Publications
Books (5)
- Forecasting with exponential smoothing: the state space approach, 2008
- Forecasting: methods and applications, 1998
- ITSM for Windows: a user's guide to time series modelling and forecasting, 1994
- Continuous-time threshold autoregressive modelling, 1992
- ITSM: an interactive time series modelling package for the PC, 1991
Refereed papers (68)
- Rainbow plots, bagplots and boxplots for functional data, 2010
- Using functional data analysis models to estimate future time trends of age-specific breast cancer mortality for the United States and England-Wales, 2010
- Detecting trend and seasonal changes in satellite image time series, 2010
- Density forecasting for long-term peak electricity demand, 2010
- The vector innovations structural time series framework: a simple approach to multivariate forecasting, 2010
- Exponential smoothing and non-negative data, 2009
- Forecasting functional time series, 2009
- Monitoring processes with changing variances, 2009
- Rule induction for forecasting method selection: meta-learning the characteristics of univariate time series, 2009
- Hierarchical forecasts for Australian domestic tourism, 2009
- A multivariate innovations state space Beveridge-Nelson decomposition, 2009
- Forecasting time series with multiple seasonal patterns, 2008
- Stochastic population forecasts using functional data models for mortality, fertility and migration, 2008
- Automatic time series forecasting: the forecast package for R, 2008
- The admissible parameter space for exponential smoothing models, 2008
- Modelling and forecasting Australian domestic tourism, 2008
- Generation of synthetic sequences of half-hourly temperatures, 2008
- Measurement of changes in antihypertensive drug utilization following primary care educational interventions, 2007
- Robust forecasting of mortality and fertility rates: a functional data approach, 2007
- Do levels of airborne grass pollen influence asthma hospital admissions?, 2007
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach, 2007
- Minimum sample size requirements for seasonal forecasting models, 2007
- Forecasting age-specific breast cancer mortality using functional data models, 2007
- Another look at measures of forecast accuracy, 2006
- Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions, 2006
- Projection pursuit estimator for multivariate conditional densities, 2006
- Another look at measures of forecast accuracy for intermittent demand, 2006
- A note on the categorization of demand patterns, 2006
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation , 2006
- 25 years of time series forecasting, 2006
- Characteristic-based clustering for time series data, 2006
- Measuring change in prescription drug utilization in Australia, 2006
- The accuracy of television network rating forecasts: the effects of data aggregation and alternative models , 2006
- Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model, 2005
- Empirical information criteria for time series forecasting model selection, 2005
- Stochastic models underlying Croston's method for intermittent demand forecasting, 2005
- Prediction intervals for exponential smoothing using two new classes of state space models, 2005
- Local linear forecasts using cubic smoothing splines, 2005
- The interaction between trend and seasonality, 2004
- Nonparametric confidence intervals for receiver operating characteristic curves, 2004
- Exponential smoothing models: Means and variances for lead-time demand, 2004
- Spline interpolation for demographic variables: the monotonicity problem, 2004
- Normative data for the Test of Visual Analysis Skills on an Australian population, 2003
- Unmasking the Theta method, 2003
- Improved methods for bandwidth selection when estimating ROC curves, 2003
- Mixed model-based hazard estimation, 2002
- Nonparametric estimation and symmetry tests for conditional density functions, 2002
- A state space framework for automatic forecasting using exponential smoothing methods, 2002
- Using R to Teach Econometrics, 2002
- Cycles and synchrony in the Collared Lemming (Dicrostonyx groenlandicus) in Arctic North America, 2001
- It's time to move from 'what' to 'why', 2001
- Data visualization for time series in environmental epidemiology, 2001
- Bandwidth selection for kernel conditional density estimation, 2001
- Non-Gaussian conditional linear AR(1) models, 2000
- Residual diagnostic plots for model mis-specification in time series regression, 2000
- Generalized additive modelling of mixed distribution Markov models with application to Melbourne's rainfall, 2000
- Smoothing non-Gaussian time series with autoregressive structure, 1998
- Nonparametric autocovariance function estimation, 1997
- Some properties and generalizations of non-negative Bayesian time series models, 1997
- The pricing and trading of options using a hybrid neural network model with historical volatility, 1997
- Sample quantiles in statistical packages, 1996
- Estimating and visualizing conditional densities, 1996
- Computing and graphing highest density regions, 1996
- Highest density forecast regions for non-linear and non-normal time series models, 1995
- Approximations and boundary conditions for continuous time threshold autoregressive processes, 1994
- Yule-Walker estimates for continuous-time autoregressive models, 1993
- On continuous-time threshold autoregression, 1992
- Continuous time threshold autoregressive models, 1991
Papers in conference proceedings (7)
- Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling, 2010
- Nonparametric time series forecasting with dynamic updating, 2009
- Dimension reduction for clustering time series using global characteristics, 2005
- Robust forecasting of mortality and fertility rates: a functional data approach, 2005
- Statistical methodological issues in studies of air pollution and respiratory disease, 2001
- Nonparametric additive regression models for binary time series, 1999
- Calculating the odds, 1987
Working papers (12)
- Forecasting time series with complex seasonal patterns using exponential smoothing, 2009
- Nonparametric time series forecasting with dynamic updating, 2009
- The tourism forecasting competition, 2008
- Forecasting without significance tests?, 2008
- Optimal combination forecasts for hierarchical time series, 2007
- A state space model for exponential smoothing with group seasonality, 2007
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach, 2007
- Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity, 2006
- Time series forecasting: the case for the single source of error state space approach, 2005
- Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology, 2000
- A unified view of linear AR(1) models, 1996
- The problem with Sturges' rule for constructing histograms, 1995
Book reviews (8)
- Maindonald and Braun. Data Analysis and Graphics Using R: An Example-based Approach, 2005
- Pagan and Ullah. Nonparametric econometrics, 2000
- Krantz. A primer of mathematical writing; Higham. Handbook of writing for the mathematical sciences., 1999
- Gaither and Cavazos-Gaither. Statistically speaking: a dictionary of quotations, 1999
- Wild, C.J. and Seber, G.A.F. Chance encounters: a first course in data analysis and inference, 1999
- Simonoff. Smoothing methods in Statistics, 1998
- Johnson and Kotz (eds.) Leading personalities in the Statistical Sciences: from the seventeenth century to the present, 1998
- Wand and Jones. Kernel smoothing, 1996
Talks (16)
- English academic writing, 2009
- Extreme forecasting, 2009
- Statistical support for HDR students, 2009
- Forecasting and the importance of being uncertain, 2008
- Building R packages for Windows, 2008
- Time series and forecasting in R, 2008
- Bagplots, boxplots and outlier detection for functional data, 2008
- Exponential smoothing and non-negative data , 2008
- Forecasting functional time series, 2008
- Population forecasting and the importance of being uncertain , 2007
- Graduation address, 2007
- Forecasting medium- and long-term peak electricity demand , 2007
- Stochastic population forecasts using functional data models:, 2007
- Forecasting and the importance of being uncertain, 2006
- Automatic time series forecasting, 2006
- Optimal combination forecasts for hierarchical time series, 2006
Software (13)
- ftsa package for R, 2009
- fds package for R, 2009
- expsmooth package for R, 2009
- Mcomp package for R, 2009
- fma package for R, 2009
- forecast package for R, 2009
- rainbow package for R, 2009
- demography: Forecasting mortality and fertility data, 2009
- hdrcde package for R, 2008
- Monotonic interpolating splines, 2008
- addb package for R, 2008
- monash package for R, 2008
- Kernel estimation of ROC curves, 2007
