Professor Rob J Hyndman

Rob J Hyndman

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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  (72)

  • Phenological change detection while accounting for abrupt and gradual trends in satellite image time series, 2010
  • Forecasting age-related changes in breast cancer mortality among white and black US women, 2010
  • Nonparametric time series forecasting with dynamic updating, 2010
  • The tourism forecasting competition, 2010
  • 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
Book chapters  (6)

  • Contributions to the International Encyclopedia of Statistical Science, 2009
  • Bagplots, boxplots and outlier detection for functional data, 2008
  • Kalman filter, 2002
  • Box-Jenkins modelling, 2002
  • ARIMA processes, 2002
  • The use of information technology in the research process, 1995
Papers in conference proceedings  (9)

  • Exploratory graphics for functional data, 2010
  • Short-term load forecasting based on a semi-parametric additive model, 2010
  • 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  (15)

  • Short-term load forecasting based on a semi-parametric additive model, 2010
  • The price elasticity of electricity demand in South Australia, 2010
  • Investigating the influence of synoptic-scale circulation on air quality using self-organizing maps and generalized additive modelling, 2010
  • Quantifying the influence of local meteorology on air quality using generalized additive modelling, 2010
  • A comparison of ten principal component methods for forecasting mortality rates, 2010
  • Forecasting time series with complex seasonal patterns using exponential smoothing, 2009
  • 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
Editorials  (4)

  • Encouraging replication and reproducible research, 2010
  • Changing of the guard, 2010
  • IJF Editorial: Twenty-five years of forecasting, 2006
  • IJF Editorial, 2005
Talks  (17)

  • Coherent functional forecasts of mortality rates and life expectancy, 2010
  • 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  (14)

  • demography: Forecasting mortality, fertility, migration and population data, 2010
  • hts package for R, 2010
  • 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
  • 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

Consulting reports

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  • My other websites

    • International Journal of Forecasting
    • Time series data library
    • Forecasting textbook
    • Exponential smoothing book
    • Bible answers blog
  • RSS From my research blog

    • Why God never received a PhD
    • How to fail a PhD
    • Econometrics and R
    • Job advertisements
    • Benchmarks for forecasting
    • Transforming data with zeros
    • The tourism forecasting competition
    • Twenty rules for good graphics
    • Statistical Analysis StackExchange site now available
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In God we trust. All others must have data. (W. Edwards Deming)

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