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Details about Rob J Hyndman

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

Rob J Hyndman edits the NEP report on Forecasting.

Access statistics for papers by Rob J Hyndman.

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

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Working Papers

2021

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

2020

  1. Distributed ARIMA Models for Ultra-long Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  2. 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 Downloads 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 Downloads View citations (3)
    Forecast reconciliation: A geometric view with new insights on bias correction, International Journal of Forecasting, Elsevier Downloads View citations (21)
  3. Forecasting for Social Good
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2022)
  4. 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 Downloads
  5. 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 Downloads
    See also Journal Article in Journal of Forecasting (2021)
  6. 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 Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2021)
  7. Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
    See also Journal Article in European Journal of Operational Research (2023)
  8. Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2019

  1. A Brief History of Forecasting Competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2020)
  2. 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 Downloads View citations (1)
  3. 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 Downloads View citations (1)
  4. Anomaly Detection in High Dimensional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  5. Calendar-based Graphics for Visualizing People's Daily Schedules
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  6. Dimension Reduction For Outlier Detection Using DOBIN
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  7. Fast Forecast Reconciliation Using Linear Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  8. Forecasting Swiss Exports Using Bayesian Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in European Journal of Operational Research (2021)
  9. Hierarchical Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
  10. Optimal Non-negative Forecast Reconciliation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
  11. Seasonal Functional Autoregressive Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in Journal of Time Series Analysis (2022)
  12. 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 Downloads

2018

  1. Anomaly detection in streaming nonstationary temporal data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
  2. 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 Downloads View citations (1)
  3. FFORMA: Feature-based forecast model averaging
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2020)
  4. Meta-learning how to forecast time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (13)
  5. On normalization and algorithm selection for unsupervised outlier detection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  6. Probabilisitic forecasts in hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (10)

2017

  1. Coherent Probabilistic Forecasts for Hierarchical Time Series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)
  2. 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 Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2019)
  3. 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 Downloads
    See also Journal Article in Journal of the American Statistical Association (2019)
  4. 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 Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (1)

2016

  1. Bayesian Rank Selection in Multivariate Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. 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 Downloads View citations (4)
  3. Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models
    WIFO Working Papers, WIFO Downloads View citations (4)
  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 Downloads View citations (4)
  5. Visualising forecasting Algorithm Performance using Time Series Instance Spaces
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in International Journal of Forecasting (2017)

2015

  1. 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 Downloads View citations (7)
  2. Forecasting hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)
  3. Forecasting with Temporal Hierarchies
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (2)

    See also Journal Article in European Journal of Operational Research (2017)
  4. 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 Downloads
  5. STR: A Seasonal-Trend Decomposition Procedure Based on Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)

2014

  1. 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 Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2016)
  2. Boosting multi-step autoregressive forecasts
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)
  3. Efficient Identification of the Pareto Optimal Set
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  4. 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 Downloads View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2016)
  5. 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 Downloads View citations (2)

2013

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

2012

  1. 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 Downloads View citations (6)

2011

  1. 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 Downloads View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2011) Downloads View citations (3)

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

2010

  1. 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 Downloads View citations (2)
  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 Downloads
  3. 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 Downloads View citations (1)
    Also in Working Papers, School of Economics, La Trobe University (2010) Downloads View citations (1)

    See also Journal Article in Computational Statistics & Data Analysis (2011)
  4. 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 Downloads View citations (9)
  5. The price elasticity of electricity demand in South Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    See also Journal Article in Energy Policy (2011)

2009

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

2008

  1. Density forecasting for long-term peak electricity demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (22)
  2. Exponential smoothing and non-negative data
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting Downloads View citations (5)
  3. Monitoring Processes with Changing Variances
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2009)
  4. Rainbow plots, Bagplots and Boxplots for Functional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)

2007

  1. A state space model for exponential smoothing with group seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  2. Automatic time series forecasting: the forecast package for R
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (45)
    See also Journal Article in Journal of Statistical Software (2008)
  3. Hierarchical forecasts for Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)
    See also Journal Article in International Journal of Forecasting (2009)
  4. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  5. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2011)
  6. The vector innovation structural time series framework: a simple approach to multivariate forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (8)

2006

  1. Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  2. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (62)
  3. Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
  4. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (9)
  5. Some Nonlinear Exponential Smoothing Models are Unstable
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  6. Stochastic population forecasts using functional data models for mortality, fertility and migration
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in International Journal of Forecasting (2008)

2005

  1. 25 Years of IIF Time Series Forecasting: A Selective Review
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2005) Downloads View citations (5)
  2. Another Look at Measures of Forecast Accuracy
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (29)
    See also Journal Article in International Journal of Forecasting (2006)
  3. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  4. Forecasting age-specific breast cancer mortality using functional data models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (9)
  5. Rating Forecasts for Television Programs
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  6. Robust forecasting of mortality and fertility rates: a functional data approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (20)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  7. Time Series Forecasting: The Case for the Single Source of Error State Space
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)

2004

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

2003

  1. Empirical Information Criteria for Time Series Forecasting Model Selection
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
  2. Invertibility Conditions for Exponential Smoothing Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  3. Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
  4. Stochastic models underlying Croston's method for intermittent demand forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in Journal of Forecasting (2005)

2002

  1. An Improved Method for Bandwidth Selection when Estimating ROC Curves
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in Statistics & Probability Letters (2003)
  2. Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  4. Nonparametric estimation and symmetry tests for conditional density functions
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (36)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (1998) Downloads View citations (23)

2001

  1. Prediction Intervals for Exponential Smoothing State Space Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)
  2. Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Unmasking the Theta Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)
    See also Journal Article in International Journal of Forecasting (2003)
  4. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

  1. A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (8)
    See also Journal Article in International Journal of Forecasting (2002)
  2. Mixed Model-Based Hazard Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)

1999

  1. Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)

1998

  1. 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)
  2. 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

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

Journal Articles

2023

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

2022

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

2021

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

2020

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

2019

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

2018

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

2017

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

2016

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

2014

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

2013

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

2011

  1. 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 Downloads View citations (4)
    See also Working Paper (2010)
  2. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 Downloads View citations (15)
    See also Working Paper (2009)
  3. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 Downloads View citations (103)
    See also Working Paper (2007)
  4. The price elasticity of electricity demand in South Australia
    Energy Policy, 2011, 39, (6), 3709-3719 Downloads View citations (88)
    See also Working Paper (2010)
  5. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 Downloads View citations (80)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) Downloads View citations (80)

    See also Working Paper (2009)
  6. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 Downloads View citations (10)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) Downloads View citations (10)

    See also Working Paper (2011)
  7. Tourism forecasting: An introduction
    International Journal of Forecasting, 2011, 27, (3), 817-821 Downloads View citations (7)

2010

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

2009

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

2008

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

2007

  1. Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
    Computational Statistics & Data Analysis, 2007, 51, (7), 3418-3432 Downloads View citations (10)
    See also Working Paper (2006)
  2. Minimum Sample Size requirements for Seasonal Forecasting Models
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 12-15 Downloads View citations (25)
  3. Robust forecasting of mortality and fertility rates: A functional data approach
    Computational Statistics & Data Analysis, 2007, 51, (10), 4942-4956 Downloads View citations (188)
    See also Working Paper (2005)

2006

  1. 25 years of time series forecasting
    International Journal of Forecasting, 2006, 22, (3), 443-473 Downloads View citations (172)
  2. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 Downloads View citations (48)
  3. A note on the categorization of demand patterns
    Journal of the Operational Research Society, 2006, 57, (10), 1256-1257 Downloads View citations (17)
  4. Another Look at Forecast Accuracy Metrics for Intermittent Demand
    Foresight: The International Journal of Applied Forecasting, 2006, (4), 43-46 Downloads View citations (44)
  5. Another look at measures of forecast accuracy
    International Journal of Forecasting, 2006, 22, (4), 679-688 Downloads View citations (612)
    See also Working Paper (2005)
  6. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 Downloads View citations (4)

2005

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

2004

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

2003

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

2002

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

2001

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

1998

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

1997

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

1993

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

1992

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

Chapters

2016

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

Editor

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