)
95. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
96. 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)
97. 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 Stochastic models underlying Croston's method for intermittent demand forecasting, Journal of Forecasting, John Wiley & Sons, Ltd. (2005) View citations (31) (2005)

2002

98. 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 Improved methods for bandwidth selection when estimating ROC curves, Statistics & Probability Letters, Elsevier (2003) View citations (10) (2003)
99. 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
100. 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)
101. 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 (38)
     Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (1998) View citations (23)

2001

102. 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)
103. 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
104. 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 Unmasking the Theta method, International Journal of Forecasting, Elsevier (2003) View citations (46) (2003)
105. 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 Using R to teach econometrics, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (11) (2002)

2000

106. 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 A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forecasting, Elsevier (2002) View citations (285) (2002)
107. Mixed Model-Based Hazard Estimation
     Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

1999

108. 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

109. 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 Bandwidth selection for kernel conditional density estimation, Computational Statistics & Data Analysis, Elsevier (2001) View citations (62) (2001)
110. 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

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

Journal Articles

2025

1. Forecasting interrupted time series
   Journal of the Operational Research Society, 2025, 76, (4), 790-803
2. MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns
   International Journal of Operational Research, 2025, 52, (1), 79-98
3. Optimal forecast reconciliation with time series selection
   European Journal of Operational Research, 2025, 323, (2), 455-470
   See also Working Paper Optimal Forecast Reconciliation with Time Series Selection, Monash Econometrics and Business Statistics Working Papers (2024) (2024)

2024

4. Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
   International Journal of Forecasting, 2024, 40, (3), 1134-1151
5. Forecast reconciliation: A review
   International Journal of Forecasting, 2024, 40, (2), 430-456 View citations (3)
   See also Working Paper Forecast Reconciliation: A Review, Monash Econometrics and Business Statistics Working Papers (2023) View citations (4) (2023)
6. Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
   Quantitative Finance, 2024, 24, (11), 1641-1667
   See also Working Paper Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering, Monash Econometrics and Business Statistics Working Papers (2023) View citations (1) (2023)

2023

7. Distributed ARIMA models for ultra-long time series
   International Journal of Forecasting, 2023, 39, (3), 1163-1184 View citations (3)
   See also Working Paper Distributed ARIMA Models for Ultra-long Time Series, Monash Econometrics and Business Statistics Working Papers (2020) View citations (4) (2020)
8. Forecast combinations: An over 50-year review
   International Journal of Forecasting, 2023, 39, (4), 1518-1547 View citations (14)
9. Forecasting, causality and feedback
   International Journal of Forecasting, 2023, 39, (2), 558-560
10. LoMEF: A framework to produce local explanations for global model time series forecasts
    International Journal of Forecasting, 2023, 39, (3), 1424-1447 View citations (1)
11. Probabilistic forecast reconciliation: Properties, evaluation and score optimisation
    European Journal of Operational Research, 2023, 306, (2), 693-706 View citations (11)
    See also Working Paper Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation, Monash Econometrics and Business Statistics Working Papers (2020) View citations (8) (2020)

2022

12. Forecasting for social good
    International Journal of Forecasting, 2022, 38, (3), 1245-1257
    See also Working Paper Forecasting for Social Good, Monash Econometrics and Business Statistics Working Papers (2020) View citations (1) (2020)
13. STR: Seasonal-Trend Decomposition Using Regression
    INFORMS Joural on Data Science, 2022, 1, (1), 50-62 View citations (1)
14. Seasonal functional autoregressive models
    Journal of Time Series Analysis, 2022, 43, (2), 197-218 View citations (1)
    See also Working Paper Seasonal Functional Autoregressive Models, Monash Econometrics and Business Statistics Working Papers (2019) (2019)

2021

15. 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 (6)
16. Forecast reconciliation: A geometric view with new insights on bias correction
    International Journal of Forecasting, 2021, 37, (1), 343-359 View citations (40)
    See also Working Paper Forecast Reconciliation: A geometric View with New Insights on Bias Correction, Monash Econometrics and Business Statistics Working Papers (2020) View citations (3) (2020)
17. Forecasting Swiss exports using Bayesian forecast reconciliation
    European Journal of Operational Research, 2021, 291, (2), 693-710 View citations (10)
    See also Working Paper Forecasting Swiss Exports Using Bayesian Forecast Reconciliation, Monash Econometrics and Business Statistics Working Papers (2019) (2019)
18. Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
    Journal of the American Statistical Association, 2021, 116, (533), 27-43 View citations (22)
19. 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 Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand, Monash Econometrics and Business Statistics Working Papers (2020) (2020)
20. Principles and algorithms for forecasting groups of time series: Locality and globality
    International Journal of Forecasting, 2021, 37, (4), 1632-1653 View citations (26)
    See also Working Paper Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality, Monash Econometrics and Business Statistics Working Papers (2020) View citations (4) (2020)
21. Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters
    IJERPH, 2021, 18, (23), 1-14

2020

22. A brief history of forecasting competitions
    International Journal of Forecasting, 2020, 36, (1), 7-14 View citations (24)
    See also Working Paper A Brief History of Forecasting Competitions, Monash Econometrics and Business Statistics Working Papers (2019) View citations (2) (2019)
23. Early classification of spatio-temporal events using partial information
    PLOS ONE, 2020, 15, (8), 1-39
24. FFORMA: Feature-based forecast model averaging
    International Journal of Forecasting, 2020, 36, (1), 86-92 View citations (59)
    See also Working Paper FFORMA: Feature-based forecast model averaging, Monash Econometrics and Business Statistics Working Papers (2018) View citations (2) (2018)
25. Forecasting in social settings: The state of the art
    International Journal of Forecasting, 2020, 36, (1), 15-28 View citations (23)
26. Modern Strategies for Time Series Regression
    International Statistical Review, 2020, 88, (S1), S179-S204 View citations (1)

2019

27. Macroeconomic forecasting for Australia using a large number of predictors
    International Journal of Forecasting, 2019, 35, (2), 616-633 View citations (14)
    See also Working Paper Macroeconomic forecasting for Australia using a large number of predictors, Monash Econometrics and Business Statistics Working Papers (2017) View citations (4) (2017)
28. 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 (84)
    See also Working Paper Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization, Monash Econometrics and Business Statistics Working Papers (2017) (2017)
29. Predicting sediment and nutrient concentrations from high-frequency water-quality data
    PLOS ONE, 2019, 14, (8), 1-22 View citations (4)

2018

30. 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 (144)
31. Crude oil price forecasting based on internet concern using an extreme learning machine
    International Journal of Forecasting, 2018, 34, (4), 665-677 View citations (53)
32. 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 (40)

2017

33. 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)
34. Dynamic algorithm selection for pareto optimal set approximation
    Journal of Global Optimization, 2017, 67, (1), 263-282
35. Forecasting with temporal hierarchies
    European Journal of Operational Research, 2017, 262, (1), 60-74 View citations (78)
    See also Working Paper Forecasting with Temporal Hierarchies, MPRA Paper (2015) View citations (2) (2015)
36. Visualising forecasting algorithm performance using time series instance spaces
    International Journal of Forecasting, 2017, 33, (2), 345-358 View citations (33)
    See also Working Paper Visualising forecasting Algorithm Performance using Time Series Instance Spaces, Monash Econometrics and Business Statistics Working Papers (2016) (2016)

2016

37. Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation
    International Journal of Forecasting, 2016, 32, (2), 303-312 View citations (59)
    See also Working Paper Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation, Monash Econometrics and Business Statistics Working Papers (2014) View citations (1) (2014)
38. Fast computation of reconciled forecasts for hierarchical and grouped time series
    Computational Statistics & Data Analysis, 2016, 97, (C), 16-32 View citations (51)
    See also Working Paper Fast computation of reconciled forecasts for hierarchical and grouped time series, Monash Econometrics and Business Statistics Working Papers (2014) View citations (4) (2014)
39. Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
    International Journal of Forecasting, 2016, 32, (3), 896-913 View citations (211)

2014

40. A gradient boosting approach to the Kaggle load forecasting competition
    International Journal of Forecasting, 2014, 30, (2), 382-394 View citations (57)
41. Optimally Reconciling Forecasts in a Hierarchy
    Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 View citations (9)

2013

42. Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
    Demography, 2013, 50, (1), 261-283 View citations (87)
    See also Working Paper Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models, Working Papers (2011) View citations (2) (2011)

2011

43. 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 Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach, Working Papers (2010) View citations (1) (2010)
44. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 View citations (18)
    See also Working Paper Nonparametric time series forecasting with dynamic updating, Monash Econometrics and Business Statistics Working Papers (2009) View citations (1) (2009)
45. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (135)
    See also Working Paper Optimal combination forecasts for hierarchical time series, Monash Econometrics and Business Statistics Working Papers (2007) View citations (7) (2007)
46. 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 (48)
47. The price elasticity of electricity demand in South Australia
    Energy Policy, 2011, 39, (6), 3709-3719 View citations (88)
    See also Working Paper The price elasticity of electricity demand in South Australia, Monash Econometrics and Business Statistics Working Papers (2010) View citations (2) (2010)
48. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (96)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) View citations (96)
    See also Working Paper The tourism forecasting competition, Monash Econometrics and Business Statistics Working Papers (2009) View citations (15) (2009)
49. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 View citations (11)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) View citations (11)
    See also Working Paper The value of feedback in forecasting competitions, Monash Econometrics and Business Statistics Working Papers (2011) View citations (11) (2011)
50. Tourism forecasting: An introduction
    International Journal of Forecasting, 2011, 27, (3), 817-821 View citations (10)

2010

51. Changing of the guard
    International Journal of Forecasting, 2010, 26, (1), 1-1
52. Encouraging replication and reproducible research
    International Journal of Forecasting, 2010, 26, (1), 2-3 View citations (4)
53. Free Open-Source Forecasting Using R
    Foresight: The International Journal of Applied Forecasting, 2010, (17), 19-23

2009

54. A change of editors
    International Journal of Forecasting, 2009, 25, (1), 1-2
55. A multivariate innovations state space Beveridge-Nelson decomposition
    Economic Modelling, 2009, 26, (5), 1067-1074 View citations (3)
56. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (95)
    See also Working Paper Hierarchical forecasts for Australian domestic tourism, Monash Econometrics and Business Statistics Working Papers (2007) View citations (5) (2007)
57. Monitoring processes with changing variances
    International Journal of Forecasting, 2009, 25, (3), 518-525 View citations (1)
    See also Working Paper Monitoring Processes with Changing Variances, Monash Econometrics and Business Statistics Working Papers (2008) View citations (1) (2008)

2008

58. Automatic Time Series Forecasting: The forecast Package for R
    Journal of Statistical Software, 2008, 027, (i03) View citations (596)
    See also Working Paper Automatic time series forecasting: the forecast package for R, Monash Econometrics and Business Statistics Working Papers (2007) View citations (47) (2007)
59. Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
    International Journal of Forecasting, 2008, 24, (3), 557-557
60. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (48)
61. Stochastic population forecasts using functional data models for mortality, fertility and migration
    International Journal of Forecasting, 2008, 24, (3), 323-342 View citations (64)
    See also Working Paper Stochastic population forecasts using functional data models for mortality, fertility and migration, Monash Econometrics and Business Statistics Working Papers (2006) View citations (7) (2006)
62. The admissible parameter space for exponential smoothing models
    Annals of the Institute of Statistical Mathematics, 2008, 60, (2), 407-426 View citations (20)

2007

63. 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 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach, Monash Econometrics and Business Statistics Working Papers (2006) View citations (4) (2006)
64. Minimum Sample Size requirements for Seasonal Forecasting Models
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 View citations (25)
65. Robust forecasting of mortality and fertility rates: A functional data approach
    Computational Statistics & Data Analysis, 2007, 51, (10), 4942-4956 View citations (210)
    See also Working Paper Robust forecasting of mortality and fertility rates: a functional data approach, Monash Econometrics and Business Statistics Working Papers (2005) View citations (20) (2005)

2006

66. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 View citations (191)
67. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (51)
68. A note on the categorization of demand patterns
    Journal of the Operational Research Society, 2006, 57, (10), 1256-1257 View citations (19)
69. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 View citations (48)
70. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 View citations (722)
    See also Working Paper Another Look at Measures of Forecast Accuracy, Monash Econometrics and Business Statistics Working Papers (2005) View citations (29) (2005)
71. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Demographic Research, 2006, 15, (9), 289-310 View citations (72)
    See also Working Paper Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions, Monash Econometrics and Business Statistics Working Papers (2006) View citations (70) (2006)
72. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 View citations (4)

2005

73. Editorial
    International Journal of Forecasting, 2005, 21, (1), 1-1
74. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 View citations (30)
75. Stochastic models underlying Croston's method for intermittent demand forecasting
    Journal of Forecasting, 2005, 24, (6), 389-402 View citations (31)
    See also Working Paper Stochastic models underlying Croston's method for intermittent demand forecasting, Monash Econometrics and Business Statistics Working Papers (2003) View citations (4) (2003)

2004

76. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 View citations (11)
77. The interaction between trend and seasonality
    International Journal of Forecasting, 2004, 20, (4), 561-563 View citations (2)

2003

78. Improved methods for bandwidth selection when estimating ROC curves
    Statistics & Probability Letters, 2003, 64, (2), 181-189 View citations (10)
    See also Working Paper An Improved Method for Bandwidth Selection when Estimating ROC Curves, Monash Econometrics and Business Statistics Working Papers (2002) View citations (1) (2002)
79. Unmasking the Theta method
    International Journal of Forecasting, 2003, 19, (2), 287-290 View citations (46)
    See also Working Paper Unmasking the Theta Method, Monash Econometrics and Business Statistics Working Papers (2001) View citations (5) (2001)

2002

80. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (285)
    See also Working Paper A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods, Monash Econometrics and Business Statistics Working Papers (2000) View citations (8) (2000)
81. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations (11)
    See also Working Paper Using R to Teach Econometrics, Monash Econometrics and Business Statistics Working Papers (2001) View citations (3) (2001)

2001

82. Bandwidth selection for kernel conditional density estimation
    Computational Statistics & Data Analysis, 2001, 36, (3), 279-298 View citations (62)
    See also Working Paper Bandwidth Selection for Kernel Conditional Density Estimation, Monash Econometrics and Business Statistics Working Papers (1998) View citations (2) (1998)

1998

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

1997

84. 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 (12)

1993

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

1992

86. On continuous-time threshold autoregression
    International Journal of Forecasting, 1992, 8, (2), 157-173 View citations (10)

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