Details about Rob J Hyndman
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.
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Working Papers
2021
- 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
- Leave-one-out Kernel Density Estimates for Outlier Detection
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Manifold Learning with Approximate Nearest Neighbors
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2019
- 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)
- 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)
- 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)
- Anomaly Detection in High Dimensional Data
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Calendar-based Graphics for Visualizing People's Daily Schedules
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Dimension Reduction For Outlier Detection Using DOBIN
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Fast Forecast Reconciliation Using Linear Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- 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)
- Hierarchical Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
- Optimal Non-negative Forecast Reconciliation
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
- 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)
- 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
- 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)
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- Bayesian Rank Selection in Multivariate Regression
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- 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)
- Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models
WIFO Working Papers, WIFO View citations (4)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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
- 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)
- Boosting multi-step autoregressive forecasts
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
- 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)
- 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)
- 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
- 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
- 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
- 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)
- 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
- 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)
- 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
- 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)
- 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)
- 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
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- Non-linear exponential smoothing and positive data
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Optimal combination forecasts for hierarchical time series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
See also Journal Article in Computational Statistics & Data Analysis (2011)
- 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
- 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)
- 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)
- 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)
- Modelling and forecasting Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
- 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)
- 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
- 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)
- 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)
- Forecasting Time-Series with Correlated Seasonality
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
- 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)
- Rating Forecasts for Television Programs
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
- 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)
- 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
- 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
- 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)
- Invertibility Conditions for Exponential Smoothing Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
- 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)
- 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
- 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)
- 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
- 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)
- 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
- 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)
- Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- Unmasking the Theta Method
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
See also Journal Article in International Journal of Forecasting (2003)
- Using R to Teach Econometrics
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
See also Journal Article in Journal of Applied Econometrics (2002)
2000
- A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)
See also Journal Article in International Journal of Forecasting (2002)
- Mixed Model-Based Hazard Estimation
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
1999
- Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
1998
- 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)
- 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
- Nonparametric autocovariance function estimation
Statistics Working Paper, Australian Graduate School of Management View citations (5)
Journal Articles
2023
- Probabilistic forecast reconciliation: Properties, evaluation and score optimisation
European Journal of Operational Research, 2023, 306, (2), 693-706 
See also Working Paper (2020)
2022
- Forecasting for social good
International Journal of Forecasting, 2022, 38, (3), 1245-1257 
See also Working Paper (2020)
- Seasonal functional autoregressive models
Journal of Time Series Analysis, 2022, 43, (2), 197-218 View citations (1)
See also Working Paper (2019)
2021
- 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)
- 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)
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
Journal of the American Statistical Association, 2021, 116, (533), 27-43 View citations (6)
- 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)
- 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)
- Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters
IJERPH, 2021, 18, (23), 1-0
2020
- A brief history of forecasting competitions
International Journal of Forecasting, 2020, 36, (1), 7-14 View citations (18)
See also Working Paper (2019)
- Early classification of spatio-temporal events using partial information
PLOS ONE, 2020, 15, (8), 1-39
- FFORMA: Feature-based forecast model averaging
International Journal of Forecasting, 2020, 36, (1), 86-92 View citations (39)
See also Working Paper (2018)
- Forecasting in social settings: The state of the art
International Journal of Forecasting, 2020, 36, (1), 15-28 View citations (16)
- Modern Strategies for Time Series Regression
International Statistical Review, 2020, 88, (S1), S179-S204 View citations (1)
2019
- 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)
- 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)
- Predicting sediment and nutrient concentrations from high-frequency water-quality data
PLOS ONE, 2019, 14, (8), 1-22 View citations (3)
2018
- 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)
- 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)
- 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
- 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)
- Dynamic algorithm selection for pareto optimal set approximation
Journal of Global Optimization, 2017, 67, (1), 263-282
- Forecasting with temporal hierarchies
European Journal of Operational Research, 2017, 262, (1), 60-74 View citations (57)
See also Working Paper (2015)
- 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
- 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)
- 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)
- Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
International Journal of Forecasting, 2016, 32, (3), 896-913 View citations (178)
2014
- A gradient boosting approach to the Kaggle load forecasting competition
International Journal of Forecasting, 2014, 30, (2), 382-394 View citations (55)
- Optimally Reconciling Forecasts in a Hierarchy
Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 View citations (7)
2013
- 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
- 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)
- 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)
- Optimal combination forecasts for hierarchical time series
Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (103)
See also Working Paper (2007)
- The price elasticity of electricity demand in South Australia
Energy Policy, 2011, 39, (6), 3709-3719 View citations (88)
See also Working Paper (2010)
- 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)
- 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)
- Tourism forecasting: An introduction
International Journal of Forecasting, 2011, 27, (3), 817-821 View citations (7)
2010
- Changing of the guard
International Journal of Forecasting, 2010, 26, (1), 1-1
- Encouraging replication and reproducible research
International Journal of Forecasting, 2010, 26, (1), 2-3 View citations (3)
- Free Open-Source Forecasting Using R
Foresight: The International Journal of Applied Forecasting, 2010, (17), 19-23
2009
- A change of editors
International Journal of Forecasting, 2009, 25, (1), 1-2
- A multivariate innovations state space Beveridge-Nelson decomposition
Economic Modelling, 2009, 26, (5), 1067-1074 View citations (3)
- Hierarchical forecasts for Australian domestic tourism
International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (71)
See also Working Paper (2007)
- Monitoring processes with changing variances
International Journal of Forecasting, 2009, 25, (3), 518-525 View citations (1)
See also Working Paper (2008)
2008
- Automatic Time Series Forecasting: The forecast Package for R
Journal of Statistical Software, 2008, 027, (i03) View citations (479)
See also Working Paper (2007)
- Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
International Journal of Forecasting, 2008, 24, (3), 557-557
- Forecasting time series with multiple seasonal patterns
European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (44)
- 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)
- The admissible parameter space for exponential smoothing models
Annals of the Institute of Statistical Mathematics, 2008, 60, (2), 407-426 View citations (18)
2007
- 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)
- Minimum Sample Size requirements for Seasonal Forecasting Models
Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 View citations (25)
- 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
- 25 years of time series forecasting
International Journal of Forecasting, 2006, 22, (3), 443-473 View citations (172)
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (48)
- A note on the categorization of demand patterns
Journal of the Operational Research Society, 2006, 57, (10), 1256-1257 View citations (17)
- Another Look at Forecast Accuracy Metrics for Intermittent Demand
Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 View citations (44)
- Another look at measures of forecast accuracy
International Journal of Forecasting, 2006, 22, (4), 679-688 View citations (612)
See also Working Paper (2005)
- Twenty-five years of forecasting
International Journal of Forecasting, 2006, 22, (3), 413-414 View citations (4)
2005
- Editorial
International Journal of Forecasting, 2005, 21, (1), 1-1
- Prediction intervals for exponential smoothing using two new classes of state space models
Journal of Forecasting, 2005, 24, (1), 17-37 View citations (31)
- 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
- Exponential smoothing models: Means and variances for lead-time demand
European Journal of Operational Research, 2004, 158, (2), 444-455 View citations (10)
- The interaction between trend and seasonality
International Journal of Forecasting, 2004, 20, (4), 561-563 View citations (2)
2003
- 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)
- Unmasking the Theta method
International Journal of Forecasting, 2003, 19, (2), 287-290 View citations (41)
See also Working Paper (2001)
2002
- A state space framework for automatic forecasting using exponential smoothing methods
International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (256)
See also Working Paper (2000)
- Using R to teach econometrics
Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations (11)
See also Working Paper (2001)
2001
- 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
- Smoothing non-Gaussian time series with autoregressive structure
Computational Statistics & Data Analysis, 1998, 28, (2), 171-191 View citations (1)
1997
- 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
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS
Journal of Time Series Analysis, 1993, 14, (3), 281-296 View citations (2)
1992
- On continuous-time threshold autoregression
International Journal of Forecasting, 1992, 8, (2), 157-173 View citations (9)
Chapters
2016
- On Sampling Methods for Costly Multi-Objective Black-Box Optimization
Springer View citations (1)
Editor
- Monash Econometrics and Business Statistics Working Papers
Monash University, Department of Econometrics and Business Statistics
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