Rob J Hyndman
Monash University, Australia
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Publications
2016
(11)
Grouped functional time series forecasting: an application to age-specific mortality rates
Associations between outdoor fungal spores and childhood and adolescent asthma hospitalisations
Visualising Forecasting Algorithm Performance using Time Series Instance Spaces
On sampling methods for costly multi-objective black-box optimization
Dynamic Algorithm Selection for Pareto Optimal Set Approximation
Forecasting uncertainty in electricity smart meter data by boosting additive quantile regression
Bayesian rank selection in multivariate regressions
Probabilistic Energy Forecasting: Global Energy Forecasting Competition 2014 and Beyond
Long-term forecasts of age-specific participation rates with functional data models
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Fast computation of reconciled forecasts for hierarchical and grouped time series
2015
(13)
Measuring forecast accuracy
Forecasting hierarchical and grouped time series through trace minimization
Unbelievable
Forecasting with temporal hierarchies
New IJF editors
Statistical issues with using herbarium data for the estimation of invasion lag-phases
Do human rhinovirus infections and food allergy modify grass pollen–induced asthma hospital admissions in children?
STR: A Seasonal-Trend Decomposition Procedure Based on Regression
Probabilistic time series forecasting with boosted additive models: an application to smart meter data
Large-scale unusual time series detection
A note on the validity of cross-validation for evaluating time series prediction
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
Change to the IJF editors
2014
(11)
Bivariate data with ridges: two-dimensional smoothing of mortality rates
Optimally reconciling forecasts in a hierarchy
Outdoor fungal spores are associated with child asthma hospitalisations – a case-crossover study
Efficient identification of the Pareto optimal set
Low-dimensional decomposition, smoothing and forecasting of sparse functional data
Common functional principal component models for mortality forecasting
Monash Electricity Forecasting Model
A gradient boosting approach to the Kaggle load forecasting competition
Boosting multi-step autoregressive forecasts
Forecasting: principles and practice
Prospective life tables
2013
(4)
Nonparametric and semiparametric response surface methodology: a review of designs, models and optimization techniques
hts: An R package for forecasting hierarchical or grouped time series
Coherent mortality forecasting: the product-ratio method with functional time series models
A change of editors
2012
(4)
Recursive and direct multi-step forecasting: the best of both worlds
A case-crossover design to examine the role of aeroallergens and respiratory viruses on childhood asthma exacerbations requiring hospitalisation: The MAPCAH study
Short-term load forecasting based on a semi-parametric additive model
Forecasts of COPD mortality in Australia: 2006-2025
2011
(13)
Forecasting time series with complex seasonal patterns using exponential smoothing
Investigating the influence of synoptic-scale circulation on air quality using self-organizing maps and generalized additive modelling
Point and interval forecasts of mortality rates and life expectancy: a comparison of ten principal component methods
Method for optimizing coating properties based on an evolutionary algorithm approach
Giving a useR! talk
Tourism forecasting: an introduction
The price elasticity of electricity demand in South Australia
Optimal combination forecasts for hierarchical time series
Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
Nonparametric time series forecasting with dynamic updating
The value of feedback in forecasting competitions
Quantifying the influence of local meteorology on air quality using generalized additive modelling
The tourism forecasting competition
2010
(14)
Free open-source forecasting using R
The vector innovations structural time series framework: a simple approach to multivariate forecasting
Phenological change detection while accounting for abrupt and gradual trends in satellite image time series
Exploratory graphics for functional data
Short-term load forecasting based on a semi-parametric additive model
Forecasting age-related changes in breast cancer mortality among white and black US women
Rainbow plots, bagplots and boxplots for functional data
Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling
Using functional data analysis models to estimate future time trends of age-specific breast cancer mortality for the United States and England-Wales
Detecting trend and seasonal changes in satellite image time series
Density forecasting for long-term peak electricity demand
Contributions to the International Encyclopedia of Statistical Science
Encouraging replication and reproducible research
Changing of the guard
2009
(7)
Exponential smoothing and non-negative data
Forecasting functional time series
Nonparametric time series forecasting with dynamic updating
Monitoring processes with changing variances
Rule induction for forecasting method selection: meta-learning the characteristics of univariate time series
Hierarchical forecasts for Australian domestic tourism
A multivariate innovations state space Beveridge-Nelson decomposition
2008
(9)
Forecasting time series with multiple seasonal patterns
Forecasting without significance tests?
Forecasting with exponential smoothing: the state space approach
Stochastic population forecasts using functional data models for mortality, fertility and migration
Automatic time series forecasting: the forecast package for R
The admissible parameter space for exponential smoothing models
Bagplots, boxplots and outlier detection for functional data
Modelling and forecasting Australian domestic tourism
Generation of synthetic sequences of half-hourly temperatures
2007
(7)
Measurement of changes in antihypertensive drug utilization following primary care educational interventions
Robust forecasting of mortality and fertility rates: a functional data approach
Do levels of airborne grass pollen influence asthma hospital admissions?
A state space model for exponential smoothing with group seasonality
Half-life estimation based on the bias-corrected bootstrap: a highest density region approach
Minimum sample size requirements for seasonal forecasting models
Forecasting age-specific breast cancer mortality using functional data models
2006
(12)
Another look at measures of forecast accuracy
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
Projection pursuit estimator for multivariate conditional densities
Another look at measures of forecast accuracy for intermittent demand
A note on the categorization of demand patterns
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
25 years of time series forecasting
IJF Editorial: Twenty-five years of forecasting
Characteristic-based clustering for time series data
Measuring change in prescription drug utilization in Australia
Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
The accuracy of television network rating forecasts: the effects of data aggregation and alternative models
2005
(10)
Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model
Empirical information criteria for time series forecasting model selection
Stochastic models underlying Croston's method for intermittent demand forecasting
Book Review of Maindonald and Braun. “Data Analysis and Graphics Using R: An Example-based Approach”, Cambridge University Press, 2003.
Dimension reduction for clustering time series using global characteristics
Robust forecasting of mortality and fertility rates: a functional data approach
Time series forecasting: the case for the single source of error state space approach
Prediction intervals for exponential smoothing using two new classes of state space models
Local linear forecasts using cubic smoothing splines
IJF Editorial
2004
(4)
The interaction between trend and seasonality
Nonparametric confidence intervals for receiver operating characteristic curves
Exponential smoothing models: Means and variances for lead-time demand
Spline interpolation for demographic variables: the monotonicity problem
2003
(3)
Normative data for the Test of Visual Analysis Skills on an Australian population
Unmasking the Theta method
Improved methods for bandwidth selection when estimating ROC curves
2002
(7)
Mixed model-based hazard estimation
Nonparametric estimation and symmetry tests for conditional density functions
A state space framework for automatic forecasting using exponential smoothing methods
Kalman filter
Box-Jenkins modelling
ARIMA processes
Using R to Teach Econometrics
2001
(5)
Cycles and synchrony in the Collared Lemming (Dicrostonyx groenlandicus) in Arctic North America
It's time to move from 'what' to 'why'
Data visualization for time series in environmental epidemiology
Statistical methodological issues in studies of air pollution and respiratory disease
Bandwidth selection for kernel conditional density estimation
2000
(5)
Non-Gaussian conditional linear AR(1) models
Residual diagnostic plots for model mis-specification in time series regression
Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology
Pagan and Ullah. Nonparametric econometrics
Generalized additive modelling of mixed distribution Markov models with application to Melbourne’s rainfall
1999
(4)
Krantz. A primer of mathematical writing; Higham. Handbook of writing for the mathematical sciences.
Gaither and Cavazos-Gaither. Statistically speaking: a dictionary of quotations
Wild, C.J. and Seber, G.A.F. Chance encounters: a first course in data analysis and inference
Nonparametric additive regression models for binary time series
1998
(4)
Smoothing non-Gaussian time series with autoregressive structure
Simonoff. Smoothing methods in Statistics
Johnson and Kotz (eds.) Leading personalities in the Statistical Sciences: from the seventeenth century to the present
Forecasting: methods and applications
1997
(3)
Nonparametric autocovariance function estimation
Some properties and generalizations of non-negative Bayesian time series models
The pricing and trading of options using a hybrid neural network model with historical volatility
1996
(5)
Sample quantiles in statistical packages
Estimating and visualizing conditional densities
Computing and graphing highest density regions
Wand and Jones. Kernel smoothing
A unified view of linear AR(1) models
1995
(3)
Highest density forecast regions for non-linear and non-normal time series models
The use of information technology in the research process
The problem with Sturges’ rule for constructing histograms
1994
(2)
ITSM for Windows: a user’s guide to time series modelling and forecasting
Approximations and boundary conditions for continuous time threshold autoregressive processes
1993
(1)
Yule-Walker estimates for continuous-time autoregressive models
1992
(2)
Continuous-time threshold autoregressive modelling
On continuous-time threshold autoregression
1991
(2)
ITSM: an interactive time series modelling package for the PC
Continuous time threshold autoregressive models
1987
(1)
Calculating the odds