Archive for the ‘Refereed papers’ Category:

A gradient boosting approach to the Kaggle load forecasting competition

Published on 1 April 2014 in Refereed papers

International Journal of Forecasting (2014), 30(2), 382–394.

Souhaib Ben Taieb and Rob J Hyndman

We describe and analyse the approach used by Team TinTin (Souhaib Ben Taieb and Rob J Hyndman) in the Load Forecasting track of the Kaggle Global Energy Forecasting Competition 2012. The competition involved a hierarchical load forecasting problem for a US utility with 20 geographical zones. The available data consisted of the hourly loads for the 20 zones and hourly temperatures from 11 weather stations, for four and a half years. For each zone, the hourly electricity load for nine different weeks needed to be predicted without having the location of zones or stations. We used separate models for each hourly period, with component-wise gradient boosting to estimate each model using univariate penalised regression splines as base learners. The models allow for the electricity demand to change with time-of-year, day-of-week, time-of-day, and on public holidays, with the main predictors being current and past temperatures as well as past demand. Team TinTin ranked fifth out of 105 participating teams.


Coherent mortality forecasting: the product-ratio method with functional time series models

Rob J Hyndmana, Heather Boothb and Farah Yasmeena aDepartment of Econometrics & Business Statistics, Monash University, Clayton, Victoria, Australia. bThe Australian Demographic & Social Research Institute, Australian National University, Canberra, ACT, Australia. Demography, 50(1), 261-283. Revised version: 20 April 2012. Abstract: When independence is assumed, forecasts of mortality for subpopulations are almost always divergent in the long term. We propose a method for coherent forecasting of mortality rates for two or more subpopulations, based on functional principal components models of simple and interpretable functions of rates. The product-ratio functional forecasting method models and forecasts the geometric mean of subpopulation rates



A case-crossover design to examine the role of aeroallergens and respiratory viruses on childhood asthma exacerbations requiring hospitalisation: The MAPCAH study

Published on 25 June 2012 in Refereed papers

Erbas B, Dharmage SC, O’Sullivan M, Akram M, Newbigin E, Taylor P, Vicendese D, Hyndman RJ, Tang ML, Abramson MJ. Journal of Biometrics and Biostatistics (2012), S7-018. Abstract Background: Few case-control studies of time dependent environmental exposures and respiratory outcomes have been performed. Small sample sizes pose modeling challenges for estimating interactions. In contrast, case cross-over studies are well suited where control selection and responses are low, time consuming and costly. Objective: To demonstrate the feasibility and validity of a case crossover study of children admitted to hospital for asthma to examine interacting effects of time varying environmental exposures.  Methods:



Short-term load forecasting based on a semi-parametric additive model

Shu Fan and Rob J Hyndman Revised 10 January 2011 IEEE Transactions on Power Systems (2012), 27(1), 134-141. Abstract Short-term load forecasting is an essential instrument in power system planning, operation and control. Many operating decisions are based on load forecasts, such as dispatch scheduling of generating capacity, reliability analysis, and maintenance planning for the generators. Overestimation of electricity demand will cause a conservative operation, which leads to the start-up of too many units or excessive energy purchase, thereby supplying an unnecessary level of reserve. On the contrary, underestimation may result in a risky operation, with insufficient preparation of spinning reserve, causing the system to



Forecasts of COPD mortality in Australia: 2006-2025

Bircan Erbas, Shahid Ullah, Rob J Hyndman, Michelle Scollo, Michael Abramson

BMC Medical Research Methodology, (2012), 12:17.

Chronic Obstructive Pulmonary Disease (COPD) is currently the fifth leading cause of death in Australia, and there are marked differences in mortality trends between men and women. In this study, we have sought to model and forecast age related changes in COPD mortality over time for men and women separately over the period 2006–2025.