Rob J Hyndman
Monash University, Australia
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Curriculum Vitae
Refereed papers
2016
(4)
Forecasting uncertainty in electricity smart meter data by boosting additive quantile regression
Probabilistic Energy Forecasting: Global Energy Forecasting Competition 2014 and Beyond
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Fast computation of reconciled forecasts for hierarchical and grouped time series
2015
(3)
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?
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
2014
(3)
Optimally reconciling forecasts in a hierarchy
Outdoor fungal spores are associated with child asthma hospitalisations – a case-crossover study
A gradient boosting approach to the Kaggle load forecasting competition
2013
(1)
Coherent mortality forecasting: the product-ratio method with functional time series models
2012
(3)
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
(11)
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
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
(8)
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
Forecasting age-related changes in breast cancer mortality among white and black US women
Rainbow plots, bagplots and boxplots for functional data
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
2009
(6)
Exponential smoothing and non-negative data
Forecasting functional time series
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
(6)
Forecasting time series with multiple seasonal patterns
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
Modelling and forecasting Australian domestic tourism
Generation of synthetic sequences of half-hourly temperatures
2007
(6)
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?
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
(10)
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
Characteristic-based clustering for time series data
Measuring change in prescription drug utilization in Australia
The accuracy of television network rating forecasts: the effects of data aggregation and alternative models
2005
(5)
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
Prediction intervals for exponential smoothing using two new classes of state space models
Local linear forecasts using cubic smoothing splines
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
(4)
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
Using R to Teach Econometrics
2001
(4)
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
Bandwidth selection for kernel conditional density estimation
2000
(3)
Non-Gaussian conditional linear AR(1) models
Residual diagnostic plots for model mis-specification in time series regression
Generalized additive modelling of mixed distribution Markov models with application to Melbourne’s rainfall
1998
(1)
Smoothing non-Gaussian time series with autoregressive structure
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
(3)
Sample quantiles in statistical packages
Estimating and visualizing conditional densities
Computing and graphing highest density regions
1995
(1)
Highest density forecast regions for non-linear and non-normal time series models
1994
(1)
Approximations and boundary conditions for continuous time threshold autoregressive processes
1993
(1)
Yule-Walker estimates for continuous-time autoregressive models
1992
(1)
On continuous-time threshold autoregression
1991
(1)
Continuous time threshold autoregressive models